|
FACTOR-AUGMENTED MODEL FOR FUNCTIONAL DATA
|
Statistica Sinica |
2024 |
A |
|
Time-varying minimum variance portfolio
|
Journal of Econometrics |
2024 |
A* |
|
INTERACTIVE EFFECTS PANEL DATA MODELS with GENERAL FACTORS and REGRESSORS
|
Econometric Theory |
2023 |
A* |
|
Robust PCA for high-dimensional data based on characteristic transformation
|
Australian and New Zealand Journal of Statistics |
2023 |
A |
|
Clustering and Forecasting Multiple Functional Time Series
|
Annals of Applied Statistics |
2022 |
A |
|
Feature extraction for functional time series: Theory and application to NIR spectroscopy data
|
Journal of Multivariate Analysis |
2022 |
A |
|
Mortality forecasting using factor models: Time-varying or time-invariant factor loadings?
|
Insurance: Mathematics & Economics |
2021 |
A* |
|
Recursive estimation in large panel data models: Theory and practice
|
Journal of Econometrics |
2021 |
A* |
|
Shrinkage estimation of the varying-coefficient model with continuous and categorical covariates
|
Economics Letters |
2021 |
A |
|
High-dimensional functional time series forecasting: An application to age-specific mortality rates
|
Journal of Multivariate Analysis |
2019 |
A |
|
High dimensional correlation matrices: the central limit theorem and its applications
|
Journal of the Royal Statistical Society, Series B (Statistical Methodology) |
2016 |
A* |
|
Independence test for high dimensional data based on regularized canonical correlation coefficients
|
Annals of Statistics |
2015 |
A* |
|
Testing independence among a large number of high-dimensional random vectors
|
Journal of the American Statistical Association |
2014 |
A* |
|
Estimating multiple option Greeks simultaneously using random parameter regression
|
Journal of Computational Finance |
2012 |
C |
|
The convergence of the empirical distribution of canonical correlation coefficients
|
Electronic Journal of Probability |
2012 |
A |