Jiliang Sheng
Biographic Data
| ID | 8272673 |
|---|---|
| NAME | Jiliang Sheng |
| GIVEN NAMES | Jiliang |
| FAMILY NAME | Sheng |
| SIGNATURE | SHENG J |
| AFFILIATIONS | Jiangxi University of Finance and Economics |
| ORCID | 0000-0002-2890-4090 |
| VERIFIED | Yes |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 1 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2019 |
| LATEST PUBLICATION YEAR | 2019 |
| H-INDEX | 0 |
Statistical Inference for a Relative Risk Measure
For monitoring systemic risk from regulators’ point of view, this article proposes a relative risk measure, which is sensitive to the market comovement. The asymptotic normality of a nonparametric estimator and its smoothed version is established when the observations are independent. To effectively construct an interval without complicated asymptotic variance estimation, a jackknife empirical likelihood inference procedure based on the smoothed …
No prominent works on this page.
Statistical Inference for a Relative Risk Measure
For monitoring systemic risk from regulators’ point of view, this article proposes a relative risk measure, which is sensitive to the market comovement. The asymptotic normality of a nonparametric estimator and its smoothed version is established when the observations are independent. To effectively construct an interval without complicated asymptotic variance estimation, a jackknife empirical likelihood inference procedure based on the smoothed …
Artificial Intelligence (1 work) · Asymptotic distribution (1 work) · Computer Science (1 work) · Confidence interval (1 work) · Data mining (1 work) · Delta method (1 work) · Econometrics (1 work) · Economics (1 work) · Estimator (1 work) · Financial Risk and Volatility Modeling (1 work)