Mi, Hui; Di, Wenrong; Lin, Jinguan Optimal investment and reinsurance with Vasicek interest rate and dependent risk. (Chinese. English summary) Zbl 07745106 Chin. J. Appl. Probab. Stat. 39, No. 2, 239-258 (2023). MSC: 91G10 91G30 93E20 49L12 PDFBibTeX XMLCite \textit{H. Mi} et al., Chin. J. Appl. Probab. Stat. 39, No. 2, 239--258 (2023; Zbl 07745106) Full Text: Link
Wang, Jiangyan; Lin, Jinguan; Chen, Xulan The estimation of time varying volatility based on the long stock return series with its application. (Chinese. English summary) Zbl 1485.62150 Chin. J. Appl. Probab. Stat. 37, No. 5, 523-543 (2021). MSC: 62P05 62G05 91B84 PDFBibTeX XMLCite \textit{J. Wang} et al., Chin. J. Appl. Probab. Stat. 37, No. 5, 523--543 (2021; Zbl 1485.62150) Full Text: Link
Hao, Hongxia; Lin, Jinguan; Wang, Hongxia A new method for testing leverage effect. (Chinese. English summary) Zbl 1449.62099 Chin. J. Appl. Probab. Stat. 35, No. 5, 453-468 (2019). MSC: 62G10 62G20 62P05 PDFBibTeX XMLCite \textit{H. Hao} et al., Chin. J. Appl. Probab. Stat. 35, No. 5, 453--468 (2019; Zbl 1449.62099) Full Text: DOI
Khaled, Waled; Lin, Jinguan; Feng, Cuilian Testing the heteroscedasticity in single-index model. (English) Zbl 1449.62101 Chin. J. Appl. Probab. Stat. 35, No. 4, 408-424 (2019). MSC: 62G10 62J10 PDFBibTeX XMLCite \textit{W. Khaled} et al., Chin. J. Appl. Probab. Stat. 35, No. 4, 408--424 (2019; Zbl 1449.62101) Full Text: DOI
Zhang, Ting; Li, Feng; Yang, Yang; Lin, Jinguan Asymptotics for tail probabilities of the sum and its maximum of extended negatively dependent and heavy-tailed random variables. (Chinese. English summary) Zbl 1438.62021 Chin. J. Appl. Probab. Stat. 35, No. 1, 39-50 (2019). MSC: 62E20 62P05 91B05 62G32 PDFBibTeX XMLCite \textit{T. Zhang} et al., Chin. J. Appl. Probab. Stat. 35, No. 1, 39--50 (2019; Zbl 1438.62021) Full Text: DOI
Sun, Huihui; Lin, Jinguan Testing for homogeneity of exponential correlation nonlinear mixed models based on M-estimation. (English) Zbl 1424.62102 Chin. J. Appl. Probab. Stat. 34, No. 2, 156-168 (2018). MSC: 62H20 62J02 PDFBibTeX XMLCite \textit{H. Sun} and \textit{J. Lin}, Chin. J. Appl. Probab. Stat. 34, No. 2, 156--168 (2018; Zbl 1424.62102) Full Text: DOI
Ye, Xuguo; Lin, Jinguan Nonparametric estimation of the integrated volatility of jump-diffusion processes with noisy high-frequency data. (Chinese. English summary) Zbl 1374.62033 Chin. J. Appl. Probab. Stat. 32, No. 6, 581-591 (2016). MSC: 62G05 60J75 62G20 PDFBibTeX XMLCite \textit{X. Ye} and \textit{J. Lin}, Chin. J. Appl. Probab. Stat. 32, No. 6, 581--591 (2016; Zbl 1374.62033) Full Text: DOI
Chen, Xueping; Lin, Jinguan; Wang, Xiaodi Optimal properties of orthogonal arrays based on ANOVA high-dimensional model representation. (English) Zbl 1313.62110 Chin. J. Appl. Probab. Stat. 29, No. 6, 570-580 (2013). MSC: 62K05 62J10 05B15 65C60 PDFBibTeX XMLCite \textit{X. Chen} et al., Chin. J. Appl. Probab. Stat. 29, No. 6, 570--580 (2013; Zbl 1313.62110)
Yang, Yang; Lin, Jinguan Estimates and numerical simulations for the finite-time ruin probability in an extended negatively dependent general risk model. (Chinese. English summary) Zbl 1274.91260 Chin. J. Appl. Probab. Stat. 28, No. 4, 439-448 (2012). MSC: 91B30 62P05 65C60 PDFBibTeX XMLCite \textit{Y. Yang} and \textit{J. Lin}, Chin. J. Appl. Probab. Stat. 28, No. 4, 439--448 (2012; Zbl 1274.91260)
Sun, Huihui; Lin, Jinguan Local influence analysis of mixed effect linear models based on M-estimation. (Chinese. English summary) Zbl 1264.62065 Chin. J. Appl. Probab. Stat. 28, No. 2, 217-223 (2012). MSC: 62J20 62J05 62F35 PDFBibTeX XMLCite \textit{H. Sun} and \textit{J. Lin}, Chin. J. Appl. Probab. Stat. 28, No. 2, 217--223 (2012; Zbl 1264.62065)
Xu, Liang; Ding, Xianwen; Lin, Jinguan Diagnostic measures for partial linear models based on the empirical likelihood method. (Chinese. English summary) Zbl 1235.62094 Chin. J. Appl. Probab. Stat. 27, No. 1, 91-102 (2011). MSC: 62J20 62G05 62G08 65C60 PDFBibTeX XMLCite \textit{L. Xu} et al., Chin. J. Appl. Probab. Stat. 27, No. 1, 91--102 (2011; Zbl 1235.62094)
Shi, Aiju; Lin, Jinguan An invariance property of elliptically contoured distributions about the non-singular matrix transformation. (Chinese. English summary) Zbl 1234.62066 Chin. J. Appl. Probab. Stat. 26, No. 5, 449-458 (2010). MSC: 62H05 62H10 15A99 15A04 PDFBibTeX XMLCite \textit{A. Shi} and \textit{J. Lin}, Chin. J. Appl. Probab. Stat. 26, No. 5, 449--458 (2010; Zbl 1234.62066)
Xie, Fengchang; Wei, Bocheng; Lin, Jinguan Summary of statistical analysis for zero-inflated data. (Chinese. English summary) Zbl 1201.62004 Chin. J. Appl. Probab. Stat. 25, No. 6, 659-671 (2009). MSC: 62-07 62J20 65C60 PDFBibTeX XMLCite \textit{F. Xie} et al., Chin. J. Appl. Probab. Stat. 25, No. 6, 659--671 (2009; Zbl 1201.62004)
Fan, Junhua; Lin, Jinguan; Wei, Bocheng Testing for homogeneity of variance and correlation coefficients in uniform correlation models based on longitudinal data. (Chinese. English summary) Zbl 1197.62042 Chin. J. Appl. Probab. Stat. 25, No. 1, 12-26 (2009). MSC: 62G10 62H20 PDFBibTeX XMLCite \textit{J. Fan} et al., Chin. J. Appl. Probab. Stat. 25, No. 1, 12--26 (2009; Zbl 1197.62042)
Liu, Ying An; Wei, Bo Cheng; Lin, Jin Guan Testing of homogeneity for variances and autocorrelations in linear models with \({\text{AR}}(1)\)-errors and random effects. (Chinese. English summary) Zbl 1155.62425 Chin. J. Appl. Probab. Stat. 20, No. 1, 27-36 (2004). MSC: 62M10 62F03 PDFBibTeX XMLCite \textit{Y. A. Liu} et al., Chin. J. Appl. Probab. Stat. 20, No. 1, 27--36 (2004; Zbl 1155.62425)
Lin, Jin Guan; Wei, Bo Cheng Testing for homogeneity of dispersion parameters in nonlinear Poisson-gamma regression models with overdispersion. (Chinese. English summary) Zbl 1155.62400 Chin. J. Appl. Probab. Stat. 19, No. 3, 277-285 (2003). MSC: 62J02 62F03 PDFBibTeX XMLCite \textit{J. G. Lin} and \textit{B. C. Wei}, Chin. J. Appl. Probab. Stat. 19, No. 3, 277--285 (2003; Zbl 1155.62400)
Wei, Bo Cheng; Lin, Jin Guan; Lü, Qing Zhe Development of tests for heteroscedasticity of varying dispersion in regression models. (Chinese. English summary) Zbl 1155.62331 Chin. J. Appl. Probab. Stat. 19, No. 2, 210-220 (2003). MSC: 62F03 62J20 PDFBibTeX XMLCite \textit{B. C. Wei} et al., Chin. J. Appl. Probab. Stat. 19, No. 2, 210--220 (2003; Zbl 1155.62331)
Lin, Jin Guan; Wei, Bo Cheng Statistical analysis of heteroscedasticity in nonlinear regression models with random weight functions. (Chinese. English summary) Zbl 1155.62399 Chin. J. Appl. Probab. Stat. 18, No. 4, 431-437 (2002). MSC: 62J02 PDFBibTeX XMLCite \textit{J. G. Lin} and \textit{B. C. Wei}, Chin. J. Appl. Probab. Stat. 18, No. 4, 431--437 (2002; Zbl 1155.62399)