| Publication | Date of Publication | Type |
|---|
| Policy Optimization Using Semiparametric Models for Dynamic Pricing | 2024-03-19 | Paper |
| Can a Machine Correct Option Pricing Models? | 2024-03-06 | Paper |
| Understanding Implicit Regularization in Over-Parameterized Single Index Model | 2024-01-08 | Paper |
| Bridging factor and sparse models | 2024-01-04 | Paper |
| Robust high-dimensional tuning free multiple testing | 2024-01-04 | Paper |
| Adaptive robust large volatility matrix estimation based on high-frequency financial data | 2023-11-17 | Paper |
| Discussion | 2023-11-08 | Paper |
| Convex and Nonconvex Optimization Are Both Minimax-Optimal for Noisy Blind Deconvolution Under Random Designs | 2023-07-04 | Paper |
| Communication-Efficient Accurate Statistical Estimation | 2023-07-04 | Paper |
| Statistical Inference for High-Dimensional Matrix-Variate Factor Models | 2023-07-04 | Paper |
| Community network auto-regression for high-dimensional time series | 2023-06-29 | Paper |
| The Journal of Econometrics 2012--2018 | 2023-04-14 | Paper |
| Do We Exploit all Information for Counterfactual Analysis? Benefits of Factor Models and Idiosyncratic Correction | 2023-03-27 | Paper |
| Estimating Number of Factors by Adjusted Eigenvalues Thresholding | 2023-03-27 | Paper |
| Learning Latent Factors From Diversified Projections and Its Applications to Over-Estimated and Weak Factors | 2023-03-27 | Paper |
| An \({\ell_p}\) theory of PCA and spectral clustering | 2022-11-02 | Paper |
| Distributed Sufficient Dimension Reduction for Heterogeneous Massive Data | 2022-10-14 | Paper |
| An overview of the estimation of large covariance and precision matrices | 2022-08-02 | Paper |
| Bayesian factor-adjusted sparse regression | 2022-07-15 | Paper |
| Adaptive Huber regression on Markov-dependent data | 2022-06-20 | Paper |
| Testability of high-dimensional linear models with nonsparse structures | 2022-04-25 | Paper |
| Canonical thresholding for nonsparse high-dimensional linear regression | 2022-03-23 | Paper |
| High-dimensional factor model and its applications to statistical machine learning | 2022-03-21 | Paper |
| Spectral Methods for Data Science: A Statistical Perspective | 2021-12-09 | Paper |
| Bridging convex and nonconvex optimization in robust PCA: noise, outliers and missing data | 2021-12-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5159407 | 2021-10-27 | Paper |
| A shrinkage principle for heavy-tailed data: high-dimensional robust low-rank matrix recovery | 2021-09-28 | Paper |
| A selective overview of deep learning | 2021-07-06 | Paper |
| Robust high-dimensional factor models with applications to statistical machine learning | 2021-07-06 | Paper |
| The Interplay of Demographic Variables and Social Distancing Scores in Deep Prediction of U.S. COVID-19 Cases | 2021-07-06 | Paper |
| Structured Correlation Detection with Application to Colocalization Analysis in Dual-Channel Fluorescence Microscopic Imaging | 2021-04-27 | Paper |
| Augmented factor models with applications to validating market risk factors and forecasting bond risk premia | 2021-03-24 | Paper |
| Asymmetry helps: eigenvalue and eigenvector analyses of asymmetrically perturbed low-rank matrices | 2021-03-11 | Paper |
| Comment on “A Tuning-Free Robust and Efficient Approach to High-Dimensional Regression” | 2021-01-22 | Paper |
| Noisy Matrix Completion: Understanding Statistical Guarantees for Convex Relaxation via Nonconvex Optimization | 2020-11-09 | Paper |
| Comments on «Wavelets in statistics: A review» by A. Antoniadis | 2020-09-29 | Paper |
| Entrywise eigenvector analysis of random matrices with low expected rank | 2020-08-28 | Paper |
| Adaptive Huber Regression | 2020-08-03 | Paper |
| An $\ell_p$ theory of PCA and spectral clustering | 2020-06-24 | Paper |
| Bootstrapping $\ell_p$-Statistics in High Dimensions | 2020-06-23 | Paper |
| A Projection Based Conditional Dependence Measure with Applications to High-dimensional Undirected Graphical Models | 2020-06-18 | Paper |
| Factor-Adjusted Regularized Model Selection | 2020-03-20 | Paper |
| Inference and uncertainty quantification for noisy matrix completion | 2020-03-04 | Paper |
| Hypothesis testing for eigenspaces of covariance matrix | 2020-02-22 | Paper |
| FarmTest: Factor-Adjusted Robust Multiple Testing With Approximate False Discovery Control | 2020-01-15 | Paper |
| Largest entries of sample correlation matrices from equi-correlated normal populations | 2019-12-18 | Paper |
| SIMPLE: Statistical Inference on Membership Profiles in Large Networks | 2019-10-03 | Paper |
| Generalized high-dimensional trace regression via nuclear norm regularization | 2019-09-02 | Paper |
| Optimal estimation of functionals of high-dimensional mean and covariance matrix | 2019-08-20 | Paper |
| Learning Latent Factors from Diversified Projections and its Applications to Over-Estimated and Weak Factors | 2019-08-03 | Paper |
| Spectral method and regularized MLE are both optimal for top-\(K\) ranking | 2019-07-18 | Paper |
| Gradient descent with random initialization: fast global convergence for nonconvex phase retrieval | 2019-06-26 | Paper |
| Robust estimation of high-dimensional covariance and precision matrices | 2019-06-24 | Paper |
| Sparsifying the Fisher Linear Discriminant by Rotation | 2019-06-12 | Paper |
| Estimation of High Dimensional Mean Regression in the Absence of Symmetry and Light Tail Assumptions | 2019-06-12 | Paper |
| High Dimensional Semiparametric Latent Graphical Model for Mixed Data | 2019-06-07 | Paper |
| A Road to Classification in High Dimensional Space: The Regularized Optimal Affine Discriminant | 2019-05-09 | Paper |
| Large Covariance Estimation by Thresholding Principal Orthogonal Complements | 2019-05-09 | Paper |
| Structured volatility matrix estimation for non-synchronized high-frequency financial data | 2019-04-30 | Paper |
| Sure Independence Screening for Ultrahigh Dimensional Feature Space | 2019-04-30 | Paper |
| Penalized Composite Quasi-Likelihood for Ultrahigh Dimensional Variable Selection | 2019-04-30 | Paper |
| Variance Estimation Using Refitted Cross-Validation in Ultrahigh Dimensional Regression | 2019-04-30 | Paper |
| Factor GARCH-Itô models for high-frequency data with application to large volatility matrix prediction | 2019-04-29 | Paper |
| Robust covariance estimation for approximate factor models | 2019-04-26 | Paper |
| Adaptive Huber Regression on Markov-dependent Data | 2019-04-18 | Paper |
| A Selective Overview of Deep Learning | 2019-04-10 | Paper |
| Bayesian Factor-adjusted Sparse Regression | 2019-03-22 | Paper |
| Asymptotic Theory of Eigenvectors for Random Matrices with Diverging Spikes | 2019-02-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4620188 | 2019-02-08 | Paper |
| Power Enhancement in High-Dimensional Cross-Sectional Tests | 2019-01-30 | Paper |
| Heterogeneity adjustment with applications to graphical model inference | 2019-01-18 | Paper |
| Robust High-Dimensional Volatility Matrix Estimation for High-Frequency Factor Model | 2018-12-04 | Paper |
| An $\ell_{\infty}$ Eigenvector Perturbation Bound and Its Application to Robust Covariance Estimation | 2018-11-22 | Paper |
| Partial Consistency with Sparse Incidental Parameters | 2018-11-22 | Paper |
| A new perspective on robust \(M\)-estimation: finite sample theory and applications to dependence-adjusted multiple testing | 2018-10-24 | Paper |
| Error Variance Estimation in Ultrahigh-Dimensional Additive Models | 2018-10-23 | Paper |
| Embracing the Blessing of Dimensionality in Factor Models | 2018-10-23 | Paper |
| Large covariance estimation through elliptical factor models | 2018-09-14 | Paper |
| Robust high dimensional factor models with applications to statistical machine learning | 2018-08-12 | Paper |
| Distributed testing and estimation under sparse high dimensional models | 2018-06-29 | Paper |
| I-LAMM for sparse learning: simultaneous control of algorithmic complexity and statistical error | 2018-05-18 | Paper |
| Hoeffding's lemma for Markov Chains and its applications to statistical learning | 2018-02-01 | Paper |
| Sufficient forecasting using factor models | 2017-12-01 | Paper |
| Sufficient forecasting using factor models | 2017-11-07 | Paper |
| Multi-Agent Inference in Social Networks: A Finite Population Learning Approach | 2017-10-13 | Paper |
| Homogeneity Pursuit | 2017-10-13 | Paper |
| Estimation of the False Discovery Proportion with Unknown Dependence | 2017-09-29 | Paper |
| Spatially Varying Coefficient Model for Neuroimaging Data With Jump Discontinuities | 2017-08-07 | Paper |
| Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models | 2017-08-07 | Paper |
| Asymptotics of empirical eigenstructure for high dimensional spiked covariance | 2017-08-03 | Paper |
| Nonconcave Penalized Likelihood With NP-Dimensionality | 2017-07-12 | Paper |
| Penalized least squares estimation with weakly dependent data | 2017-05-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2965995 | 2017-03-06 | Paper |
| Guarding against Spurious Discoveries in High Dimensions | 2017-01-05 | Paper |
| Factor-Adjusted Regularized Model Selection | 2016-12-27 | Paper |
| Peter Hall's contributions to nonparametric function estimation and modeling | 2016-11-18 | Paper |
| Robust inference of risks of large portfolios | 2016-09-06 | Paper |
| Testing and detecting jumps based on a discretely observed process | 2016-08-12 | Paper |
| High dimensional covariance matrix estimation using a factor model | 2016-06-22 | Paper |
| Regularity properties for sparse regression | 2016-04-29 | Paper |
| Projected principal component analysis in factor models | 2016-02-22 | Paper |
| Estimation of functionals of sparse covariance matrices | 2015-11-18 | Paper |
| Distributed Estimation and Inference with Statistical Guarantees | 2015-09-17 | Paper |
| Risks of large portfolios | 2015-08-31 | Paper |
| QUADRO: a supervised dimension reduction method via Rayleigh quotient optimization | 2015-08-05 | Paper |
| A Design-Adaptive Local Polynomial Estimator for the Errors-in-Variables Problem | 2015-06-22 | Paper |
| High-Frequency Covariance Estimates With Noisy and Asynchronous Financial Data | 2015-06-17 | Paper |
| Comment | 2015-06-10 | Paper |
| Nonparametric Transition-Based Tests for Jump Diffusions | 2015-06-10 | Paper |
| Correction: Strong oracle optimality of folded concave penalized estimation | 2015-05-11 | Paper |
| A Projection Based Conditional Dependence Measure with Applications to High-dimensional Undirected Graphical Models | 2015-01-07 | Paper |
| Covariate assisted screening and estimation | 2015-01-06 | Paper |
| Distributions of Angles in Random Packing on Spheres | 2014-12-08 | Paper |
| Robust Estimation of High-Dimensional Mean Regression | 2014-10-08 | Paper |
| Strong oracle optimality of folded concave penalized estimation | 2014-08-04 | Paper |
| Endogeneity in high dimensions | 2014-08-04 | Paper |
| Discussion: ``A significance test for the lasso | 2014-07-03 | Paper |
| Adaptive robust variable selection | 2014-05-05 | Paper |
| Semiparametric Estimation of Covariance Matrixes for Longitudinal Data | 2014-05-02 | Paper |
| Multiscale adaptive smoothing models for the hemodynamic response function in fMRI | 2014-04-04 | Paper |
| Parametrically guided generalised additive models with application to mergers and acquisitions data | 2013-06-24 | Paper |
| An Overview on Variable Selection for Survival Analysis | 2013-06-21 | Paper |
| Vast Volatility Matrix Estimation Using High-Frequency Data for Portfolio Selection | 2013-04-22 | Paper |
| Vast Portfolio Selection With Gross-Exposure Constraints | 2013-04-22 | Paper |
| Estimating False Discovery Proportion Under Arbitrary Covariance Dependence | 2012-11-09 | Paper |
| Rejoinder | 2012-11-09 | Paper |
| Regularization for Cox's proportional hazards model with NP-dimensionality | 2012-09-03 | Paper |
| High-dimensional covariance matrix estimation in approximate factor models | 2012-09-03 | Paper |
| Conditional Sure Independence Screening | 2012-06-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2880959 | 2012-04-17 | Paper |
| Statistical methods with varying coefficient models | 2012-01-25 | Paper |
| Spot volatility estimation for high-frequency data | 2012-01-25 | Paper |
| Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Additive Models | 2011-10-28 | Paper |
| Varying-coefficient functional linear regression | 2011-09-02 | Paper |
| Multiple testing via \(\mathrm{FDR}_L\) for large-scale imaging data | 2011-04-05 | Paper |
| Option Pricing With Model-Guided Nonparametric Methods | 2011-02-01 | Paper |
| Comments on: \(\ell _{1}\)-penalization for mixture regression models | 2011-01-22 | Paper |
| Comments on: Dynamic relations for sparsely sampled Gaussian processes | 2011-01-22 | Paper |
| Sure independence screening in generalized linear models with NP-dimensionality | 2011-01-19 | Paper |
| Sure independence screening in generalized linear models with NP-dimensionality | 2010-12-01 | Paper |
| Nonparametric estimation of genewise variance for microarray data | 2010-11-15 | Paper |
| Nonparametric tests of the Markov hypothesis in continuous-time models | 2010-11-15 | Paper |
| Estimation in additive models with highly or non-highly correlated covariates | 2010-05-26 | Paper |
| A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article) | 2010-02-10 | Paper |
| Nonparametric Modeling of Longitudinal Covariance Structure in Functional Mapping of Quantitative Trait Loci | 2010-01-21 | Paper |
| Local quasi-likelihood with a parametric guide | 2009-12-09 | Paper |
| Sparsistency and rates of convergence in large covariance matrix estimation | 2009-12-09 | Paper |
| Rejoinder for ``Gaining efficiency via weighted estimators for multivariate failure time data | 2009-12-07 | Paper |
| Gaining efficiency via weighted estimators for multivariate failure time data | 2009-12-07 | Paper |
| Approximating conditional density functions using dimension reduction | 2009-11-13 | Paper |
| A semiparametric model for cluster data | 2009-08-19 | Paper |
| Network exploration via the adaptive LASSO and SCAD penalties | 2009-07-29 | Paper |
| To How Many Simultaneous Hypothesis Tests Can Normal, Student'stor Bootstrap Calibration Be Applied? | 2009-06-12 | Paper |
| Multi-Scale Jump and Volatility Analysis for High-Frequency Financial Data | 2009-06-12 | Paper |
| Partially Linear Hazard Regression with Varying Coefficients for Multivariate Survival Data | 2009-06-10 | Paper |
| Modelling Multivariate Volatilities via Conditionally Uncorrelated Components | 2009-06-10 | Paper |
| High-dimensional classification using features annealed independence rules | 2009-02-06 | Paper |
| Profile-kernel likelihood inference with diverging number of parameters | 2008-11-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3502467 | 2008-05-23 | Paper |
| Generalised likelihood ratio tests for spectral density | 2008-04-08 | Paper |
| Nonparametric inference with generalized likelihood ratio tests (With comments and rejoinder) | 2008-03-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5310580 | 2007-10-11 | Paper |
| A selective overview of nonparametric methods in financial econometrics | 2007-09-18 | Paper |
| Partially Linear Hazard Regression for Multivariate Survival Data | 2007-09-18 | Paper |
| Dynamic Integration of Time- and State-Domain Methods for Volatility Estimation | 2007-09-18 | Paper |
| Analysis of Longitudinal Data With Semiparametric Estimation of Covariance Function | 2007-09-18 | Paper |
| New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis | 2007-08-20 | Paper |
| Semilinear High-Dimensional Model for Normalization of Microarray Data | 2007-08-20 | Paper |
| Nonparametric Inferences for Additive Models | 2007-08-20 | Paper |
| Hazard models with varying coefficients for multivariate failure time data | 2007-07-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3431907 | 2007-04-13 | Paper |
| Aggregation of Nonparametric Estimators for Volatility Matrix | 2007-01-03 | Paper |
| Profile likelihood inferences on semiparametric varying-coefficient partially linear models | 2006-11-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5491004 | 2006-09-26 | Paper |
| Variable selection for multivariate failure time data | 2006-07-10 | Paper |
| Local partial-likelihood estimation for lifetime data | 2006-06-21 | Paper |
| Local partial-likelihood estimation for lifetime data | 2006-02-01 | Paper |
| Modelling multivariate volatilies via conditionally uncorrelated components | 2005-06-01 | Paper |
| Assessing prediction error of nonparametric regression and classification under Bregman divergence | 2005-06-01 | Paper |
| Adaptive Varying-Coefficient Linear Models | 2005-05-09 | Paper |
| Sieve empirical likelihood ratio tests for nonparametric functions | 2005-02-28 | Paper |
| A crossvalidation method for estimating conditional densities | 2005-02-16 | Paper |
| Nonconcave penalized likelihood with a diverging number of parameters. | 2004-09-15 | Paper |
| Regularization of Wavelet Approximations | 2004-06-10 | Paper |
| Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties | 2004-06-10 | Paper |
| A Reexamination of Diffusion Estimators With Applications to Financial Model Validation | 2004-06-10 | Paper |
| Semiparametric estimation of Value at Risk | 2004-03-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4450669 | 2004-02-15 | Paper |
| Goodness-of-Fit Tests for Parametric Regression Models | 2003-08-13 | Paper |
| Nonlinear time series. Nonparametric and parametric methods | 2003-04-22 | Paper |
| Generalized likelihood ratio statistics and Wilks phenomenon | 2002-11-14 | Paper |
| Variable selection for Cox's proportional hazards model and frailty model | 2002-11-14 | Paper |
| Wavelet deconvolution | 2002-08-04 | Paper |
| Test of Significance When Data Are Curves | 2002-07-30 | Paper |
| Geometric Understanding of Likelihood Ratio Statistics | 2002-07-30 | Paper |
| Efficient Estimation and Inferences for Varying-Coefficient Models | 2002-07-30 | Paper |
| Functional-Coefficient Regression Models for Nonlinear Time Series | 2002-07-30 | Paper |
| Prospects of Nonparametric Modeling | 2002-07-30 | Paper |
| Statistical estimation in varying coefficient models | 2002-01-24 | Paper |
| A wavelet method for unfolding sphere size distributions | 2001-12-16 | Paper |
| Variable bandwidth and one-step local \(M\)-estimator | 2001-10-04 | Paper |
| Average regression surface for dependent data | 2001-05-20 | Paper |
| Simultaneous Confidence Bands and Hypothesis Testing in Varying-coefficient Models | 2001-04-25 | Paper |
| One-step Local Quasi-likelihood Estimation | 2000-07-17 | Paper |
| Nonparametric estimation of quadratic regression functionals | 2000-06-13 | Paper |
| Minimax kernels for nonparametric curve estimation | 2000-06-05 | Paper |
| Skewing methods for two-parameter locally parametric density estimation | 2000-04-09 | Paper |
| Rates of convergence for the pre-asymptotic substitution bandwidth selector | 2000-03-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4524036 | 2000-01-01 | Paper |
| Direct estimation of low-dimensional components in additive models. | 1999-11-09 | Paper |
| Local Maximum Likelihood Estimation and Inference | 1999-04-08 | Paper |
| Efficient estimation of conditional variance functions in stochastic regression | 1998-11-03 | Paper |
| Local polynomial regression: Optimal kernels and asymptotic minimax efficiency | 1998-06-22 | Paper |
| Local likelihood and local partial likelihood in hazard regression | 1998-06-22 | Paper |
| On automatic boundary corrections | 1998-06-22 | Paper |
| Generalized Partially Linear Single-Index Models | 1997-11-18 | Paper |
| Test of Significance Based on Wavelet Thresholding and Neyman's Truncation | 1997-09-09 | Paper |
| Local Polynomial Estimation of Regression Functions for Mixing Processes | 1997-08-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3125064 | 1997-03-16 | Paper |
| Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems | 1996-12-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4869739 | 1996-07-04 | Paper |
| Local Polynomial Kernel Regression for Generalized Linear Models and Quasi-Likelihood Functions | 1995-08-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4839949 | 1995-07-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4328415 | 1995-06-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4322398 | 1995-02-09 | Paper |
| Censored Regression: Local Linear Approximations and Their Applications | 1994-12-12 | Paper |
| On curve estimation by minimizing mean absolute deviation and its implications | 1994-12-05 | Paper |
| Adaptively local one-dimensional subproblems with application to a deconvolution problem | 1994-04-26 | Paper |
| Nonparametric regression with errors in variables | 1994-03-24 | Paper |
| Local linear regression smoothers and their minimax efficiencies | 1993-08-23 | Paper |
| Variable bandwidth and local linear regression smoothers | 1993-05-16 | Paper |
| Best possibility constant for bandwidth selection | 1993-05-16 | Paper |
| Design-adaptive Nonparametric Regression | 1993-05-16 | Paper |
| Multivariate regression estimation with errors-in-variables: Asymptotic normality for mixing processes | 1993-04-01 | Paper |
| Deconvolution with supersmooth distributions | 1993-01-17 | Paper |
| Minimax estimation of a bounded squared mean | 1992-06-28 | Paper |
| Bias correction and higher order kernel functions | 1992-06-28 | Paper |
| On the optimal rates of convergence for nonparametric deconvolution problems | 1991-01-01 | Paper |
| On the estimation of quadratic functionals | 1991-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3354915 | 1991-01-01 | Paper |
| Inadmissibility of the usual estimator for the location parameters of spherically symmetric distributions | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3034691 | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3816849 | 1988-01-01 | Paper |
| Maximum likelihood characterization of distributions | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3031781 | 1987-01-01 | Paper |
| Non-central Cochran's theorem for elliptically contoured distributions | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3774760 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3707081 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3738385 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3791957 | 1984-01-01 | Paper |
| Bernstein's inequalities for general Markov chains | 0001-01-03 | Paper |
| Hidden Clique Inference in Random Ising Model II: the planted Sherrington-Kirkpatrick model | 0001-01-03 | Paper |
| Hidden Clique Inference in Random Ising Model I: the planted random field Curie-Weiss model | 0001-01-03 | Paper |
