The following pages link to Chi Tim Ng (Q338412):
Displaying 33 items.
- Regularized LRT for large scale covariance matrices: one sample problem (Q338414) (← links)
- Model comparison with composite likelihood information criteria (Q470048) (← links)
- Normality test for multivariate conditional heteroskedastic dynamic regression models (Q533940) (← links)
- A note on asymptotic inference for FIGARCH\((p,d,q)\) models (Q647181) (← links)
- Going beyond oracle property: selection consistency and uniqueness of local solution of the generalized linear model (Q670138) (← links)
- Stochastic integral convergence: a white noise calculus approach (Q887252) (← links)
- Comparison of non-nested models under a general measure of distance (Q899371) (← links)
- Generating random \(\mathrm{AR}(p)\) and \(\mathrm{MA}(q)\) Toeplitz correlation matrices (Q968505) (← links)
- Modified SCAD penalty for constrained variable selection problems (Q1731229) (← links)
- Hypothesis testing via a penalized-likelihood approach (Q1740315) (← links)
- Information criterion of seriously over-fitting change-point models (Q1748647) (← links)
- Statistical inference for non-stationary GARCH(\(p\),\(q\)) models (Q1952010) (← links)
- Clustering of subsample means based on pairwise L1 regularized empirical likelihood (Q2046479) (← links)
- Empirical likelihood method for longitudinal data generated from unequally-spaced Lèvy processes (Q2131950) (← links)
- GARCH-type factor model (Q2140876) (← links)
- Removing the singularity of a penalty via thresholding function matching (Q2178181) (← links)
- A fast algorithm to sample the number of vertexes and the area of the random convex hull on the unit square (Q2259782) (← links)
- Trimmed portmanteau test for linear processes with infinite variance (Q2267596) (← links)
- Logical and test consistency in pairwise multiple comparisons (Q2301083) (← links)
- Change-point estimators with true identification property (Q2405197) (← links)
- SHRINKAGE ESTIMATION OF MEAN-VARIANCE PORTFOLIO (Q2797873) (← links)
- (Q3074772) (← links)
- Stochastic integrals driven by fractional Brownian motion and arbitrage: a tale of two integrals (Q3645196) (← links)
- A descent algorithm for constrained LAD-Lasso estimation with applications in portfolio selection (Q5034163) (← links)
- Variable selection under multicollinearity using modified log penalty (Q5036976) (← links)
- In defense of LASSO (Q5081041) (← links)
- New concepts of principal component analysis based on maximum separation of clusters (Q5082987) (← links)
- Testing stochastic orders in tails of contingency tables (Q5124834) (← links)
- MARKOWITZ PORTFOLIO AND THE BLUR OF HISTORY (Q5147995) (← links)
- (Q5326965) (← links)
- Adaptive Lasso regression against heteroscedastic idiosyncratic factors in the covariates (Q6096700) (← links)
- A new active zero set descent algorithm for least absolute deviation with generalized LASSO penalty (Q6101007) (← links)
- Modile as a conservative tail risk measurer: the solution of an optimisation problem with 0-1 loss function (Q6440962) (← links)