【摘 要】
：
In the finance literature,statistical inferences for large-scale multiple testing problems usually suffer from data snooping bias.In this talk we will discu
【出 处】
：
2009 International Conference on Financial Statistics and Fi
论文部分内容阅读
In the finance literature,statistical inferences for large-scale multiple testing problems usually suffer from data snooping bias.In this talk we will discuss recently proposed tests that are free from such bias,including the Reality Check (RC) test of White (2000,Econometric),the superior predictive ability (SPA) test of Hansen (2005,JBES),and their stepwise versions of Romano and Wolf (2005,Econometric) and Hsu,Hsu,and Kuan (2009).
其他文献
苹果栽培的管理技术中,很重要的一项是给树体补充、增加营养物质。要做到及时合理地给树体补充营养,增施矿质元素肥料,就需要对树体进行营养诊断。在营养诊断的方法中,形态
The Gini index is one of the most common statistical indices employed in social sciences for measuring concentration in the distribution of a positive rando
正念减压疗法(Mindfulness-Based Stress Reduction,MBSR)最初由美国麻省理工大学Kabat-Zinn博士于1979年创设,用于治疗慢性疼痛患者,现在已逐步延伸治疗失眠、酒精及药物滥
DNA microarray technologies permit systematic approaches to biological discovery that have begun to have a profound impact on biological research,pharmacolo
Regression in large p,small n setting has attracted much recent attention in several fields including statistics,applied mathematics and engineering.A commo
目的:调查悬雍垂腭咽成形术患者术后常见的不适症状种类及现状.方法:回顾并分析2017年1月至2018年12月在清华大学附属北京清华长庚医院进行悬雍垂腭咽成形术(uvulopalatophar
An insurer is assumed to use reinsurance retentions to reduce his risk while investing his reserve into a financial market,which consists of a risky asset a
目的:通过常规治疗方式和损伤控制性手术治疗方式,对严重腹部创伤患者进行临床效果的分析对比.方法:选择了在2019年到2020年间接收的33例出现严重腹部创伤的患者作为观察对象
目的:观察家庭无创机械通气治疗稳定期重度慢性阻塞肺疾病的疗效.方法:选取医院2018年4月至2019年4月医院收治107例稳定期重度慢性阻塞肺疾病患者,按照治疗方式的差异性,随机
目的:对比分析对寻常疣患者进行液氮冷冻和激光治疗的临床治疗效果及复发率影响.方法:选取我院接诊的寻常疣患者170例,根据不同的治疗方法分成对照组和观察组各85例,对观察组