| Publication | Date of Publication | Type |
|---|
Functional Linear Regression: Dependence and Error Contamination
Journal of Business and Economic Statistics | 2024-10-17 | Paper |
Adaptive Functional Thresholding for Sparse Covariance Function Estimation in High Dimensions
Journal of the American Statistical Association | 2024-07-05 | Paper |
Thresholding mean test for functional data with power enhancement
Stat | 2024-05-27 | Paper |
Better nonparametric confidence intervals via robust bias correction for quantile regression
Stat | 2024-05-21 | Paper |
Regularized covariance matrix estimation in high dimensional approximate factor models
Statistics & Probability Letters | 2024-05-17 | Paper |
| From sparse to dense functional data in high dimensions: Revisiting phase transitions from a non-asymptotic perspective | 2023-06-01 | Paper |
On consistency and sparsity for high-dimensional functional time series with application to autoregressions
Bernoulli | 2022-12-19 | Paper |
On consistency and sparsity for high-dimensional functional time series with application to autoregressions
Bernoulli | 2022-12-19 | Paper |
Sparse spatio-temporal autoregressions by profiling and bagging
Journal of Econometrics | 2022-12-14 | Paper |
Large dynamic covariance matrix estimation with an application to portfolio allocation: a semiparametric reproducing kernel Hilbert space approach
Journal of Systems Science and Complexity | 2022-09-14 | Paper |
Large dimensional portfolio allocation based on a mixed frequency dynamic factor model
Econometric Reviews | 2022-08-05 | Paper |
Finite sample theory for high-dimensional functional/scalar time series with applications
Electronic Journal of Statistics | 2022-05-11 | Paper |
Finite sample theory for high-dimensional functional/scalar time series with applications
Electronic Journal of Statistics | 2022-05-11 | Paper |
Double AR model without intercept: an alternative to modeling nonstationarity and heteroscedasticity
Econometric Reviews | 2022-03-04 | Paper |
Doubly functional graphical models in high dimensions
Biometrika | 2020-06-09 | Paper |
On Consistency and Sparsity for High-Dimensional Functional Time Series with Application to Autoregressions
(available as arXiv preprint) | 2020-03-23 | Paper |
Functional Graphical Models
Journal of the American Statistical Association | 2019-08-19 | Paper |
Strict stationarity testing and GLAD estimation of double autoregressive models
Journal of Econometrics | 2019-07-01 | 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 |
| A General Theory for Large-Scale Curve Time Series via Functional Stability Measure | 2018-12-18 | Paper |
| Approximate controllability of fractional neutral evolution equations with nonlocal conditions | 2017-01-06 | Paper |
Least absolute relative error estimation
Journal of the American Statistical Association | 2015-06-16 | Paper |
Global partial likelihood for nonparametric proportional hazards models
Journal of the American Statistical Association | 2015-06-15 | Paper |
An overview of semiparametric models in survival analysis
Journal of Statistical Planning and Inference | 2014-06-12 | Paper |
Factor double autoregressive models with application to simultaneous causality testing
Journal of Statistical Planning and Inference | 2014-03-13 | Paper |
On locally weighted estimation and hypothesis testing of varying-coefficient models with missing covariates
Journal of Statistical Planning and Inference | 2009-07-22 | Paper |
Marginal Regression Model with Time-Varying Coefficients for Panel Data
Communications in Statistics: Theory and Methods | 2009-07-16 | Paper |
Precise asymptotics of error variance estimator in partially linear models
Acta Mathematicae Applicatae Sinica. English Series | 2008-05-26 | Paper |
