| Publication | Date of Publication | Type |
|---|
| Testing the Diagonality of a Large Covariance Matrix in a Regression Setting | 2025-01-20 | Paper |
| Multivariate spatiotemporal models with low rank coefficient matrix | 2025-01-16 | Paper |
| Model Averaging for Prediction With Fragmentary Data | 2024-11-08 | Paper |
| A Factor-Adjusted Multiple Testing Procedure With Application to Mutual Fund Selection | 2024-11-08 | Paper |
| Testing Alphas in Conditional Time-Varying Factor Models With High-Dimensional Assets | 2024-10-28 | Paper |
| Covariance Matrix Estimation via Network Structure | 2024-10-23 | Paper |
| Inward and Outward Network Influence Analysis | 2024-10-17 | Paper |
| Imputations for High Missing Rate Data in Covariates Via Semi-supervised Learning Approach | 2024-10-17 | Paper |
| Regression Analysis with Individual-Specific Patterns of Missing Covariates | 2024-10-11 | Paper |
| Mutual influence regression model | 2024-08-26 | Paper |
| Spatial dynamic panel models with missing data | 2024-06-03 | Paper |
| Spatial Autoregressive Models with Generalized Spatial Disturbances | 2024-04-15 | Paper |
| Bipartite network influence analysis of a two-mode network | 2024-03-06 | Paper |
| Covariance Model with General Linear Structure and Divergent Parameters | 2024-03-06 | Paper |
| Subnetwork estimation for spatial autoregressive models in large-scale networks | 2023-08-10 | Paper |
| Polynomial network autoregressive models with divergent orders | 2023-05-12 | Paper |
| A case study on the shareholder network effect of stock market data: an SARMA approach | 2022-10-25 | Paper |
| A blockwise network autoregressive model with application for fraud detection | 2022-10-20 | Paper |
| Inference on covariance-mean regression | 2022-09-14 | Paper |
| High-dimensional test for alpha in linear factor pricing models with sparse alternatives | 2022-06-09 | Paper |
| A multi-step procedure to determine the number of factors in large approximate factor models | 2022-05-25 | Paper |
| Asymptotic covariance estimation by Gaussian random perturbation | 2022-04-22 | Paper |
| Network Influence Analysis | 2022-03-04 | Paper |
| Covariance Regression Model for Non-Normal Data | 2020-12-09 | Paper |
| Approximate least squares estimation for spatial autoregressive models with covariates | 2019-11-22 | Paper |
| Nonparametric additive beta regression for fractional response with application to body fat data | 2019-10-18 | Paper |
| Least squares estimation of spatial autoregressive models for large-scale social networks | 2019-05-17 | Paper |
| Testing predictor significance with ultra high dimensional multivariate responses | 2018-11-23 | Paper |
| Factor-adjusted multiple testing of correlations | 2018-10-17 | Paper |
| Detecting homogenous predictors in high-dimensional panel model with an MCMC algorithm | 2018-03-13 | Paper |
| SDTRLS: predicting drug-target interactions for complex diseases based on chemical substructures | 2018-02-01 | Paper |
| Sequential Model Averaging for High Dimensional Linear Regression Models | 2018-01-26 | Paper |
| Complex brain network analysis and its applications to brain disorders: a survey | 2018-01-03 | Paper |
| Tests for covariance structures with high-dimensional repeated measurements | 2017-08-03 | Paper |
| High dimensional cross-sectional dependence test under arbitrary serial correlation | 2017-06-29 | Paper |
| Testing a single regression coefficient in high dimensional linear models | 2016-09-13 | Paper |
| Testing covariates in high dimension linear regression with latent factors | 2015-12-23 | Paper |
| A high dimensional two-sample test under a low dimensional factor structure | 2015-09-10 | Paper |
| Testing covariates in high-dimensional regression | 2014-10-02 | Paper |
| A Bayesian information criterion for portfolio selection | 2012-06-20 | Paper |
