Richard Y. Chen
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Person:2398976
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Model-free approaches to discern non-stationary microstructure noise and time-varying liquidity in high-frequency data Journal of Econometrics | 2017-08-21 | Paper |
| Matrix concentration inequalities via the method of exchangeable pairs The Annals of Probability | 2014-05-19 | Paper |
| Matrix concentration inequalities via the method of exchangeable pairs The Annals of Probability | 2014-05-19 | Paper |
| Subadditivity of matrix \(\phi\)-entropy and concentration of random matrices Electronic Journal of Probability | 2014-05-02 | Paper |
| The masked sample covariance estimator: an analysis using matrix concentration inequalities Information and Inference | 2014-01-06 | Paper |
| The Masked Sample Covariance Estimator: An Analysis via Matrix Concentration Inequalities (available as arXiv preprint) | 2011-09-08 | Paper |
Research outcomes over time
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