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320

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合著作者

Hanyu LiProfessor of Mathematics and Statistics, Chongqing University在 cqu.edu.cn 的电子邮件经过验证

Kai QiChongqing Normal University在 cqnu.edu.cn 的电子邮件经过验证

Xiaochao XiaPhD在 cqu.edu.cn 的电子邮件经过验证

Dr. Ilyas AliUniversity of Engineering and Technology Lahore, Faisalabad Campus在 uet.edu.pk 的电子邮件经过验证

Lixing ZhuProfessor of Statistics, Beijing Normal University在 bnu.edu.cn 的电子邮件经过验证

Shaoxin WangQufu Normal University在 qfnu.edu.cn 的电子邮件经过验证

Yuehan YangCentral University of Finance and Economics在 cufe.edu.cn 的电子邮件经过验证

Dr. Abdul ShakoorDepartment of Mathematics, IUB, Pakistan & College of Mathematics, Chongqing University, China在 cqu.edu.cn 的电子邮件经过验证

关注

Hu Yang（杨虎）

College of Mathematics and Statistics，Chongqing University

在 cqu.edu.cn 的电子邮件经过验证 - 首页

linear modelfinancial statisticssupport vector machinehigh dimensional model selectionmatrix algebra

文章引用次数开放获取的出版物数量合著作者

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按引用次数排序按年份排序按标题排序

引用次数

引用次数

年份

Enhanced unsupervised domain adaptation through joint constrained classifier and feature learning
Z Tan, H Yang

Engineering Applications of Artificial Intelligence 163, 113047, 2026

2026

Bias-enhanced support detection and root finding approach
H Ming, H Yang

Statistics and Computing 35 (5), 162, 2025

2025

A novel twin parametric-margin support vector machine with capped asymmetric elastic net loss
J Fu, H Yang

Neural Networks, 107998, 2025

2025

A new truncated non-convex loss based support vector machine for robust binary classification
F Li, K Qi, H Yang

Applied Intelligence 55 (13), 906, 2025

2025

Deterministic Sensitivity Analysis of the Factor Score Estimation in the Approximate Factor Model
S Wang, B Guo, H Yang

Communications in Mathematics and Statistics, 1-18, 2025

2025

Valley-loss multiple birth support vector machine for multi-class classification
X Li, J Zhang, H Yang

Neural Computing and Applications 37 (19), 13371-13389, 2025

2025

Distributed algorithm for best subset regression
H Ming, H Yang

Expert Systems with Applications 277, 127224, 2025

2025

Reweighted angle two-dimensional principal component analysis for feature extraction
Z Tan, H Yang

Pattern Recognition, 111817, 2025

3

2025

Robust support vector machine based on the bounded asymmetric least squares loss function and its applications in noise corrupted data
J Zhang, H Yang

Advanced Engineering Informatics 65, 103371, 2025

2

2025

Communication-Efficient l_0 Penalized Least Square
C Gong, H Yang

arXiv preprint arXiv:2504.00722, 2025

2025

Non-negative Constrained Penalty for High-Dimensional Correlated Data
H Ming, Y Chen, H Yang

Communications in Mathematics and Statistics, 1-20, 2025

2025

L0-regularized high-dimensional sparse multiplicative models
H Ming, H Yang, X Xia

Statistical Theory and Related Fields 9 (1), 59-83, 2025

2025

怀念王松桂教授
杨虎， 吴密霞

应用概率统计 41 (3), 482-492, 2025

2025

A novel bounded loss framework for support vector machines
F Li, H Yang

Neural Networks 178, 106476, 2024

8

2024

Group sparse structural smoothing recovery: model, statistical properties and algorithm
Z Tan, H Yang

Statistics and Computing 34 (4), 122, 2024

2

2024

Efficient variable selection for high-dimensional multiplicative models: a novel LPRE-based approach
Y Chen, H Ming, H Yang

Statistical Papers 65 (6), 3713-3737, 2024

3

2024

Bounded quantile loss for robust support vector machines-based classification and regression
J Zhang, H Yang

Expert Systems with Applications 242, 122759, 2024

19

2024

L0 regularized logistic regression for large-scale data
H Ming, H Yang

Pattern Recognition 146, 110024, 2024

16

2024

Fused robust geometric nonparallel hyperplane support vector machine for pattern classification
R Gao, K Qi, H Yang

Expert Systems with Applications 236, 121331, 2024

9

2024

A fast robust best subset regression
H Ming, H Yang

Knowledge-Based Systems 284, 111309, 2024

8

2024

Total variation regularized multi-matrices weighted Schatten p-norm minimization for image denoising
Z Tan, H Yang

Applied Mathematical Modelling 124, 518-531, 2023

18

2023

Group sparse recovery via group square-root elastic net and the iterative multivariate thresholding-based algorithm
W Xie, H Yang

AStA Advances in Statistical Analysis 107 (3), 469-507, 2023

2

2023

One-step sparse estimates in the reverse penalty for high-dimensional correlated data
H Ming, Y Chen, H Yang

Journal of Computational and Applied Mathematics 427, 115119, 2023

2

2023

Semiparametric model averaging for ultrahigh-dimensional conditional quantile prediction
CH Guo, J Lv, H Yang, JW Tu, CX Tian

Acta Mathematica Sinica, English Series 39 (6), 1171-1202, 2023

2

2023

High-dimensional sparse portfolio selection with nonnegative constraint
S Xia, Y Yang, H Yang

Applied Mathematics and Computation 443, 127766, 2023

8

2023

LS-GNHSVM: a novel joint geometrical nonparallel hyperplane support vector machine
K Qi, H Yang

Expert Systems with Applications 215, 119413, 2023

8

2023

Multivariate sparse Laplacian shrinkage for joint estimation of two graphical structures
Y Yang, S Xia, H Yang

Computational Statistics & Data Analysis 178, 107620, 2023

5

2023

Capped asymmetric elastic net support vector machine for robust binary classification
K Qi, H Yang

International Journal of Intelligent Systems 2023 (1), 2201330, 2023

4

2023

A novel robust nonparallel support vector classifier based on one optimization problem
K Qi, H Yang

Neural Computing and Applications 35 (1), 799-814, 2023

6

2023

Joint rescaled asymmetric least squared nonparallel support vector machine with a stochastic quasi-Newton based algorithm
K Qi, H Yang

Applied Intelligence 52 (12), 14387-14405, 2022

8

2022

Least product relative error estimation for identification in multiplicative additive models
H Ming, H Liu, H Yang

Journal of Computational and Applied Mathematics 404, 113886, 2022

16

2022

Sparse Laplacian shrinkage with the graphical lasso estimator for regression problems
S Xia, Y Yang, H Yang

Test 31 (1), 255-277, 2022

5

2022

Penalized and constrained LAD estimation in fixed and high dimension
X Wu, R Liang, H Yang

Statistical Papers 63 (1), 53-95, 2022

9

2022

A kind of new time-weighted nonnegative lasso index-tracking model and its application
Q Chen, Q Hu, H Yang, K Qi

The North American Journal of Economics and Finance 59, 101603, 2022

18

2022

Joint sparse principal component regression with robust property
K Qi, J Tu, H Yang

Expert Systems with Applications 187, 115845, 2022

9

2022

Nonnegative estimation and variable selection via adaptive elastic-net for high-dimensional data
N Li, H Yang, J Yang

Communications in Statistics-Simulation and Computation 50 (12), 4263-4279, 2021

17

2021

Model averaging marginal regression for high dimensional conditional quantile prediction
J Tu, H Yang, C Guo, J Lv

Statistical Papers 62 (6), 2661-2689, 2021

2

2021

金融市场下非负稀疏组 LASSO 在股指跟踪中的研究
齐凯， 杨虎

应用概率统计 37 (3), 221-240, 2021

2021

Nonnegative sparse group lasso with an application in financial index tracking
QI Kai, Y Hu

Chinese Journal of Applied Probability and Statistics 37 (3), 221-240, 2021

3

2021

Elastic net nonparallel hyperplane support vector machine and its geometrical rationality
K Qi, H Yang

IEEE Transactions on Neural Networks and Learning Systems 33 (12), 7199-7209, 2021

38

2021

Conditioning theory of the equality constrained quadratic programming and its applications
S Wang, H Yang

Linear and Multilinear Algebra 69 (6), 1161-1183, 2021

5

2021

Adaptive and reversed penalty for analysis of high-dimensional correlated data
Y Yang, H Yang

Applied Mathematical Modelling 92, 63-77, 2021

13

2021

Nonnegative estimation and variable selection under minimax concave penalty for sparse high-dimensional linear regression models
N Li, H Yang

Statistical Papers 62 (2), 661-680, 2021

20

2021

Bidirectional group random walk based network embedding for asymmetric proximity
J Shen, X Shu, H Yang

arXiv preprint arXiv:2103.16989, 2021

2021

Rates of convergence of the adaptive elastic net and the post-selection procedure in ultra-high dimensional sparse models
Y Yang, H Yang

Communications in Statistics-Theory and Methods 50 (1), 73-94, 2021

4

2021

The structured smooth adjustment for square-root regularization: Theory, algorithm and applications
W Xie, H Yang

Knowledge-Based Systems 207, 106278, 2020

4

2020

A robust and efficient estimation and variable selection method for partially linear models with large-dimensional covariates
H Yang, N Li, J Yang

Statistical Papers 61 (5), 1911-1937, 2020

5

2020

Interaction pursuit biconvex optimization
Y Yang, S Xia, H Yang

arXiv preprint arXiv:2003.10793, 2020

1

2020

Weighted composite quantile regression for single index model with missing covariates at random
H Liu, H Yang, C Peng

Computational Statistics 34 (4), 1711-1740, 2019

9

2019

A new adaptive weighted imbalanced data classifier via improved support vector machines with high-dimension nature
K Qi, H Yang, Q Hu, D Yang

Knowledge-Based Systems 185, 104933, 2019

28

2019

Local Walsh-average-based estimation and variable selection for single-index models
J Yang, F Lu, H Yang

Science China Mathematics 62 (10), 1977-1996, 2019

6

2019

Rank-based shrinkage estimation for identification in semiparametric additive models
J Yang, H Yang, F Lu

Statistical Papers 60 (4), 1255-1281, 2019

10

2019

Nonnegative hierarchical lasso with a mixed -penalty and a fast solver
W Xie, H Yang

Statistics and Its Interface 12 (4), 599-615, 2019

1

2019

On the penalized maximum likelihood estimation of high-dimensional approximate factor model
S Wang, H Yang, C Yao

Computational Statistics 34 (2), 819-846, 2019

5

2019

Performance of the restricted almost unbiased type principal components estimators in linear regression model
Y Li, H Yang

Statistical Papers 60 (1), 19-34, 2019

5

2019

Smooth Adjustment for Correlated Effects
Y Yang, H Yang

arXiv preprint arXiv:1901.05229, 2019

2019

Robust variable selection of varying coefficient partially nonlinear model based on quantile regression
J Yang, F Lu, G Tian, X Lu, H Yang

Statistics and Its Interface 12 (3), 397-413, 2019

4

2019

A note on the condition number of the scaled total least squares problem
S Wang, H Li, H Yang

Calcolo 55 (4), 46, 2018

9

2018

Statistical inference on asymptotic properties of two estimators for the partially linear single-index models
J Yang, F Lu, H Yang

Statistics 52 (6), 1193-1211, 2018

2

2018

WLAD-LASSO method for robust estimation and variable selection in partially linear models
H Yang, N Li

Communications in Statistics-Theory and Methods 47 (20), 4958-4976, 2018

6

2018

Semiparametric model averaging for high dimensional conditional quantile prediction
J Tu, H Yang, C Guo

arXiv preprint arXiv:1809.01364, 2018

2018

Two step estimations for a single-index varying-coefficient model with longitudinal data
C Guo, H Yang, J Lv

Statistical Papers 59 (3), 957-983, 2018

8

2018

纵向数据的有效秩推断基于修正的 Cholesky 分解
吕晶， 郭朝会， 杨虎， 李婷婷

数学学报 61 (4), 549-568, 2018

1

2018

Model selection consistency of lasso for empirical data
Y Yang, H Yang

Chinese Annals of Mathematics, Series B 39 (4), 607-620, 2018

2

2018

Quantile regression for robust inference on varying coefficient partially nonlinear models
J Yang, F Lu, H Yang

Journal of the Korean Statistical Society 47 (2), 172-184, 2018

9

2018

Robust variable selection in high-dimensional varying coefficient models based on weighted composite quantile regression
C Guo, H Yang, J Lv

Statistical Papers 58 (4), 1009-1033, 2017

18

2017

Quantile regression for robust estimation and variable selection in partially linear varying-coefficient models
J Yang, F Lu, H Yang

Statistics 51 (6), 1179-1199, 2017

12

2017

Estimation and variable selection in single-index composite quantile regression
H Liu, H Yang

Communications in Statistics-Simulation and Computation 46 (9), 7022-7039, 2017

11

2017

Variable selection in partially linear additive models for modal regression
J Lv, H Yang, C Guo

Communications in Statistics-Simulation and Computation 46 (7), 5646-5665, 2017

20

2017

A moving average Cholesky factor model in covariance modeling for composite quantile regression with longitudinal data
J Lv, C Guo, H Yang, Y Li

Computational Statistics & Data Analysis 112, 129-144, 2017

14

2017

Penalized composite quantile estimation for censored regression model with a diverging number of parameters
H Liu, H Yang

Communications in Statistics-Theory and Methods 46 (13), 6558-6578, 2017

2017

Quantile regression and variable selection for single-index varying-coefficient models
J Yang, H Yang

Communications in Statistics-Simulation and Computation 46 (6), 4637-4653, 2017

9

2017

Robust modal estimation and variable selection for single-index varying-coefficient models
J Yang, H Yang

Communications in Statistics-Simulation and Computation 46 (4), 2976-2997, 2017

4

2017

Robust variable selection for generalized linear models with a diverging number of parameters
C Guo, H Yang, J Lv

Communications in Statistics-Theory and Methods 46 (6), 2967-2981, 2017

6

2017

Robust estimation and variable selection in censored partially linear additive models
H Liu, H Yang, X Xia

Journal of the Korean Statistical Society 46 (1), 88-103, 2017

16

2017

A note on a discrete time MAP risk model
C Liu, Z Zhang, H Yang

Journal of Computational and Applied Mathematics 309, 111-121, 2017

6

2017

More on the two-parameter estimation in the restricted regression
Y Li, H Yang

Communications in Statistics-Theory and Methods 45 (24), 7184-7196, 2016

5

2016

Joint estimation for single index mean–covariance models with longitudinal data
C Guo, H Yang, J Lv, J Wu

Journal of the Korean Statistical Society 45 (4), 526-543, 2016

4

2016

On the condition number theory of the equality constrained indefinite least squares problem
S Wang, H Li, H Yang

arXiv preprint arXiv:1611.05949, 2016

1

2016

On the condition number of equality constrained indefinite least squares problem
S Wang, H Yang

arXiv preprint arXiv:1611.05949, 2016

2

2016

Feature screening for generalized varying coefficient models with application to dichotomous responses
X Xia, H Yang, J Li

Computational Statistics & Data Analysis 102, 85-97, 2016

17

2016

Robust variable selection and parametric component identification in varying coefficient models
H Yang, J Lv, C Guo

Communications in Statistics-Theory and Methods 45 (18), 5533-5549, 2016

4

2016

Restricted estimation and testing of hypothesis in linear measurement errors models
W Li, T Li, H Yang

Communications in Statistics-Theory and Methods 45 (18), 5318-5330, 2016

1

2016

Robust estimation for varying index coefficient models
J Lv, H Yang, C Guo

Computational Statistics 31 (3), 1131-1167, 2016

4

2016

Smoothing combined generalized estimating equations in quantile partially linear additive models with longitudinal data
J Lv, H Yang, C Guo

Computational Statistics 31 (3), 1203-1234, 2016

8

2016

Smooth-threshold estimating equations for varying coefficient partially nonlinear models based on orthogonality-projection method
J Yang, H Yang

Journal of Computational and Applied Mathematics 302, 24-37, 2016

23

2016

Penalized LAD regression for single-index models
H Yang, J Lv, C Guo

Communications in Statistics-Simulation and Computation 45 (7), 2392-2408, 2016

4

2016

Assessing local influence for elliptical linear models under equality constraints
H Yang, L Yang

Communications in Statistics-Theory and Methods 45 (15), 4517-4527, 2016

1

2016

Robust estimation and variable selection for varying-coefficient single-index models based on modal regression
H Yang, J Lv, C Guo

Communications in Statistics-Theory and Methods 45 (14), 4048-4067, 2016

10

2016

Generalized varying index coefficient models
C Guo, H Yang, J Lv

Journal of Computational and Applied Mathematics 300, 1-17, 2016

7

2016

On a nonparametric estimator for the finite time survival probability with zero initial surplus
Z Zhang, H Yang, H Yang

Acta Mathematicae Applicatae Sinica, English Series 32 (3), 739-754, 2016

2

2016

Positive-rule stein-type almost unbiased ridge estimator in linear regression model
C Liu, H Yang

Communications in Statistics-Theory and Methods 45 (8), 2228-2255, 2016

3

2016

Regularized estimation for the least absolute relative error models with a diverging number of covariates
X Xia, Z Liu, H Yang

Computational Statistics & Data Analysis 96, 104-119, 2016

26

2016

Penalized inverse probability weighted estimators for weighted rank regression with missing covariates
H Yang, C Guo, J Lv

Communications in Statistics-Theory and Methods 45 (5), 1388-1402, 2016

2016

Variable selection for partially time-varying coefficient error-in-variables models
X Xia, H Yang

Statistics 50 (2), 278-297, 2016

5

2016

Inverse probability weighted estimators for single-index models with missing covariates
T Li, H Yang

Communications in Statistics-theory and Methods 45 (5), 1199-1214, 2016

9

2016

A robust penalized estimation for identification in semiparametric additive models
J Yang, H Yang

Statistics & Probability Letters 110, 268-277, 2016

6

2016

Variable selection for generalized varying coefficient models with longitudinal data
H Yang, C Guo, J Lv

Statistical Papers 57 (1), 115-132, 2016

14

2016

More on the unbiased ridge regression estimation
J Wu, H Yang

Statistical Papers 57 (1), 31-42, 2016

5

2016

Penalized weighted composite quantile estimators with missing covariates
H Yang, H Liu

Statistical Papers 57 (1), 69-88, 2016

29

2016

Further research on the principal component two-parameter estimator in linear model
H Yang, J Huang

Communications in Statistics-Theory and Methods 45 (3), 566-576, 2016

6

2016

A flexible condition number for weighted linear least squares problem and its statistical estimation
H Yang, S Wang

Journal of Computational and Applied Mathematics 292, 320-328, 2016

8

2016

概率论基础
徐建文杨虎、

2016

金融大数据统计方法与实证
杨虎

科学出版社, 2016

8

2016

Variable selection for semiparametric varying coefficient partially linear errors-in-Variables (EV) model with missing response
H Yang, X Xia

Communications in Statistics-Theory and Methods 44 (21), 4521-4539, 2015

5

2015

Robust variable selection in modal varying-coefficient models with longitudinal
H Yang, J Lv, C Guo

Journal of Statistical Computation and Simulation 85 (15), 3064-3079, 2015

6

2015

Condition numbers for the nonlinear matrix equation and their statistical estimation
S Wang, H Yang, H Li

Linear Algebra and its Applications 482, 221-240, 2015

21

2015

On the principal component Liu-type estimator in linear regression
J Wu, H Yang

Communications in Statistics-Simulation and Computation 44 (8), 2061-2072, 2015

14

2015

A ruin model with compound poisson income and dependence between claim sizes and claim intervals
Y Hao, H Yang

Acta Mathematicae Applicatae Sinica, English Series 31 (2), 445-452, 2015

5

2015

Robust smooth-threshold estimating equations for generalized varying-coefficient partially linear models based on exponential score function
J Lv, H Yang, C Guo

Journal of Computational and Applied Mathematics 280, 125-140, 2015

5

2015

Weighted composite quantile regression estimation and variable selection for varying coefficient models with heteroscedasticity
H Yang, J Lv, C Guo

Journal of the Korean Statistical Society 44 (1), 77-94, 2015

16

2015

回归系数的加权混合估计与最小二乘估计的相对效率
邬吉波， 杨虎

应用概率统计 31 (1), 11-19, 2015

4

2015

Eigenvalue Condition and model selection consistency of lasso
Y Yang, H Yang

arXiv preprint arXiv:1502.01798, 2015

2015

On a principal component two-parameter estimator in linear model with autocorrelated errors
J Huang, H Yang

Statistical Papers 56 (1), 217-230, 2015

5

2015

An efficient and robust variable selection method for longitudinal generalized linear models
J Lv, H Yang, C Guo

Computational Statistics & Data Analysis 82, 74-88, 2015

35

2015

Perturbation analysis for the symplectic QR factorization
H Li, H Yang, H Shao

Linear and Multilinear Algebra 63 (1), 78-96, 2015

3

2015

Improvements in the upper bounds for the spread of a matrix
P Zhang, H Yang

A, A 1, 2, 2015

4

2015

SCAD penalized rank regression with a diverging number of parameters
H Yang, C Guo, J Lv

Journal of Multivariate Analysis 133, 321-333, 2015

10

2015

Efficiency of a stochastic restricted two-parameter estimator in linear regression
Y Li, H Yang

Applied Mathematics and Computation 249, 371-381, 2014

15

2014

On a perturbed Sparre Andersen risk model with dividend barrier and dependence
Z Zhang, X Wu, H Yang

Journal of the Korean Statistical Society 43 (4), 585-598, 2014

5

2014

A robust and efficient estimation method for single-index varying-coefficient models
H Yang, C Guo, J Lv

Statistics & Probability Letters 94, 119-127, 2014

12

2014

A further study of predictions in linear mixed models
H Yang, H Ye, K Xue

Communications in Statistics-Theory and Methods 43 (20), 4241-4252, 2014

33

2014

Robust variable selection in semiparametric mean-covariance regression for longitudinal data analysis
C Guo, H Yang, J Lv

Applied Mathematics and Computation 245, 343-356, 2014

5

2014

Adaptive elastic net and Separate Selection from Least Squares for ultra-high dimensional regression models
Y Yang, H Yang

arXiv preprint arXiv:1410.3566, 2014

2

2014

Local influence analysis for the ridge regression under stochastic linear restrictions
L Yang, H Yang

Communications in Statistics-Theory and Methods 43 (17), 3580-3595, 2014

2

2014

Preliminary Test Estimators Induced by Three Large Sample Tests for Stochastic Constraints in a Regression Model with Multivariate Student-t Error
X Chang, H Yang

Communications in Statistics-Theory and Methods 43 (17), 3629-3640, 2014

2

2014

Some representations for the Drazin inverse of a modified matrix
A Shakoor, H Yang, I Ali

Calcolo 51 (3), 505-514, 2014

10

2014

A robust and efficient estimation and variable selection method for partially linear single-index models
H Yang, J Yang

Journal of Multivariate Analysis 129, 227-242, 2014

24

2014

The adaptive L1-penalized LAD regression for partially linear single-index models
H Yang, J Yang

Journal of Statistical Planning and Inference 151, 73-89, 2014

10

2014

A note on multiplicative perturbation bounds for the Moore–Penrose inverse
H Yang, P Zhang

Linear and Multilinear Algebra 62 (6), 831-838, 2014

11

2014

On a nonparametric estimator for ruin probability in the classical risk model
Z Zhang, H Yang, H Yang

Scandinavian Actuarial Journal 2014 (4), 309-338, 2014

36

2014

On mixed and componentwise condition numbers for indefinite least squares problem
H Li, S Wang, H Yang

Linear Algebra and its Applications 448, 104-129, 2014

17

2014

Equivalence of two tests in varying coefficient partially linear errors in variable model with missing responses
H Yang, X Xia

Journal of the Korean Statistical Society 43 (1), 79-90, 2014

7

2014

Refinements of the Heron and Heinz means inequalities for matrices
I Ali, H Yang, A Shakoor

J. math. inequal 8 (1), 107-112, 2014

5

2014

Generalized norms inequalities for absolute value operators
I Ali, H Yang, A Shakoor

International Journal of Analysis and Applications 5 (1), 1-9, 2014

4

2014

A two-parameter estimator in the negative binomial regression model
J Huang, H Yang

Journal of Statistical Computation and Simulation 84 (1), 124-134, 2014

63

2014

Two classes of almost unbiased type principal component estimators in linear regression model
Y Li, H Yang

Journal of Applied Mathematics 2014 (1), 639070, 2014

3

2014

On the stochastic restricted almost unbiased estimators in linear regression model
J Wu, H Yang

Communications in Statistics-Simulation and Computation 43 (2), 428-440, 2014

10

2014

Two stochastic restricted principal components regression estimator in linear regression
J Wu, H Yang

Communications in Statistics-Theory and Methods 42 (20), 3793-3804, 2013

8

2013

Ruin probability in a semi-markov risk model with constant interest force and heavy-tailed claims
Y Hu, XUE Kai

Acta Mathematica Scientia 33 (4), 998-1006, 2013

2

2013

Efficiency of an almost unbiased two-parameter estimator in linear regression model
J Wu, H Yang

Statistics 47 (3), 535-545, 2013

39

2013

On a Sparre Andersen risk model perturbed by a spectrally negative Lévy process
Z Zhang, H Yang, H Yang

Scandinavian Actuarial Journal 2013 (3), 213-239, 2013

6

2013

New perturbation bounds for the subunitary polar factors
P Zhang, H Yang, H Li

Linear and Multilinear Algebra 61 (4), 517-526, 2013

2

2013

New perturbation bounds for nonnegative and positive polar factors
HY Li, H Yang, H Shao

Math. Inequal. Appl 16, 349-362, 2013

1

2013

Weighted stochastic restricted estimation in linear measurement error models
W Li, H Yang

Communications in Statistics-Simulation and Computation 42 (4), 932-968, 2013

8

2013

Performances of the positive-rule stein-type ridge estimator in a linear regression model with spherically symmetric error distributions
J Xu, H Yang

Communications in Statistics-Theory and Methods 42 (3), 543-560, 2013

2

2013

Two-sided generalized hyperbolic QR factorization and its perturbation analysis
H Li, H Yang, H Shao

Linear Algebra and its Applications 438 (3), 1267-1292, 2013

2

2013

统计知玄妙
杨虎

2013

Some results for the Drazin inverses of the sum of two matrices and some block matrices
A Shakoor, H Yang, I Ali

Journal of Applied Mathematics 2013 (1), 804313, 2013

2

2013

Some Results on the Problem of Updating the Hyperbolic Matrix Factorizations
H LI, Y Hu

数学研究及应用, 2013

2013

On the weighted mixed almost unbiased ridge estimator in stochastic restricted linear regression
C Liu, H Yang, J Wu

Journal of Applied Mathematics 2013 (1), 902715, 2013

12

2013

The Drazin inverses of the sum of two matrices and block matrix
A Shakoor, H Yang, I Ali

Journal of applied mathematics & informatics 31 (3-4), 343-352, 2013

9

2013

基于 W, LR 和 LM 检验的预检验两参数估计
常新锋， 杨虎

应用概率统计 28 (6), 572-582, 2012

2012

A stochastic restricted k–d class estimator
H Yang, J Wu

Statistics 46 (6), 759-766, 2012

11

2012

On a Sparre Andersen risk model with time-dependent claim sizes and jump-diffusion perturbation
Z Zhang, H Yang, H Yang

Methodology and computing in applied probability 14 (4), 973-995, 2012

32

2012

Matrix Euclidean norm Wielandt inequalities and their applications to statistics
L Wang, H Yang

Statistical Papers 53 (3), 521-530, 2012

8

2012

Combining two-parameter and principal component regression estimators
X Chang, H Yang

Statistical Papers 53 (3), 549-562, 2012

52

2012

Performance of the preliminary test two-parameter estimators based on the conflicting test statistics in a regression model with Student's t error
X Chang, H Yang

Statistics 46 (3), 291-303, 2012

10

2012

Perturbation analysis for the hyperbolic QR factorization
H Li, H Yang, H Shao

Computers & Mathematics with Applications 63 (12), 1607-1620, 2012

8

2012

Perturbation analysis for block downdating of the generalized Cholesky factorization
H Li, H Yang, H Shao

Applied Mathematics and Computation 218 (18), 9451-9461, 2012

4

2012

A new Liu-type estimator in linear regression model
Y Li, H Yang

Statistical Papers 53 (2), 427-437, 2012

86

2012

Further results on the group inverses and Drazin inverses of anti-triangular block matrices
X Liu, H Yang

Applied Mathematics and Computation 218 (17), 8978-8986, 2012

31

2012

Some comments on: Ozkale, MR, Kaciranlar, K.(2008): Comparisons of the rk class estimator to the ordinary least squares estimator under the Pitman's closeness criterion …
W Li, H Yang, J Wu

Statistical Papers 53 (2), 497, 2012

4

2012

包含多余回归变量的错误指定模型的随机约束 Liu 估计
徐建文， 杨虎

应用概率统计 28 (2), 123-133, 2012

2012

金融时序中异常数据挖掘算法设计及实证分析
杨虎， 李强

中国管理科学, 7-11, 2012

10

2012

On the preliminary test backfitting and Speckman estimators in partially linear models and numerical comparisons
J Xu, H Yang

Communications in Statistics-Simulation and Computation 41 (3), 327-341, 2012

2

2012

On the Stein-type Liu estimator and positive-rule Stein-type Liu estimator in multiple linear regression models
J Xu, H Yang

Communications in Statistics-Theory and Methods 41 (5), 791-808, 2012

10

2012

Erratum to “Perturbation analysis for the hyperbolic QR factorization”[Comput. Math. Appl. 63 (2012) 1607–1620]
H Li, H Yang, H Shao

Computers and Mathematics with Applications 64 (4), 686, 2012

2012

Relative and Absolute Perturbation Bounds for Weighted Polar Decomposition
P Zhang, H Yang, H Li

Journal of Applied Mathematics 2012 (1), 219025, 2012

1

2012

Preliminary test almost unbiased ridge estimator in a linear regression model with multivariate Student-t errors
J Xu, H Yang

Acta et Commentationes Universitatis Tartuensis de Mathematica 15 (1), 27-43, 2011

2

2011

Estimation in singular linear models with stochastic linear restrictions and linear equality restrictions
H Yang, J Wu

Communications in Statistics-Theory and Methods 40 (24), 4364-4371, 2011

6

2011

Correction on estimation for a partial-linear single-index model
TT Li, H Yang, JL Wang, LG Xue, LX Zhu

The Annals of Statistics 39 (6), 3441-3443, 2011

6

2011

Estimation for a partial-linear single-index model
TT Li, H Yang, JL Wang, LG Xue, LX Zhu

2

2011

Some matrix norm Kantorovich inequalities and their applications
H Yang, J Wu

Communications in Statistics-Theory and Methods 40 (22), 4078-4085, 2011

6

2011

More on the bias and variance comparisons of the restricted almost unbiased estimators
J Xu, H Yang

Communications in Statistics-Theory and Methods 40 (22), 4053-4064, 2011

38

2011

Some results on the partial orderings of block matrices
X Liu, H Yang

Journal of Inequalities and Applications 2011 (1), 54, 2011

4

2011

一般风险模型的绝对破产时间
杨虎， 黄雯婷

应用概率统计 27 (4), 380-390, 2011

2011

Mixed-type reverse-order laws of (AB)(1, 2, 3) and (AB)(1, 2, 4)
H Yang, X Liu

Applied mathematics and computation 217 (24), 10361-10367, 2011

6

2011

On a compound Poisson risk model with delayed claims and random incomes
Y Hao, H Yang

Applied mathematics and computation 217 (24), 10195-10204, 2011

11

2011

On the performance of the jackknifed modified ridge estimator in the linear regression model with correlated or heteroscedastic errors
Y Li, H Yang

Communications in Statistics-Theory and Methods 40 (15), 2695-2708, 2011

13

2011

Two kinds of restricted modified estimators in linear regression model
Y Li, H Yang

Journal of Applied Statistics 38 (7), 1447-1454, 2011

13

2011

On the restricted r–k class estimator and the restricted r–d class estimator in linear regression
J Xu, H Yang

Journal of Statistical Computation and Simulation 81 (6), 679-691, 2011

27

2011

Semiparametric EGARCH model with the case study of China stock market
H Yang, X Wu

Economic Modelling 28 (3), 761-766, 2011

6

2011

Preliminary test Liu estimators based on the conflicting W, LR and LM tests in a regression model with multivariate Student-t error
H Yang, J Xu

Metrika 73 (3), 275-292, 2011

17

2011

An expression of the general common least-squares solution to a pair of matrix equations with applications
X Liu, H Yang

Computers & Mathematics with Applications 61 (10), 3071-3078, 2011

25

2011

More on the Preliminary Test Estimator in Almost Unbiased Liu Regression
Y Li, H Yang, J Xu

Communications in Statistics-Theory and Methods 40 (13), 2292-2304, 2011

2

2011

A stochastic restricted two-parameter estimator in linear regression model
H Yang, J Cui

Communications in statistics-theory and methods 40 (13), 2318-2325, 2011

14

2011

A new ridge-type estimator in stochastic restricted linear regression
Y Li, H Yang

Statistics 45 (2), 123-130, 2011

33

2011

The compound Poisson risk model with dependence under a multi-layer dividend strategy
Z Zhang, H Yang

Applied Mathematics-A Journal of Chinese Universities 26 (1), 1-13, 2011

13

2011

On the absolute ruin in a MAP risk model with debit interest
Z Zhang, H Yang, H Yang

Advances in Applied Probability 43 (1), 77-96, 2011

19

2011

On the restricted almost unbiased estimators in linear regression
J Xu, H Yang

Journal of Applied Statistics 38 (3), 605-617, 2011

22

2011

数学抽象与艺术
杨虎

大学科普 5 (1), 29-30, 2011

2011

受约束回归模型参数的统一几乎无偏估计
黎雅莲， 杨虎

系统科学与数学 31 (1), 105-113, 2011

3

2011

A note on the reverse order laws for {1, 2, 3}-and {1, 2, 4}-inverses of multiple matrix products
X Liu, H Yang

The Electronic Journal of Linear Algebra 22, 620-629, 2011

4

2011

Gerber–Shiu analysis in a perturbed risk model with dependence between claim sizes and interclaim times
Z Zhang, H Yang

Journal of Computational and Applied Mathematics 235 (5), 1189-1204, 2011

52

2011

The Drazin inverse of the sum of two matrices and its applications
H Yang, X Liu

Journal of computational and applied mathematics 235 (5), 1412-1417, 2011

103

2011

A ruin model with random income and dependence between claim sizes and claim intervals
H Yang, Y Hao

Acta Mathematicae Applicatae Sinica, English Series 26 (4), 625-632, 2010

4

2010

Comparison of two estimators of parameters under Pitman nearness criterion
H Yang, W Li, J Xu

Communications in Statistics—Theory and Methods 39 (17), 3081-3094, 2010

5

2010

Two Kinds of Restricted Estimators in Singular Linear Regression
Y Li, H Yang

Communications in Statistics—Theory and Methods 39 (14), 2594-2603, 2010

1

2010

Multiplicative perturbation bounds for weighted unitary polar factor
H Yang, H Li, H Shao

Math. Inequal. Appl 3, 537-554, 2010

1

2010

When does surplus reach a given target before ruin in the Markov-modulated diffusion model?
H Yang, Z Zhang

Journal of the Korean Statistical Society 39 (2), 207-219, 2010

2

2010

On a discrete risk model with two-sided jumps
H Yang, Z Zhang

Journal of computational and applied mathematics 234 (3), 835-844, 2010

6

2010

A new stochastic mixed ridge estimator in linear regression model
Y Li, H Yang

Statistical Papers 51 (2), 315-323, 2010

74

2010

Further Results on the Reverse Order Law for-Inverse and-Inverse of a Matrix Product
D Liu, H Yang

Journal of Inequalities and Applications 2010 (1), 312767, 2010

11

2010

On a risk model with stochastic premiums income and dependence between income and loss
Z Zhang, H Yang

Journal of computational and applied mathematics 234 (1), 44-57, 2010

30

2010

Lavoie inequalities for weighted generalized inverses of matrices
H Yang, H Li, H Shao

Linear and Multilinear Algebra 58 (3), 285-295, 2010

2010

A generalized penalty function in the Sparre–Andersen risk model with two-sided jumps
Z Zhang, H Yang

Statistics & probability letters 80 (7-8), 597-607, 2010

18

2010

A new two-parameter estimator in linear regression
H Yang, X Chang

Communications in Statistics—Theory and Methods 39 (6), 923-934, 2010

155

2010

The perturbed compound Poisson risk model with two-sided jumps
Z Zhang, H Yang, S Li

Journal of Computational and Applied Mathematics 233 (8), 1773-1784, 2010

71

2010

The reverse order law for {1, 3, 4}-inverse of the product of two matrices
D Liu, H Yang

Applied mathematics and computation 215 (12), 4293-4303, 2010

23

2010

A note on the perturbation analysis for the generalized Cholesky factorization
H Li, H Yang, H Shao

Applied mathematics and computation 215 (11), 4022-4027, 2010

8

2010

Empirical likelihood for semiparametric varying coefficient partially linear models with longitudinal data
H Yang, T Li

Statistics & probability letters 80 (2), 111-121, 2010

17

2010

重构数学实验体系与大学生数学创新能力培养
曹蓓， 杨虎

中国大学教学, 68-69, 2010

6

2010

Relative perturbation bounds for weighted polar decomposition
H Li, H Yang

Computers & mathematics with applications 59 (2), 853-860, 2010

2

2010

On a class of renewal risk model with random income
H Yang, Z Zhang

Applied Stochastic Models in Business and Industry 25 (6), 678-695, 2009

29

2009

On a perturbed Sparre Andersen risk model with multi-layer dividend strategy
H Yang, Z Zhang

Journal of computational and applied mathematics 232 (2), 612-624, 2009

6

2009

Several matrix Euclidean norm inequalities involving Kantorovich inequality
L Wang, H Yang

Journal of Inequalities and Applications 2009 (1), 291984, 2009

6

2009

The Gerber–Shiu discounted penalty functions for a risk model with two classes of claims
Z Zhang, S Li, H Yang

Journal of Computational and Applied Mathematics 230 (2), 643-655, 2009

37

2009

A note on an unusual type of generalized polar decomposition
H Li, H Yang

Linear algebra and its applications 431 (5-7), 518-526, 2009

2009

An alternative form of the Watson efficiency
H Yang, L Wang

Journal of statistical planning and inference 139 (8), 2767-2774, 2009

15

2009

Mean squared error matrix comparisons of some restricted almost unbiased estimators
H Yang, Y Li, J Xu

Communications in Statistics-Theory and Methods 38 (14), 2321-2332, 2009

2

2009

Quasi-minimax estimation in the general linear regression model
H Yang, L Wang, L Song

Journal of statistical planning and inference 139 (7), 2117-2125, 2009

4

2009

An alternative stochastic restricted Liu estimator in linear regression
H Yang, J Xu

Statistical Papers 50 (3), 639-647, 2009

61

2009

The representation of generalized inverse AT, S (2, 3) and its applications
H Yang, D Liu

Journal of Computational and Applied Mathematics 224 (1), 204-209, 2009

21

2009

Weighted polar decomposition
H Yang, HY Li

J. Math. Res. Exposition 29 (5), 787-798, 2009

13

2009

本科统计学专业 (金融与精算方向) 的特色与发展思路——以重庆大学数理学院为例
段正敏， 杨虎

教育与教学研究 5, 83-85, 2009

1

2009

On Weighted Partial Orderings on the Set of Rectangular Complex Matrices
H Li, H Yang, H Shao

JIPAM. Journal of Inequalities in Pure & Applied Mathematics [electronic …, 2009

2009

Improvement of the Liu estimator in weighted mixed regression
H Yang, X Chang, D Liu

Communications in Statistics—Theory and Methods 38 (2), 285-292, 2009

26

2009

Ruin problems in a discrete Markov risk model
H Yang, Z Zhang, C Lan

Statistics & Probability Letters 79 (1), 21-28, 2009

28

2009

The perturbed compound Poisson risk model with multi-layer dividend strategy
H Yang, Z Zhang

Statistics & Probability Letters 79 (1), 70-78, 2009

26

2009

线性回归诊断中的高杠杆点度量
杨虎， 邵华

工程数学学报 26 (1), 123-132, 2009

6

2009

广义非负与正极因子的乘法扰动界
李寒宇， 杨虎， 邵华

应用数学学报, 912-922, 2009

1

2009

加权极分解 (英文)
杨虎， 李寒宇

数学研究与评论 5, 2009

1

2009

Perturbation bounds for weighted polar decomposition in the weighted unitarily invariant norm
H Yang, H Li

Numerical Linear Algebra with Applications 15 (8), 685-700, 2008

15

2008

Tuning parameter selection and various good fitting characteristics for the Liu-Type estimator in linear regression
H Yang, J Xu

Communications in Statistics—Theory and Methods 37 (20), 3204-3215, 2008

7

2008

On the time value of absolute ruin for a multi-layer compound Poisson model under interest force
H Yang, Z Zhang, C Lan

Statistics & probability letters 78 (13), 1835-1845, 2008

28

2008

线性混合模型参数的部分岭型谱分解估计
杨虎， 黎雅莲

应用概率统计 24 (3), 289-296, 2008

2008

Gerber–Shiu discounted penalty function in a Sparre Andersen model with multi-layer dividend strategy
H Yang, Z Zhang

Insurance: Mathematics and Economics 42 (3), 984-991, 2008

53

2008

Weighted UDV∗-decomposition and weighted spectral decomposition for rectangular matrices and their applications
H Yang, H Li

Applied mathematics and computation 198 (1), 150-162, 2008

12

2008

Matrix left symmetry factor and its applications in generalized inverses AT, S (2, 4)
H Yang, D Liu, J Xu

Applied mathematics and computation 197 (2), 836-843, 2008

12

2008

生长曲线模型下的统一有偏估计
郑彭丹， 杨虎

工程数学学报 25 (2), 353-357, 2008

2008

Some optimal dividend problems for a surplus process with interest
杨虎， 耿文婷

重庆大学学报: 英文版 7 (2), 132-136, 2008

1

2008

Reverse Order Laws for Weighted Least-squares g-inverses and Weighted Minimun Norm g-inverses of the Product of Two
H Yang, D Liu, X Chang

Advances in Matrix Theory and Its Applications: Proceedings of the Eighth …, 2008

2008

基于 APARCH-Laplace 模型的 VaR 和 CVaR 方法
宋丽娟， 杨虎

统计与决策 24 (14), 16-19, 2008

8

2008

Weighted polar decomposition and WGL partial ordering of rectangular complex matrices
H Yang, H Li

SIAM journal on matrix analysis and applications 30 (2), 898-924, 2008

29

2008

泛正定矩阵的进一步研究
杨虎， 邵华

数学的实践与认识 38 (3), 114-122, 2008

1

2008

The research on two kinds of restricted biased estimators based on mean squared error matrix
H Yang, C Zhang

Communications in Statistics-Theory and Methods 37 (1), 70-80, 2007

9

2007

The conditional ridge-type estimation in singular linear model with linear equality restrictions
C Zhang, H Yang

Statistics 41 (6), 485-494, 2007

6

2007

范数类 Kantorovich 不等式的新结果
马铁丰， 杨虎

应用概率统计 23 (3), 247-253, 2007

2007

Ridge estimation to the restricted linear model
Z Zhong, H Yang

Communications in Statistics—Theory and Methods 36 (11), 2099-2115, 2007

57

2007

Estimation in singular linear models with stochastic linear restrictions
J Xu, H Yang

Communications in Statistics—Theory and Methods 36 (10), 1945-1951, 2007

16

2007

A New Relative Efficiency in Parameter Estimation for Linear Model
H Yang, ZL Chen

Journal of Chongqing University 6 (2), 141-145, 2007

2007

概 率 论 与 数 理 统 计
杨虎， 刘琼荪， 钟波

重 庆: 重 庆, 2007

3*

2007

广义岭型估计岭参数的确定方法
严羿鹏， 杨虎

重庆大学学报 30 (12), 98-102, 2007

5

2007

椭球约束下线性模型的强影响分析
杨莲， 杨虎

工程数学学报 24 (1), 60-64, 2007

4

2007

应用数理统计
杨虎， 钟波， 刘琼荪

清华大学出版社, 2006

36

2006

基于 {2}-逆的广义逆的构造及其性质
马捷， 杨虎

高校应用数学学报: A 辑 21 (2), 197-203, 2006

4

2006

Bayes 估计的进一步研究及其 Pitman 最优性
马铁丰， 杨虎

应用数学学报 29 (3), 428-435, 2006

2

2006

非负定阵元素的扰动和正定完备化
马捷， 杨虎

数学进展 35 (3), 275-284, 2006

2006

关于 James-Stein 估计的小样本性质
马铁丰， 杨虎

数学的实践与认识 36 (10), 119-124, 2006

2006

Classification algorithms based on Fisher discriminant and perceptron neural network
H Yang, J Xu

International Symposium on Neural Networks, 20-25, 2005

3

2005

Outlier mining based on principal component estimation
H Yang, T Yang

Acta Mathematicae Applicatae Sinica 21 (2), 303-310, 2005

1

2005

关于矩阵特征值的扰动
贾丽杰， 杨虎

重庆大学学报 28 (4), 113-115, 2005

1

2005

抓好赛区数学建模竞赛 促进工科数学教学改革
任善强， 杨虎

大学数学 21 (5), 22-24, 2005

3

2005

线性回归模型中 AUL 估计与 OLS 估计及 AURR 估计的均方误差阵比较
刘彬， 杨虎

中国现场统计研究会第 12 届学术年会论文集, 2005

2005

基于岭型组合主成分估计的影响函数
许海霞， 杨虎

中国现场统计研究会第 12 届学术年会论文集, 2005

2005

关于泛岭估计的影响分析
杨莲， 杨虎

中国现场统计研究会第 12 届学术年会论文集, 2005

2005

核密度估计在预测风险价值中的应用
唐林俊， 杨虎， 张洪阳

数学的实践与认识 35 (10), 29-35, 2005

13

2005

从反正弦律看深圳股市
张建亮， 杨虎

中国现场统计研究会第 12 届学术年会论文集, 2005

2005

基于套利定价理论的多因素定价模型的实证研究
杨虎， 程娟

中国现场统计研究会第 12 届学术年会论文集, 2005

2005

Adaptive unified biased estimators of parameters in linear model
H Yang, L Zhu

Acta Mathematicae Applicatae Sinica 20 (3), 425-432, 2004

6

2004

数理统计
杨虎， 刘琼荪， 钟波

高等教育出版社, 2004

93

2004

基于预测的序列异常数据挖掘
杨虎， 王会琦， 程代杰

计算机科学 31 (4), 117-119, 2004

8

2004

基于不完全数据的异常挖掘算法研究
杨虎， 钟震， 程代杰

计算机研究与发展 41 (9), 1532-1539, 2004

1

2004

深沪股市收益率分布特征的统计分析
唐林俊， 杨虎

数理统计与管理 23 (5), 1-4, 2004

18

2004

序列数据挖掘的模型和算法研究
杨虎

重庆: 重庆大学, 2003

1

2003

因子分析法在区县经济综合指标评析中的应用
唐林俊， 杨虎

数理统计与管理 22 (5), 24-29, 2003

39

2003

椭球约束与广义岭型估计
杨婷， 杨虎

应用概率统计 19 (3), 232-236, 2003

21

2003

重庆市人口分布模型与特征分析
张洪阳， 杨虎

人口与经济 2, 53-58, 2003

6

2003

Laplace 分布函数的性质及其在证券市场中的应用
唐林俊， 杨虎

加入 WTO 和中国科技与可持续发展——挑战与机遇, 责任和对策 (上册), 2002

2002

基于岭估计的最优预测与经典预测的最优性判别
杨婷， 杨虎， 张洪阳

重庆大学学报 25 (6), 56, 2002

7

2002

复亚正定矩阵的几个行列式不等式
唐林俊， 杨虎

纯粹数学与应用数学 18 (3), 278-281, 2002

2

2002

On Generalized Potthoff-Roy Estimator
Y Hu, T Fengmei

Journal of Biomathematics 16 (3), 266-274, 2001

2001

重庆工业普查中经济指标的关系
杨虎， 高葆旺， 曹蓓， 陈灿威

重庆大学学报社会科学版 7 (1), 12-14, 2001

1

2001

重庆国有企业普查技术指标的主因素分析
杨虎， 高葆旺， 曹蓓， 陈灿威

重庆大学学报社会科学版 7 (2), 9, 2001

2001

一类分布及相关问题探讨
杨虎

重庆大学学报 24 (2), 118-121, 2001

2001

重庆国有企业劳动力资源构成的影响分析
杨虎， 曹蓓， 高葆旺， 陈灿威

重庆大学学报社会科学版 6 (1), 5-8, 2000

2000

我国工业企业劳动力资源构成的影响分析
杨虎， 曹蓓

面向 21 世纪的科技进步与社会经济发展 (下册), 1999

1999

{2}——逆的特性及若干分块问题
董志清， 杨虎

纯粹数学与应用数学 14 (2), 82-87, 1998

1

1998

关于矩阵二次型极值的若干结果
杨虎

数学杂志 17 (3), 306-310, 1997

2

1997

一类新的参数估计信息损失度量
杨虎， 董志清

重庆交通大学学报 (自然科学版) 15 (S1), 43, 1996

1996

On the stability of biased estimates and the regularization method
H Yang

Journal of statistical planning and inference 52 (1), 67-75, 1996

2

1996

Efficiency matrix and the partial ordering of estimate
H Yang

Communications in Statistics-Theory and Methods 25 (2), 457-468, 1996

19

1996

Matrix norm versions of the Kantorovich inequality and its applications
Y Hu

Applied Mathematics 10 (2), 133-140, 1995

2

1995

主成分估计的大样本性质
杨虎

重庆交通大学学报 (自然科学版) 14 (1), 1, 1995

1995

追加数据对条件指数的影响
杨虎， 王松桂， 张忠占

应用概率统计 11 (3), 225-234, 1995

2

1995

Linear estimators under Pitman nearness criterion
王松桂， 杨虎

Chinese Science Bulletin 40 (23), 1944-1948, 1995

5

1995

多元线性模型估计的误差界及一类检验统计量
杨虎

重庆交通大学学报 (自然科学版) 13 (S1), 6-11, 1994

1994

回归模型中中心化刻度变换对复线性度量的影响< 英文
王松挂， 杨虎

数理统计与应用概率 9 (2), 9-17, 1994

1994

Pitman 准则下的线性估计
王松桂， 杨虎

科学通报 39 (16), 1444-1447, 1994

5

1994

统计学中的若干矩阵研究
王松桂， 杨虎

重庆交通大学学报 (自然科学版) 12 (3), 17, 1993

3

1993

矩阵的泛正定与广义逆偏序
杨虎

系统科学与数学 13 (3), 270-275, 1993

21

1993

权回归与一般影响度量
杨虎

应用数学和力学 13 (9), 843-847, 1992

3

1992

BLUE 的敏感性分析
杨虎

数学杂志 12 (1), 66-74, 1992

1992

两步估计效率的若干注记
杨虎

重庆交通大学学报 (自然科学版) 10 (2), 6, 1991

1991

Weighted Regression and the General Influence Measure
杨虎

应用数学 1, 1991

1991

强影响点的一种新度量
杨虎

数理统计与应用概率 6 (2), 211-219, 1991

3

1991

关于回归系数的泛岭估计类
杨虎

重庆交通学院学报 10 (003), 42-48, 1991

6

1991

条件数, 谱范数与估计精度
杨虎， 王松桂

应用概率统计 7 (4), 337-343, 1991

11

1991

大型回归系统的线性估计
杨虎

重庆交通大学学报 (自然科学版) 9 (3), 50, 1990

1

1990

线性约束下参数估计的灵敏性
杨虎

重庆交通大学学报 (自然科学版) 9 (2), 98, 1990

1990

A brief proof on the generalized variance bound of the relative efficiency in statistics
H Yang

Communications in Statistics-Theory and Methods 19 (12), 4587-4590, 1990

5

1990

两类新的广义 Kantorovich 不等式及其应用
杨虎

科学通报 35 (13), 965-967, 1990

4

1990

城市区域交通的宏观系统模型分析
杨虎

大自然探索 9 (3), 89-93, 1990

1990

强影响的分布与稳定性度量
杨虎

数学研究与评论: 英文版 10 (3), 393-398, 1990

7

1990

关于 Rayleigh 商上界的若干推广
杨虎

重庆交通学院学报 9 (1), 16-23, 1990

1

1990

最小二乘估计精度及其界限
杨虎

应用数学和力学 11 (11), 1019-1025, 1990

1

1990

Kantorovich-type inequalities and the measures of inefficiency of the glse
S Wang, H Yang

Acta Mathematicae Applicatae Sinica 5 (4), 372-381, 1989

11

1989

集值非扩张算子的随机不动点定理
杨虎

重庆交通大学学报 (自然科学版) 8 (3), 77, 1989

1989

利用成绩档案实施教务目标系统管理
虎曹 蓓、杨

高等教育研究 1 (1), 59-63, 1989

1989

单参数主成分回归估计
杨虎

高校应用数学学报: A 辑 4 (1), 74-80, 1989

16

1989

回归诊断中数据集对各点拟合值的影响分布
杨虎

重庆交通学院学报 8 (4), 44-52, 1989

2

1989

Gauss-Markov 模型存在复共线性时的一般主成分回归
杨虎

重庆交通大学学报 (自然科学版) 7 (3), 109, 1988

4

1988

Kantorovich 不等式的延拓与均方误差比效率
杨虎

应用数学 4, 85-90, 1988

19

1988

Pages| Received 27 May. 2024, Accepted 18 Jan. 2025, Published online: 16 Feb. 2025
H Ming, H Yang, X Xia

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