The following pages link to Lingzhou Xue (Q391513):
Displayed 28 items.
- (Q75237) (redirect page) (← links)
- Sufficient forecasting using factor models (Q75240) (← links)
- Inverse moment methods for sufficient forecasting using high-dimensional predictors (Q75241) (← links)
- Nonparametric Estimation and Conformal Inference of the Sufficient Forecasting With a Diverging Number of Factors (Q75242) (← links)
- (Q94784) (redirect page) (← links)
- An Alternating Manifold Proximal Gradient Method for Sparse Principal Component Analysis and Sparse Canonical Correlation Analysis (Q94788) (← links)
- (Q94798) (redirect page) (← links)
- A Selective Overview of Sparse Principal Component Analysis (Q94801) (← links)
- amanpg (Q94802) (← links)
- (Q160359) (redirect page) (← links)
- Fisher’s Combined Probability Test for High-Dimensional Covariance Matrices (Q160361) (← links)
- Power-Enhanced Simultaneous Test of High-Dimensional Mean Vectors and Covariance Matrices with Application to Gene-Set Testing (Q160362) (← links)
- PEtests (Q160363) (← links)
- Sufficient forecasting using factor models (Q75240) (← links)
- sufficientForecasting (Q75243) (← links)
- Minimax optimal estimation of general bandable covariance matrices (Q391515) (← links)
- Nonconcave penalized composite conditional likelihood estimation of sparse Ising models (Q693730) (← links)
- Regularized rank-based estimation of high-dimensional nonparanormal graphical models (Q741796) (← links)
- A review of dynamic network models with latent variables (Q1670776) (← links)
- Optimal estimation of sparse correlation matrices of semiparametric Gaussian copulas (Q1748867) (← links)
- Estimating finite mixtures of ordinal graphical models (Q2141636) (← links)
- Model-based clustering of time-evolving networks through temporal exponential-family random graph models (Q2293378) (← links)
- Correction: Strong oracle optimality of folded concave penalized estimation (Q2343969) (← links)
- Strong oracle optimality of folded concave penalized estimation (Q2510819) (← links)
- Sure independence screening and compressed random sensing (Q3011156) (← links)
- Applications of Peter Hall's martingale limit theory to estimating and testing high dimensional covariance matrices (Q4558606) (← links)
- Positive-Definite ℓ<sub>1</sub>-Penalized Estimation of Large Covariance Matrices (Q4904725) (← links)
- (Q4928578) (← links)
- Inverse moment methods for sufficient forecasting using high-dimensional predictors (Q5081566) (← links)
- Alternating Direction Methods for Latent Variable Gaussian Graphical Model Selection (Q5378251) (← links)
- Rank-based tapering estimation of bandable correlation matrices (Q5413246) (← links)
- Compositional knockoff filter for high‐dimensional regression analysis of microbiome data (Q6052220) (← links)
- Robust Shape Matrix Estimation for High-Dimensional Compositional Data with Application to Microbial Inter-Taxa Analysis (Q6069886) (← links)
- Identification of microbial features in multivariate regression under false discovery rate control (Q6113732) (← links)
- Power-Enhanced Simultaneous Test of High-Dimensional Mean Vectors and Covariance Matrices with Application to Gene-Set Testing (Q6144769) (← links)
- Power enhancement for testing multi-factor asset pricing models via Fisher's method (Q6150526) (← links)
- Fisher’s Combined Probability Test for High-Dimensional Covariance Matrices (Q6154010) (← links)
- Robust Covariance Matrix Estimation for High-Dimensional Compositional Data with Application to Sales Data Analysis (Q6190722) (← links)
- Inverse Moment Methods for Sufficient Forecasting using High-Dimensional Predictors (Q6286119) (← links)
- Nonlinear Sufficient Dimension Reduction for Distribution-on-Distribution Regression (Q6404557) (← links)