| Publication | Date of Publication | Type |
|---|
Inflation attention and optimal decisions: consumption/savings puzzle and asset prices
Economics Letters | 2026-03-25 | Paper |
Optimal reinsurance with a systemic surplus shock
Economics Letters | 2025-01-16 | Paper |
Varying-coefficients for regional quantile via KNN-based LASSO with applications to health outcome study
Statistics in Medicine | 2024-10-29 | Paper |
Efficient functional Lasso kernel smoothing for high-dimensional additive regression
The Annals of Statistics | 2024-10-18 | Paper |
Analytic approach for models of optimal retirement with disability risk
Mathematical Social Sciences | 2024-04-09 | Paper |
Low-Rank Regression Models for Multiple Binary Responses and their Applications to Cancer Cell-Line Encyclopedia Data
Journal of the American Statistical Association | 2024-03-19 | Paper |
Quantile forward regression for high-dimensional survival data
Lifetime Data Analysis | 2023-11-23 | Paper |
Regional quantile regression for multiple responses
Computational Statistics and Data Analysis | 2023-09-15 | Paper |
Multivariate response regression with low-rank and generalized sparsity
Journal of the Korean Statistical Society | 2022-10-06 | Paper |
Poisson reduced-rank models with sparse loadings
Journal of the Korean Statistical Society | 2022-04-27 | Paper |
Penalized kernel quantile regression for varying coefficient models
Journal of Statistical Planning and Inference | 2021-12-14 | Paper |
Ambiguity premium and transaction costs
Economics Letters | 2021-09-16 | Paper |
Hypothesis testing of varying coefficients for regional quantiles
Computational Statistics and Data Analysis | 2021-05-07 | Paper |
Annuitization and asset allocation with borrowing constraint
Operations Research Letters | 2021-04-07 | Paper |
Integrating multidimensional data for clustering analysis with applications to cancer patient data
Journal of the American Statistical Association | 2021-03-30 | Paper |
Optimal retirement with borrowing constraints and forced unemployment risk
Insurance Mathematics & Economics | 2020-11-19 | Paper |
Verification theorems for models of optimal consumption and investment with annuitization
Mathematical Social Sciences | 2020-04-22 | Paper |
Optimal consumption and investment with insurer default risk
Insurance Mathematics & Economics | 2019-09-19 | Paper |
Sparse principal component analysis with missing observations
The Annals of Applied Statistics | 2019-08-15 | Paper |
A generalization of Ramsey rule on discount rate with regime switching
Economics Letters | 2018-10-05 | Paper |
Optimal retirement strategy with a negative wealth constraint
Operations Research Letters | 2018-09-28 | Paper |
A generalization of Yaari's result on annuitization with optimal retirement
Economics Letters | 2018-08-31 | Paper |
Dantzig-type penalization for multiple quantile regression with high dimensional covariates
STATISTICA SINICA | 2018-01-12 | Paper |
Hypothesis testing for regional quantiles
Journal of Statistical Planning and Inference | 2017-10-20 | Paper |
Unemployment risks and optimal retirement in an incomplete market
Operations Research | 2016-10-31 | Paper |
