Panel Quantile GARCH Models under Homogeneity

Sign-Based Tests for Structural Changes in Multivariate Volatility

Robust M-Estimation for Additive Single-Index Cointegrating Time Series Models

A Consistent Specification Test for Expectile Models

An Adaptive Null Proportion Estimator for False Discovery Rate Control

Conformal Inference, Covariate Shift, and De-biased Two-Sample U-Statistics

False Discovery Rate Control for Structured Multiple Testing: Asymmetric Rules and Conformal Q-Values

Confidence on the Focal: Conformal Prediction with Selection-Conditional Coverage

High-Dimensional Covariance Matrix Estimation under Dynamic Volatility Models: Asymptotics and Shrinkage Estimation

Robust Estimation of Number of Factors in High Dimensional Factor Modeling via Spearman's Rank Correlation Matrix

An Efficient Multivariate Volatility Model for Many Assets

Online Change-Point Detection for Matrix-Valued Time Series with Latent Two-Way Factor Structure

Parsimonious Generative Machine Learning for Non-Gaussian Tail Modeling and Risk-Neutral Distribution Extraction

A Generalization Sample Learning Method of Deep Learning for Semantic Segmentation of Remote Sensing Images

EWMA Control Chart for Simultaneously Detecting Dual Parameters of Beta Distribution 同时检测Beta分布双参数的EWMA控制图

Tensor Quantile Regression Based on Elastic Net Penalty with Its Applications

Research on the Impact of Financial Accessibility on the Value of Ecosystem Services 金融可得性对生态系统服务价值的影响研究