| Publication | Date of Publication | Type |
|---|
Estimation of Out-of-Sample Sharpe Ratio for High Dimensional Portfolio Optimization
Journal of the American Statistical Association | 2026-04-21 | Paper |
Spectral ranking inferences based on general multiway comparisons
Operations Research | 2026-02-18 | Paper |
The Schur positivity of Lucas binomial differences
(available as arXiv preprint) | 2026-01-01 | Paper |
Inference on time series nonparametric conditional moment restrictions using nonlinear sieves
Journal of Econometrics | 2025-06-19 | Paper |
Ranking Inferences Based on the Top Choice of Multiway Comparisons
Journal of the American Statistical Association | 2025-04-22 | Paper |
Volatility prediction comparison via robust volatility proxies: an empirical deviation perspective
Journal of Econometrics | 2024-03-06 | Paper |
Estimation of Out-of-Sample Sharpe Ratio for High Dimensional Portfolio Optimization
(available as arXiv preprint) | 2024-01-01 | Paper |
The \(\mathfrak{uvu}\)-avoiding \((a, b, c)\)-generalized Motzkin paths with vertical steps: bijections and statistic enumerations
Graphs and Combinatorics | 2023-10-31 | Paper |
Some statistics on generalized Motzkin paths with vertical steps
Graphs and Combinatorics | 2022-11-29 | Paper |
| Difference properties of Riordan arrays and their applications | 2022-11-08 | Paper |
A shrinkage principle for heavy-tailed data: high-dimensional robust low-rank matrix recovery
The Annals of Statistics | 2021-09-28 | 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 |
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 |
An \(\ell_{\infty}\) eigenvector perturbation bound and its application
(available as arXiv preprint) | 2018-11-22 | Paper |
| An \(\ell_{\infty}\) eigenvector perturbation bound and its application | 2018-11-22 | Paper |
Large covariance estimation through elliptical factor models
The Annals of Statistics | 2018-09-14 | 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 |
Robust adaptive position and force controller design of robot manipulator using fuzzy neural networks
Nonlinear Dynamics | 2016-11-16 | 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 |
