| Publication | Date of Publication | Type |
|---|
Feature augmentations for high-dimensional learning: applications to stock market prediction using Chinese news data
The Annals of Applied Statistics | 2026-03-30 | Paper |
Quasi-Maximum Likelihood Estimation of GARCH Models With Heavy-Tailed Likelihoods
Journal of Business and Economic Statistics | 2025-01-20 | Paper |
Rejoinder
Journal of Business and Economic Statistics | 2025-01-20 | Paper |
Special Issue on Big Data
Journal of Business and Economic Statistics | 2025-01-20 | Paper |
Incorporating Global Industrial Classification Standard Into Portfolio Allocation: A Simple Factor-Based Large Covariance Matrix Estimator With High-Frequency Data
Journal of Business and Economic Statistics | 2025-01-20 | Paper |
What Does the Volatility Risk Premium Say About Liquidity Provision and Demand for Hedging Tail Risk?
Journal of Business and Economic Statistics | 2025-01-20 | Paper |
Environment invariant linear least squares
The Annals of Statistics | 2025-01-03 | Paper |
Factor Augmented Sparse Throughput Deep ReLU Neural Networks for High Dimensional Regression
Journal of the American Statistical Association | 2024-12-10 | Paper |
Comment: Feature Screening and Variable Selection via Iterative Ridge Regression
Technometrics | 2024-11-12 | Paper |
How do noise tails impact on deep ReLU networks?
The Annals of Statistics | 2024-10-18 | Paper |
Semi-parametric tensor factor analysis by iteratively projected singular value decomposition
Journal of the Royal Statistical Society. Series B. Statistical Methodology | 2024-09-16 | Paper |
Optimal Covariate Balancing Conditions in Propensity Score Estimation
Journal of Business and Economic Statistics | 2024-08-13 | Paper |
The efficacy of pessimism in asynchronous Q-learning
IEEE Transactions on Information Theory | 2024-07-21 | Paper |
Are Latent Factor Regression and Sparse Regression Adequate?
Journal of the American Statistical Association | 2024-07-05 | Paper |
Inference for heteroskedastic PCA with missing data
The Annals of Statistics | 2024-06-05 | Paper |
Policy Optimization Using Semiparametric Models for Dynamic Pricing
Journal of the American Statistical Association | 2024-03-19 | Paper |
Can a Machine Correct Option Pricing Models?
Journal of Business and Economic Statistics | 2024-03-06 | Paper |
Understanding Implicit Regularization in Over-Parameterized Single Index Model
Journal of the American Statistical Association | 2024-01-08 | Paper |
Understanding Implicit Regularization in Over-Parameterized Single Index Model
Journal of the American Statistical Association | 2024-01-08 | Paper |
Robust high-dimensional tuning free multiple testing
The Annals of Statistics | 2024-01-04 | Paper |
Robust high-dimensional tuning free multiple testing
The Annals of Statistics | 2024-01-04 | Paper |
Bridging factor and sparse models
The Annals of Statistics | 2024-01-04 | Paper |
Bridging factor and sparse models
The Annals of Statistics | 2024-01-04 | Paper |
Adaptive robust large volatility matrix estimation based on high-frequency financial data
Journal of Econometrics | 2023-11-17 | Paper |
Discussion
International Statistical Review | 2023-11-08 | Paper |
Convex and Nonconvex Optimization Are Both Minimax-Optimal for Noisy Blind Deconvolution Under Random Designs
Journal of the American Statistical Association | 2023-07-04 | Paper |
Statistical Inference for High-Dimensional Matrix-Variate Factor Models
Journal of the American Statistical Association | 2023-07-04 | Paper |
Communication-Efficient Accurate Statistical Estimation
Journal of the American Statistical Association | 2023-07-04 | Paper |
Communication-Efficient Accurate Statistical Estimation
Journal of the American Statistical Association | 2023-07-04 | Paper |
Community network auto-regression for high-dimensional time series
Journal of Econometrics | 2023-06-29 | Paper |
The Journal of Econometrics 2012--2018
Journal of Econometrics | 2023-04-14 | Paper |
Do We Exploit all Information for Counterfactual Analysis? Benefits of Factor Models and Idiosyncratic Correction
Journal of the American Statistical Association | 2023-03-27 | Paper |
Learning Latent Factors From Diversified Projections and Its Applications to Over-Estimated and Weak Factors
Journal of the American Statistical Association | 2023-03-27 | Paper |
Estimating Number of Factors by Adjusted Eigenvalues Thresholding
Journal of the American Statistical Association | 2023-03-27 | Paper |
An \({\ell_p}\) theory of PCA and spectral clustering
The Annals of Statistics | 2022-11-02 | Paper |
Distributed Sufficient Dimension Reduction for Heterogeneous Massive Data
STATISTICA SINICA | 2022-10-14 | Paper |
An overview of the estimation of large covariance and precision matrices
Econometrics Journal | 2022-08-02 | Paper |
Bayesian factor-adjusted sparse regression
Journal of Econometrics | 2022-07-15 | Paper |
Adaptive Huber regression on Markov-dependent data
Stochastic Processes and their Applications | 2022-06-20 | Paper |
Testability of high-dimensional linear models with nonsparse structures
The Annals of Statistics | 2022-04-25 | Paper |
Canonical thresholding for nonsparse high-dimensional linear regression
The Annals of Statistics | 2022-03-23 | Paper |
High-dimensional factor model and its applications to statistical machine learning
SCIENTIA SINICA Mathematica | 2022-03-21 | Paper |
Spectral Methods for Data Science: A Statistical Perspective
Foundations and Trends® in Machine Learning | 2021-12-09 | Paper |
Bridging convex and nonconvex optimization in robust PCA: noise, outliers and missing data
The Annals of Statistics | 2021-12-03 | Paper |
Bridging convex and nonconvex optimization in robust PCA: noise, outliers and missing data
The Annals of Statistics | 2021-12-03 | Paper |
| scientific article; zbMATH DE number 7415082 (Why is no real title available?) | 2021-10-27 | Paper |
A shrinkage principle for heavy-tailed data: high-dimensional robust low-rank matrix recovery
The Annals of Statistics | 2021-09-28 | Paper |
The interplay of demographic variables and social distancing scores in deep prediction of U.S. COVID-19 cases
Journal of the American Statistical Association | 2021-07-06 | Paper |
A selective overview of deep learning
Statistical Science | 2021-07-06 | Paper |
Robust high-dimensional factor models with applications to statistical machine learning
Statistical Science | 2021-07-06 | Paper |
Structured correlation detection with application to colocalization analysis in dual-channel fluorescence microscopic imaging
(available as arXiv preprint) | 2021-04-27 | Paper |
Augmented factor models with applications to validating market risk factors and forecasting bond risk premia
Journal of Econometrics | 2021-03-24 | Paper |
Asymmetry helps: eigenvalue and eigenvector analyses of asymmetrically perturbed low-rank matrices
The Annals of Statistics | 2021-03-11 | Paper |
Asymmetry helps: eigenvalue and eigenvector analyses of asymmetrically perturbed low-rank matrices
The Annals of Statistics | 2021-03-11 | Paper |
Comment on “A Tuning-Free Robust and Efficient Approach to High-Dimensional Regression”
Journal of the American Statistical Association | 2021-01-22 | Paper |
Noisy matrix completion: understanding statistical guarantees for convex relaxation via nonconvex optimization
SIAM Journal on Optimization | 2020-11-09 | Paper |
Comments on: ``Wavelets in statistics: a review by A. Antoniadis
Journal of the Italian Statistical Society | 2020-09-29 | Paper |
Entrywise eigenvector analysis of random matrices with low expected rank
The Annals of Statistics | 2020-08-28 | Paper |
Entrywise eigenvector analysis of random matrices with low expected rank
The Annals of Statistics | 2020-08-28 | Paper |
Adaptive Huber Regression
Journal of the American Statistical Association | 2020-08-03 | Paper |
Adaptive Huber Regression
Journal of the American Statistical Association | 2020-08-03 | Paper |
An $\ell_p$ theory of PCA and spectral clustering
(available as arXiv preprint) | 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
Journal of Econometrics | 2020-06-18 | Paper |
Factor-Adjusted Regularized Model Selection
Journal of Econometrics | 2020-03-20 | Paper |
Inference and uncertainty quantification for noisy matrix completion
Proceedings of the National Academy of Sciences | 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
Journal of the American Statistical Association | 2020-01-15 | Paper |
Farmtest: factor-adjusted robust multiple testing with approximate false discovery control
Journal of the American Statistical Association | 2020-01-15 | Paper |
Largest entries of sample correlation matrices from equi-correlated normal populations
The Annals of Probability | 2019-12-18 | Paper |
SIMPLE: Statistical Inference on Membership Profiles in Large Networks
(available as arXiv preprint) | 2019-10-03 | Paper |
Generalized high-dimensional trace regression via nuclear norm regularization
Journal of Econometrics | 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
(available as arXiv preprint) | 2019-08-03 | Paper |
Spectral method and regularized MLE are both optimal for top-\(K\) ranking
The Annals of Statistics | 2019-07-18 | Paper |
Spectral method and regularized MLE are both optimal for top-\(K\) ranking
The Annals of Statistics | 2019-07-18 | Paper |
Gradient descent with random initialization: fast global convergence for nonconvex phase retrieval
Mathematical Programming. Series A. Series B | 2019-06-26 | Paper |
Robust estimation of high-dimensional covariance and precision matrices
Biometrika | 2019-06-24 | Paper |
Estimation of High Dimensional Mean Regression in the Absence of Symmetry and Light Tail Assumptions
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-06-12 | Paper |
Sparsifying the Fisher linear discriminant by rotation
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-06-12 | Paper |
Sparsifying the Fisher linear discriminant by rotation
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-06-12 | Paper |
High dimensional semiparametric latent graphical model for mixed data
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-06-07 | Paper |
Large covariance estimation by thresholding principal orthogonal complements. With discussion and authors' reply
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-05-09 | Paper |
A road to classification in high dimensional space: the regularized optimal affine discriminant
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-05-09 | Paper |
Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-04-30 | Paper |
Variance estimation using refitted cross-validation in ultrahigh dimensional regression
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-04-30 | Paper |
Variance estimation using refitted cross-validation in ultrahigh dimensional regression
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-04-30 | Paper |
Penalized composite quasi-likelihood for ultrahigh dimensional variable selection
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-04-30 | Paper |
Penalized composite quasi-likelihood for ultrahigh dimensional variable selection
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-04-30 | Paper |
Structured volatility matrix estimation for non-synchronized high-frequency financial data
Journal of Econometrics | 2019-04-30 | Paper |
Factor GARCH-Itô models for high-frequency data with application to large volatility matrix prediction
Journal of Econometrics | 2019-04-29 | Paper |
Robust covariance estimation for approximate factor models
Journal of Econometrics | 2019-04-26 | Paper |
Robust covariance estimation for approximate factor models
Journal of Econometrics | 2019-04-26 | Paper |
Adaptive Huber Regression on Markov-dependent Data
(available as arXiv preprint) | 2019-04-18 | Paper |
A Selective Overview of Deep Learning
(available as arXiv preprint) | 2019-04-10 | Paper |
Bayesian Factor-adjusted Sparse Regression
(available as arXiv preprint) | 2019-03-22 | Paper |
Asymptotic Theory of Eigenvectors for Random Matrices with Diverging Spikes
(available as arXiv preprint) | 2019-02-18 | Paper |
| scientific article; zbMATH DE number 7015485 (Why is no real title available?) | 2019-02-08 | Paper |
Power enhancement in high-dimensional cross-sectional tests
Econometrica | 2019-01-30 | Paper |
Heterogeneity adjustment with applications to graphical model inference
Electronic Journal of Statistics | 2019-01-18 | Paper |
Heterogeneity adjustment with applications to graphical model inference
Electronic Journal of Statistics | 2019-01-18 | Paper |
Robust High-Dimensional Volatility Matrix Estimation for High-Frequency Factor Model
Journal of the American Statistical Association | 2018-12-04 | Paper |
Partial consistency with sparse incidental parameters
STATISTICA SINICA | 2018-11-22 | Paper |
Partial consistency with sparse incidental parameters
STATISTICA SINICA | 2018-11-22 | Paper |
| An \(\ell_{\infty}\) eigenvector perturbation bound and its application | 2018-11-22 | Paper |
An \(\ell_{\infty}\) eigenvector perturbation bound and its application
(available as arXiv preprint) | 2018-11-22 | Paper |
A new perspective on robust \(M\)-estimation: finite sample theory and applications to dependence-adjusted multiple testing
The Annals of Statistics | 2018-10-24 | Paper |
A new perspective on robust \(M\)-estimation: finite sample theory and applications to dependence-adjusted multiple testing
The Annals of Statistics | 2018-10-24 | Paper |
Error variance estimation in ultrahigh-dimensional additive models
Journal of the American Statistical Association | 2018-10-23 | Paper |
Embracing the blessing of dimensionality in factor models
Journal of the American Statistical Association | 2018-10-23 | Paper |
Embracing the blessing of dimensionality in factor models
Journal of the American Statistical Association | 2018-10-23 | Paper |
Large covariance estimation through elliptical factor models
The Annals of Statistics | 2018-09-14 | Paper |
Robust high dimensional factor models with applications to statistical machine learning
(available as arXiv preprint) | 2018-08-12 | Paper |
Distributed testing and estimation under sparse high dimensional models
The Annals of Statistics | 2018-06-29 | Paper |
I-LAMM for sparse learning: simultaneous control of algorithmic complexity and statistical error
The Annals of Statistics | 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
Journal of Econometrics | 2017-12-01 | Paper |
Sufficient forecasting using factor models
Journal of Econometrics | 2017-12-01 | Paper |
Sufficient forecasting using factor models
Journal of Econometrics | 2017-11-07 | Paper |
Sufficient forecasting using factor models
Journal of Econometrics | 2017-11-07 | Paper |
Multi-agent inference in social networks: a finite population learning approach
Journal of the American Statistical Association | 2017-10-13 | Paper |
Homogeneity pursuit
Journal of the American Statistical Association | 2017-10-13 | Paper |
Homogeneity pursuit
Journal of the American Statistical Association | 2017-10-13 | Paper |
Estimation of the false discovery proportion with unknown dependence
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2017-09-29 | Paper |
Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models
Journal of the American Statistical Association | 2017-08-07 | Paper |
Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models
Journal of the American Statistical Association | 2017-08-07 | Paper |
Spatially varying coefficient model for neuroimaging data with jump discontinuities
Journal of the American Statistical Association | 2017-08-07 | Paper |
Spatially varying coefficient model for neuroimaging data with jump discontinuities
Journal of the American Statistical Association | 2017-08-07 | Paper |
Asymptotics of empirical eigenstructure for high dimensional spiked covariance
The Annals of Statistics | 2017-08-03 | Paper |
Asymptotics of empirical eigenstructure for high dimensional spiked covariance
The Annals of Statistics | 2017-08-03 | Paper |
Nonconcave Penalized Likelihood With NP-Dimensionality
IEEE Transactions on Information Theory | 2017-07-12 | Paper |
Penalized least squares estimation with weakly dependent data
Science China. Mathematics | 2017-05-05 | Paper |
| The elements of financial econometrics | 2017-03-06 | Paper |
| Guarding against spurious discoveries in high dimensions | 2017-01-05 | Paper |
Guarding against spurious discoveries in high dimensions
(available as arXiv preprint) | 2017-01-05 | Paper |
Factor-Adjusted Regularized Model Selection
Journal of Econometrics | 2016-12-27 | Paper |
Peter Hall's contributions to nonparametric function estimation and modeling
The Annals of Statistics | 2016-11-18 | Paper |
Robust inference of risks of large portfolios
Journal of Econometrics | 2016-09-06 | Paper |
Testing and detecting jumps based on a discretely observed process
Journal of Econometrics | 2016-08-12 | Paper |
High dimensional covariance matrix estimation using a factor model
Journal of Econometrics | 2016-06-22 | Paper |
Regularity properties for sparse regression
Communications in Mathematics and Statistics | 2016-04-29 | Paper |
Regularity properties for sparse regression
Communications in Mathematics and Statistics | 2016-04-29 | Paper |
Projected principal component analysis in factor models
The Annals of Statistics | 2016-02-22 | Paper |
Projected principal component analysis in factor models
The Annals of Statistics | 2016-02-22 | Paper |
Estimation of functionals of sparse covariance matrices
The Annals of Statistics | 2015-11-18 | Paper |
Estimation of functionals of sparse covariance matrices
The Annals of Statistics | 2015-11-18 | Paper |
| Distributed Estimation and Inference with Statistical Guarantees | 2015-09-17 | Paper |
Risks of large portfolios
Journal of Econometrics | 2015-08-31 | Paper |
Risks of large portfolios
Journal of Econometrics | 2015-08-31 | Paper |
QUADRO: a supervised dimension reduction method via Rayleigh quotient optimization
The Annals of Statistics | 2015-08-05 | Paper |
QUADRO: a supervised dimension reduction method via Rayleigh quotient optimization
The Annals of Statistics | 2015-08-05 | Paper |
A design-adaptive local polynomial estimator for the errors-in-variables problem
Journal of the American Statistical Association | 2015-06-22 | Paper |
High-frequency covariance estimates with noisy and asynchronous financial data
Journal of the American Statistical Association | 2015-06-17 | Paper |
Nonparametric transition-based tests for jump diffusions
Journal of the American Statistical Association | 2015-06-10 | Paper |
Comment
Journal of the American Statistical Association | 2015-06-10 | Paper |
Correction: Strong oracle optimality of folded concave penalized estimation
The Annals of Statistics | 2015-05-11 | Paper |
A projection-based conditional dependence measure with applications to high-dimensional undirected graphical models
Journal of Econometrics | 2015-01-07 | Paper |
Covariate assisted screening and estimation
The Annals of Statistics | 2015-01-06 | Paper |
Covariate assisted screening and estimation
The Annals of Statistics | 2015-01-06 | Paper |
| Distributions of angles in random packing on spheres | 2014-12-08 | Paper |
Distributions of angles in random packing on spheres
(available as arXiv preprint) | 2014-12-08 | Paper |
| Robust Estimation of High-Dimensional Mean Regression | 2014-10-08 | Paper |
Endogeneity in high dimensions
The Annals of Statistics | 2014-08-04 | Paper |
Endogeneity in high dimensions
The Annals of Statistics | 2014-08-04 | Paper |
Strong oracle optimality of folded concave penalized estimation
The Annals of Statistics | 2014-08-04 | Paper |
Strong oracle optimality of folded concave penalized estimation
The Annals of Statistics | 2014-08-04 | Paper |
Discussion: ``A significance test for the lasso
The Annals of Statistics | 2014-07-03 | Paper |
Discussion: ``A significance test for the lasso
The Annals of Statistics | 2014-07-03 | Paper |
Adaptive robust variable selection
The Annals of Statistics | 2014-05-05 | Paper |
Adaptive robust variable selection
The Annals of Statistics | 2014-05-05 | Paper |
Semiparametric estimation of covariance matrixes for longitudinal data
Journal of the American Statistical Association | 2014-05-02 | Paper |
Multiscale adaptive smoothing models for the hemodynamic response function in fMRI
The Annals of Applied Statistics | 2014-04-04 | Paper |
Multiscale adaptive smoothing models for the hemodynamic response function in fMRI
The Annals of Applied Statistics | 2014-04-04 | Paper |
Parametrically guided generalised additive models with application to mergers and acquisitions data
Journal of Nonparametric Statistics | 2013-06-24 | Paper |
An overview on variable selection for survival analysis
Contemporary Multivariate Analysis and Design of Experiments | 2013-06-21 | Paper |
Vast portfolio selection with gross-exposure constraints
Journal of the American Statistical Association | 2013-04-22 | Paper |
Vast Volatility Matrix Estimation Using High-Frequency Data for Portfolio Selection
Journal of the American Statistical Association | 2013-04-22 | Paper |
Rejoinder
Journal of the American Statistical Association | 2012-11-09 | Paper |
Estimating false discovery proportion under arbitrary covariance dependence
Journal of the American Statistical Association | 2012-11-09 | Paper |
Regularization for Cox's proportional hazards model with NP-dimensionality
The Annals of Statistics | 2012-09-03 | Paper |
Regularization for Cox's proportional hazards model with NP-dimensionality
The Annals of Statistics | 2012-09-03 | Paper |
High-dimensional covariance matrix estimation in approximate factor models
The Annals of Statistics | 2012-09-03 | Paper |
High-dimensional covariance matrix estimation in approximate factor models
The Annals of Statistics | 2012-09-03 | Paper |
| Conditional Sure Independence Screening | 2012-06-05 | Paper |
Ultrahigh dimensional feature selection: beyond the linear model
Journal of Machine Learning Research (JMLR) | 2012-04-17 | Paper |
Ultrahigh dimensional feature selection: beyond the linear model
Journal of Machine Learning Research (JMLR) | 2012-04-17 | Paper |
Statistical methods with varying coefficient models
Statistics and Its Interface | 2012-01-25 | Paper |
Spot volatility estimation for high-frequency data
Statistics and Its Interface | 2012-01-25 | Paper |
Nonparametric independence screening in sparse ultra-high-dimensional additive models
Journal of the American Statistical Association | 2011-10-28 | Paper |
Nonparametric independence screening in sparse ultra-high-dimensional additive models
Journal of the American Statistical Association | 2011-10-28 | Paper |
Varying-coefficient functional linear regression
Bernoulli | 2011-09-02 | Paper |
Multiple testing via \(\mathrm{FDR}_L\) for large-scale imaging data
The Annals of Statistics | 2011-04-05 | Paper |
Option pricing with model-guided nonparametric methods
Journal of the American Statistical Association | 2011-02-01 | Paper |
Comments on: Dynamic relations for sparsely sampled Gaussian processes
Test | 2011-01-22 | Paper |
Comments on: \(\ell _{1}\)-penalization for mixture regression models
Test | 2011-01-22 | Paper |
Sure independence screening in generalized linear models with NP-dimensionality
The Annals of Statistics | 2011-01-19 | Paper |
Sure independence screening in generalized linear models with NP-dimensionality
The Annals of Statistics | 2010-12-01 | Paper |
Nonparametric tests of the Markov hypothesis in continuous-time models
The Annals of Statistics | 2010-11-15 | Paper |
Nonparametric estimation of genewise variance for microarray data
The Annals of Statistics | 2010-11-15 | Paper |
Estimation in additive models with highly or non-highly correlated covariates
The Annals of Statistics | 2010-05-26 | Paper |
| A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article) | 2010-02-10 | Paper |
A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
(available as arXiv preprint) | 2010-02-10 | Paper |
Nonparametric modeling of longitudinal covariance structure in functional mapping of quantitative trait loci
Biometrics | 2010-01-21 | Paper |
Sparsistency and rates of convergence in large covariance matrix estimation
The Annals of Statistics | 2009-12-09 | Paper |
Local quasi-likelihood with a parametric guide
The Annals of Statistics | 2009-12-09 | Paper |
Gaining efficiency via weighted estimators for multivariate failure time data
Science in China. Series A | 2009-12-07 | Paper |
Rejoinder for ``Gaining efficiency via weighted estimators for multivariate failure time data
Science in China. Series A | 2009-12-07 | Paper |
Approximating conditional density functions using dimension reduction
Acta Mathematicae Applicatae Sinica. English Series | 2009-11-13 | Paper |
A semiparametric model for cluster data
The Annals of Statistics | 2009-08-19 | Paper |
Network exploration via the adaptive LASSO and SCAD penalties
The Annals of Applied Statistics | 2009-07-29 | Paper |
Multi-Scale Jump and Volatility Analysis for High-Frequency Financial Data
Journal of the American Statistical Association | 2009-06-12 | Paper |
To How Many Simultaneous Hypothesis Tests Can Normal, Student'stor Bootstrap Calibration Be Applied?
Journal of the American Statistical Association | 2009-06-12 | Paper |
Modelling Multivariate Volatilities via Conditionally Uncorrelated Components
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2009-06-10 | Paper |
Partially Linear Hazard Regression with Varying Coefficients for Multivariate Survival Data
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2009-06-10 | Paper |
High-dimensional classification using features annealed independence rules
The Annals of Statistics | 2009-02-06 | Paper |
Profile-kernel likelihood inference with diverging number of parameters
The Annals of Statistics | 2008-11-18 | Paper |
| Design-adaptive minimax local linear regression for longitudinal/clustered data | 2008-05-23 | Paper |
Generalised likelihood ratio tests for spectral density
Biometrika | 2008-04-08 | Paper |
Nonparametric inference with generalized likelihood ratio tests (With comments and rejoinder)
Test | 2008-03-14 | Paper |
| An overview on nonparametric and semiparametric techniques for longitudinal data | 2007-10-11 | Paper |
Analysis of Longitudinal Data With Semiparametric Estimation of Covariance Function
Journal of the American Statistical Association | 2007-09-18 | Paper |
A selective overview of nonparametric methods in financial econometrics
Statistical Science | 2007-09-18 | Paper |
A selective overview of nonparametric methods in financial econometrics
Statistical Science | 2007-09-18 | Paper |
Partially Linear Hazard Regression for Multivariate Survival Data
Journal of the American Statistical Association | 2007-09-18 | Paper |
Dynamic Integration of Time- and State-Domain Methods for Volatility Estimation
Journal of the American Statistical Association | 2007-09-18 | Paper |
New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis
Journal of the American Statistical Association | 2007-08-20 | Paper |
Semilinear High-Dimensional Model for Normalization of Microarray Data
Journal of the American Statistical Association | 2007-08-20 | Paper |
Nonparametric Inferences for Additive Models
Journal of the American Statistical Association | 2007-08-20 | Paper |
Hazard models with varying coefficients for multivariate failure time data
The Annals of Statistics | 2007-07-23 | Paper |
| scientific article; zbMATH DE number 5142505 (Why is no real title available?) | 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
Bernoulli | 2006-11-06 | Paper |
Statistical challenges with high dimensionality: feature selection in knowledge discovery
(available as arXiv preprint) | 2006-09-26 | Paper |
Variable selection for multivariate failure time data
Biometrika | 2006-07-10 | Paper |
Local partial-likelihood estimation for lifetime data
The Annals of Statistics | 2006-06-21 | Paper |
Local partial-likelihood estimation for lifetime data
The Annals of Statistics | 2006-02-01 | Paper |
Modelling multivariate volatilies via conditionally uncorrelated components
(available as arXiv preprint) | 2005-06-01 | Paper |
| Assessing prediction error of nonparametric regression and classification under Bregman divergence | 2005-06-01 | Paper |
Adaptive Varying-Coefficient Linear Models
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2005-05-09 | Paper |
Sieve empirical likelihood ratio tests for nonparametric functions
The Annals of Statistics | 2005-02-28 | Paper |
A crossvalidation method for estimating conditional densities
Biometrika | 2005-02-16 | Paper |
Nonconcave penalized likelihood with a diverging number of parameters.
The Annals of Statistics | 2004-09-15 | Paper |
Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Journal of the American Statistical Association | 2004-06-10 | Paper |
Regularization of Wavelet Approximations
Journal of the American Statistical Association | 2004-06-10 | Paper |
A Reexamination of Diffusion Estimators With Applications to Financial Model Validation
Journal of the American Statistical Association | 2004-06-10 | Paper |
Semiparametric estimation of Value at Risk
Econometrics Journal | 2004-03-17 | Paper |
| scientific article; zbMATH DE number 2042814 (Why is no real title available?) | 2004-02-15 | Paper |
Goodness-of-Fit Tests for Parametric Regression Models
Journal of the American Statistical Association | 2003-08-13 | Paper |
Nonlinear time series. Nonparametric and parametric methods
Springer Series in Statistics | 2003-04-22 | Paper |
Generalized likelihood ratio statistics and Wilks phenomenon
The Annals of Statistics | 2002-11-14 | Paper |
Variable selection for Cox's proportional hazards model and frailty model
The Annals of Statistics | 2002-11-14 | Paper |
Wavelet deconvolution
IEEE Transactions on Information Theory | 2002-08-04 | Paper |
| Test of Significance When Data Are Curves | 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 |
| Geometric Understanding of Likelihood Ratio Statistics | 2002-07-30 | Paper |
| Prospects of Nonparametric Modeling | 2002-07-30 | Paper |
Statistical estimation in varying coefficient models
The Annals of Statistics | 2002-01-24 | Paper |
A wavelet method for unfolding sphere size distributions
The Canadian Journal of Statistics | 2001-12-16 | Paper |
Variable bandwidth and one-step local \(M\)-estimator
Science in China. Series A | 2001-10-04 | Paper |
Average regression surface for dependent data
Journal of Multivariate Analysis | 2001-05-20 | Paper |
Simultaneous confidence bands and hypothesis testing in varying-coefficient models
Scandinavian Journal of Statistics | 2001-04-25 | Paper |
One-step Local Quasi-likelihood Estimation
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2000-07-17 | Paper |
Nonparametric estimation of quadratic regression functionals
Bernoulli | 2000-06-13 | Paper |
Minimax kernels for nonparametric curve estimation
Journal of Nonparametric Statistics | 2000-06-05 | Paper |
Skewing methods for two-parameter locally parametric density estimation
Bernoulli | 2000-04-09 | Paper |
Rates of convergence for the pre-asymptotic substitution bandwidth selector
Statistics & Probability Letters | 2000-03-14 | Paper |
| scientific article; zbMATH DE number 1551799 (Why is no real title available?) | 2000-01-01 | Paper |
Direct estimation of low-dimensional components in additive models.
The Annals of Statistics | 1999-11-09 | Paper |
Local Maximum Likelihood Estimation and Inference
Journal of the Royal Statistical Society Series B: Statistical Methodology | 1999-04-08 | Paper |
Efficient estimation of conditional variance functions in stochastic regression
Biometrika | 1998-11-03 | Paper |
Local likelihood and local partial likelihood in hazard regression
The Annals of Statistics | 1998-06-22 | Paper |
On automatic boundary corrections
The Annals of Statistics | 1998-06-22 | Paper |
Local polynomial regression: Optimal kernels and asymptotic minimax efficiency
Annals of the Institute of Statistical Mathematics | 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
Scandinavian Journal of Statistics | 1997-08-28 | Paper |
| scientific article; zbMATH DE number 991833 (Why is no real title available?) | 1997-03-16 | Paper |
Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems
Biometrika | 1996-12-08 | Paper |
| scientific article; zbMATH DE number 854954 (Why is no real title available?) | 1996-07-04 | Paper |
| Local Polynomial Kernel Regression for Generalized Linear Models and Quasi-Likelihood Functions | 1995-08-21 | Paper |
| scientific article; zbMATH DE number 775754 (Why is no real title available?) | 1995-07-18 | Paper |
| scientific article; zbMATH DE number 739534 (Why is no real title available?) | 1995-06-06 | Paper |
| scientific article; zbMATH DE number 720755 (Why is no real title available?) | 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
The Annals of Statistics | 1994-12-05 | Paper |
Adaptively local one-dimensional subproblems with application to a deconvolution problem
The Annals of Statistics | 1994-04-26 | Paper |
Nonparametric regression with errors in variables
The Annals of Statistics | 1994-03-24 | Paper |
Local linear regression smoothers and their minimax efficiencies
The Annals of Statistics | 1993-08-23 | Paper |
| Design-adaptive Nonparametric Regression | 1993-05-16 | Paper |
Variable bandwidth and local linear regression smoothers
The Annals of Statistics | 1993-05-16 | Paper |
Best possibility constant for bandwidth selection
The Annals of Statistics | 1993-05-16 | Paper |
Multivariate regression estimation with errors-in-variables: Asymptotic normality for mixing processes
Journal of Multivariate Analysis | 1993-04-01 | Paper |
Deconvolution with supersmooth distributions
The Canadian Journal of Statistics | 1993-01-17 | Paper |
Bias correction and higher order kernel functions
Statistics & Probability Letters | 1992-06-28 | Paper |
Minimax estimation of a bounded squared mean
Statistics & Probability Letters | 1992-06-28 | Paper |
| scientific article; zbMATH DE number 4205634 (Why is no real title available?) | 1991-01-01 | Paper |
On the optimal rates of convergence for nonparametric deconvolution problems
The Annals of Statistics | 1991-01-01 | Paper |
On the estimation of quadratic functionals
The Annals of Statistics | 1991-01-01 | Paper |
Inadmissibility of the usual estimator for the location parameters of spherically symmetric distributions
Chinese Science Bulletin | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4133331 (Why is no real title available?) | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4088743 (Why is no real title available?) | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4129821 (Why is no real title available?) | 1987-01-01 | Paper |
Maximum likelihood characterization of distributions
Acta Mathematicae Applicatae Sinica. English Series | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4034908 (Why is no real title available?) | 1986-01-01 | Paper |
Non-central Cochran's theorem for elliptically contoured distributions
Acta Mathematica Sinica, English Series | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3971963 (Why is no real title available?) | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3936163 (Why is no real title available?) | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 4056661 (Why is no real title available?) | 1984-01-01 | Paper |
Bernstein's inequalities for general Markov chains
(available as arXiv preprint) | N/A | Paper |
Hidden Clique Inference in Random Ising Model II: the planted Sherrington-Kirkpatrick model
(available as arXiv preprint) | N/A | Paper |
Hidden Clique Inference in Random Ising Model I: the planted random field Curie-Weiss model
(available as arXiv preprint) | N/A | Paper |
