| Publication | Date of Publication | Type |
|---|
The Leverage Effect Puzzle under Semi-nonparametric Stochastic Volatility Models
Journal of Business and Economic Statistics | 2024-10-28 | Paper |
Applied regression analysis of correlations for correlated data
The Annals of Applied Statistics | 2024-04-15 | Paper |
Testing the missing at random assumption in generalized linear models in the presence of instrumental variables
Scandinavian Journal of Statistics | 2024-03-15 | Paper |
Optimal covariance matrix estimation for high-dimensional noise in high-frequency data
Journal of Econometrics | 2024-03-06 | Paper |
Robust matrix estimations meet Frank-Wolfe algorithm
Machine Learning | 2023-08-22 | Paper |
Information criteria for latent factor models: a study on factor pervasiveness and adaptivity
Journal of Econometrics | 2023-03-03 | Paper |
Adjusting the Benjamini–Hochberg method for controlling the false discovery rate in knockoff-assisted variable selection
Biometrika | 2023-01-04 | Paper |
Mann–Whitney Test with Adjustments to Pretreatment Variables for Missing Values and Observational Study
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2022-07-11 | Paper |
Testing high-dimensional covariance matrices with random projections and corrected likelihood ratio
Statistics and Its Interface | 2022-03-18 | Paper |
Estimating the inter-occurrence time distribution from superposed renewal processes
Bernoulli | 2021-09-10 | Paper |
High-dimensional empirical likelihood inference
Biometrika | 2021-04-08 | Paper |
Empirical frequency band analysis of nonstationary time series
Journal of the American Statistical Association | 2021-01-22 | Paper |
Precision Matrix Estimation by Inverse Principal Orthogonal Decomposition
Communications in Mathematical Research | 2020-10-27 | Paper |
High-dimensional interactions detection with sparse principal Hessian matrix
| 2020-10-05 | Paper |
Nested coordinate descent algorithms for empirical likelihood
Journal of Statistical Computation and Simulation | 2020-03-12 | Paper |
Discrete Longitudinal Data Modeling with a Mean-Correlation Regression Approach
STATISTICA SINICA | 2019-08-01 | Paper |
A frequency domain analysis of the error distribution from noisy high-frequency data
Biometrika | 2019-06-24 | Paper |
A joint modelling approach for longitudinal studies
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-06-14 | Paper |
Tuning parameter selection in high dimensional penalized likelihood
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-05-09 | Paper |
Disentangling and assessing uncertainties in multiperiod corporate default risk predictions
The Annals of Applied Statistics | 2019-02-25 | Paper |
Peter Hall's contribution to empirical likelihood
STATISTICA SINICA | 2018-11-22 | Paper |
A new scope of penalized empirical likelihood with high-dimensional estimating equations
The Annals of Statistics | 2018-10-25 | Paper |
On sufficient dimension reduction with missing responses through estimating equations
Computational Statistics and Data Analysis | 2018-08-21 | Paper |
Parameter estimation and bias correction for diffusion processes
Journal of Econometrics | 2016-07-04 | Paper |
Local independence feature screening for nonparametric and semiparametric models by marginal empirical likelihood
The Annals of Statistics | 2016-05-12 | Paper |
A state space model approach to integrated covariance matrix estimation with high frequency data
Statistics and Its Interface | 2015-12-10 | Paper |
Empirical likelihood for censored linear regression and variable selection
Scandinavian Journal of Statistics | 2015-10-05 | Paper |
Local post-stratification in dual system accuracy and coverage evaluation for the U.S. census
Journal of the American Statistical Association | 2015-06-11 | Paper |
A quasi-maximum likelihood approach for integrated covariance matrix estimation with high frequency data
Journal of Econometrics | 2014-06-04 | Paper |
Marginal empirical likelihood and sure independence feature screening
The Annals of Statistics | 2013-12-11 | Paper |
An efficient empirical likelihood approach for estimating equations with missing data
Biometrika | 2012-11-30 | Paper |
Sparse Matrix Graphical Models
Journal of the American Statistical Association | 2012-11-09 | Paper |
Penalized empirical likelihood and growing dimensional general estimating equations
Biometrika | 2012-09-21 | Paper |
Nonparametric regression with discrete covariate and missing values
Statistics and Its Interface | 2012-08-18 | Paper |
Properties of census dual system population size estimators
International Statistical Review | 2012-06-08 | Paper |
An empirical likelihood approach to quantile regression with auxiliary information
Statistics \& Probability Letters | 2011-12-28 | Paper |
Empirical likelihood and quantile regression in longitudinal data analysis
Biometrika | 2011-12-28 | Paper |
Improving variance function estimation in semiparametric longitudinal data analysis
The Canadian Journal of Statistics | 2011-12-28 | Paper |
Penalized high-dimensional empirical likelihood
Biometrika | 2011-01-20 | Paper |
A test for model specification of diffusion processes
The Annals of Statistics | 2008-03-12 | Paper |
