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Results: 7
Number of items: 7
  • Cheng, Y., de Gooijer, J. G., & Zerom, D. (2011). Efficient estimation of an additive quantile regression model. Scandinavian Journal of Statistics, 38(1), 46-62. https://doi.org/10.1111/j.1467-9469.2010.00706.x
  • Cheng, Y., de Gooijer, J. G., & Zerom, D. (2010). Efficient estimation of an additive quantile regression model. (UvA-Econometrics discussion paper; No. 2010/05). Amsterdam School of Economics, Department of Quantitative Economics. http://aimsrv1.fee.uva.nl/koen/web.nsf/view/F3679A9171350A82C1257728002F763A/$file/1005.pdf
  • Cheng, Y., & de Gooijer, J. G. (2009). Bahadur representation for the nonparametric M-estimator under α-mixing dependence. Statistics, 43(5), 443-462. https://doi.org/10.1080/02331880802605221
  • Cheng, Y., & De Gooijer, J. G. (2007). On the uth geometric conditional quantile. Journal of Statistical Planning and Inference, 137(6), 1914-1930. https://doi.org/10.1016/j.jspi.2006.02.014
  • Open Access
    Cheng, Y. (2007). Selected topics on nonparametric conditional quantiles and risk theory. [Thesis, fully internal, Universiteit van Amsterdam].
  • Cheng, Y., & Tang, Q. (2003). Moments of the surplus before ruin and the defecit at ruin in the Erlang(2) risk process. North American Actuarial Journal, 7, 1-12.
  • Cheng, Y., Tang, Q., & Yang, H. (2002). Approximations for moments of deficit at ruin with exponential and subexponential claims. Statistics & Probability Letters, 59, 367-378. https://doi.org/10.1016/S0167-7152(02)00234-1
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