Statistical Theory and Related Fields, Volume 5, Issue 1 (2021)

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Statistical Theory and Related Fields, Volume 5, Issue 1 (2021)

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Review Article

Article
On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures
Zhengjun Zhang
Pages: 1-25
Published online: 23 Dec 2020
AbstractforOn studying extreme values and systematic risks with nonlinear time series models and tail dependence measures | Full Text | References | PDF (2.1 MB) | EPUB
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Short Communications

Article
Discussion on “on studying extreme values and systematic risks with nonlinear time series models and tail dependence measures”
Wen Xu & Huixia Judy Wang
Pages: 26-30
Published online: 04 Mar 2021
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Article
Application of autoregressive tail-index model to China's stock market
Jingyu Ji & Deyuan Li
Pages: 31-34
Published online: 04 Mar 2021
First Page PreviewforApplication of autoregressive tail-index model to China's stock market | Full Text | References | PDF (597.7 KB) | EPUB
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Article
Discussion of ‘On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures’
Ting Zhang
Pages: 35-36
Published online: 12 Jan 2021
CitationforDiscussion of ‘On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures’ | Full Text | References | PDF (231.9 KB) | EPUB
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Article
Discussion on paper ‘On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures’ by Zhengjun Zhang
Yongcheng Qi
Page: 37
Published online: 07 Jan 2021
CitationforDiscussion on paper ‘On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures’ by Zhengjun Zhang | Full Text | PDF (190.4 KB) | EPUB
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Article
Discussion of ‘On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures’
Tiandong Wang & Jun Yan
Pages: 38-40
Published online: 22 Jan 2021
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Article
Multivariate extremes and max-stable processes: discussion of the paper by Zhengjun Zhang
R. L. Smith
Pages: 41-44
Published online: 20 Jan 2021
AbstractforMultivariate extremes and max-stable processes: discussion of the paper by Zhengjun Zhang | Full Text | References | PDF (391.3 KB) | EPUB
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Article
Rejoinder of “On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures”
Zhengjun Zhang
Pages: 45-48
Published online: 12 Jan 2021
First Page PreviewforRejoinder of “On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures” | Full Text | References | PDF (427.5 KB) | EPUB
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Articles

Article
Nonlinear prediction via Hermite transformation
Tucker McElroy & Srinjoy Das
Pages: 49-54
Published online: 17 Dec 2020
AbstractforNonlinear prediction via Hermite transformation | Full Text | References | PDF (523.5 KB) | EPUB
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Article
Efficient estimation of smoothing spline with exact shape constraints
Vincent Chan, Kam-Wah Tsui, Yanran Wei, Zhiyang Zhang & Xinwei Deng
Pages: 55-69
Published online: 07 Feb 2020
AbstractforEfficient estimation of smoothing spline with exact shape constraints | Full Text | References | PDF (2 MB) | EPUB
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Article
Bayesian variable selection via a benchmark in normal linear models
Jun Shao, Kam-Wah Tsui & Sheng Zhang
Pages: 70-81
Published online: 27 Mar 2020
AbstractforBayesian variable selection via a benchmark in normal linear models | Full Text | References | PDF (1.5 MB) | EPUB
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