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Improving minimum-variance portfolios by alleviating overdispersion of eigenvalues Journal article
Journal of Financial and Quantitative Analysis, 2020,Volume: 55,Issue: 8,Page: 2700-2731
Authors:  Shi, Fangquan;  Shu, Lianjie;  Yang, Aijun;  He, Fangyi
Favorite |  | TC[WOS]:4 TC[Scopus]:4 | Submit date:2021/12/07
Improving Minimum Variance Portfolios by Alleviating Over-Dispersion of Eigenvalues Journal article
Journal of Financial and Quantitative Analysis, 2019,Page: 1-62
Authors:  Fangquan Shi;  Lianjie Shu;  Aijun Yang;  Fangyi He
Favorite |  | TC[WOS]:0 TC[Scopus]:4 | Submit date:2019/12/10
A new type of change-detection scheme based on the window-limited weighted likelihood ratios Journal article
EXPERT SYSTEMS WITH APPLICATIONS, 2018,Volume: 94,Page: 149-163
Authors:  Fangyi He;  Tiantian Mao;  Taizhong Hu;  Lianjie Shu
Favorite |  | TC[WOS]:1 TC[Scopus]:1 | Submit date:2018/10/30
Statistical Distance  Statistical Process Control  Signal Detection  Generalized Likelihood Ratio  Weighted Likelihood Ratio  Stochastic Order  
Improved Self-Starting Control Charts for Short Runs Journal article
Quality Technology & Quantitative Management, 2008,Volume: 5,Issue: 3,Page: 289-308
Authors:  Fangyi He;  Wei Jiang;  Lianjie Shu
Favorite |  | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/11/29
Average Run Length  Bias  Variance Estimation