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41. The Elements of Financial Econometrics
图书/专著 2015 United States 美国 English 英语 Cambridge University Press 剑桥大学出版社
42. Nonlinear Time Series: Nonparametric and Parametric Methods
图书/专著 2003 United States 美国 English 英语 Springer 施普林格
43. Local Polynomial Modelling and its Applications
图书/专著 1996 United States 美国 English 英语 Chapman and Hall
44. Local Modeling: Density estimation and Nonparametric Regression
析出章节 2003 United States 美国 English 英语 World Scientific 世界科学出版社
45. Large covariance estimation through elliptical factor modelsAnnals of Statistics
期刊文章 2018 United States 美国 English 英语
46. Are Discoveries Spurious? Distributions of Maximum Spurious Correlations and Their ApplicationsAnnals of Statistics
期刊文章 2018 United States 美国 English 英语
47. Estimation of the continuous and discontinuous leverage effectsJournal of American Statistical Association
期刊文章 2017 United States 美国 English 英语
48. Sufficient forecasting using factor modelsJournal of Econometrics
期刊文章 2017 United States 美国 English 英语
49. Asymptotics of empirical eigen-structure for high dimensional spiked covarianceAnnals of Statistics
期刊文章 2017 United States 美国 English 英语
50. Principal component analysis for big data
析出章节 2018
51. Nonparametric inference with generalized likelihood ratio testsTest
期刊文章 2007 United States 美国 English 英语
52. Spatially Varying Coefficient Model for Neuroimaging Data with Jump DiscontinuitiesJournal of American Statistical Association
期刊文章 2014 United States 美国 English 英语 American Statistical Association
53. Quasi Maximum Likelihood Estimation of GARCH Models with Heavy-Tailed Likelihoods (with discussion)Journal of Business and Economics Statistics
期刊文章 2014 United States 美国 English 英语
54. An overview in Chinese
网页 China 中国 Simplified Chinese 中文简体
55. Adaptation to high spatial inhomogeneity using wavelet methodsStatistica Sinica
期刊文章 1999 United States 美国 English 英语
56. Local Maximum Likelihood Estimation and InferenceJournal Royal Statistics Society B
期刊文章 1998 United States 美国 English 英语
57. Automatic local smoothing for spectral density estimationScandinavian Journal of Statistics
期刊文章 1998 United States 美国 English 英语
58. Semilinear high-dimensional model for normalization of microarray data: a theoretical analysis and partial consistencyJournal of American Statistical Association
期刊文章 2005 United States 美国 English 英语
59. New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data AnalysisJournal of the American Statistical Association
期刊文章 2004 United States 美国 English 英语
60. Generalized likelihood ratio tests for spectral densityBiometrika
期刊文章 2004 United States 美国 English 英语
61. Time-dependent Diffusion Models for Term Structure Dynamics and the Stock Price VolatilityStatistica Sinica
期刊文章 2003 United States 美国 English 英语
62. Wavelet deconvolutionIEEE Transactions on Information Theory
期刊文章 2002 United States 美国 English 英语
63. Local Polynomial Estimation of Regression functions for mixing processesScandinavian Journal of Statistics
期刊文章 1997 United States 美国 English 英语
64. Comment on "Wavelets in Statistics: a review" by A. AntoniadisJour. Ital. Statist. Soc.
期刊文章 1997 United States 美国 English 英语
65. Comment on 'Inference for semiparametric models: Some Questions and an Answer' by Bickel and KwonStatistica Sinica
期刊文章 2001 United States 美国 English 英语
66. Functional-coefficient regression models for nonlinear time seriesJournal of American Statistical Association
期刊文章 2000 United States 美国 English 英语 American Statistical Association
67. Varying coefficient functional linear regressionBernoulli
期刊文章 2010 United States 美国 English 英语
68. Ultrahigh dimensional variable selection: beyond the lienar modelJournal of Machine Learning Research
期刊文章 2009 United States 美国 English 英语
69. To how many simultaneous hypothesis tests can normal, Student's t or bootstrap calibration be applied?Journal of American Statistical Association
期刊文章 2007 United States 美国 English 英语
70. Heterogeneity adjustment with applications to graphical model inferenceElectronic Journal of Statistics
期刊文章 2018
71. Partial consistency with sparse incidental parametersStatistica Sinica
期刊文章 2018
72. Sufficient forecasting using factor modelsJournal of Econometrics
期刊文章 2017
73. High dimensional semiparametric latent graphical model for mixed dataJournal of the Royal Statistical Society, Series B
期刊文章 2017
74. Statistical Challenges with High Dimensionality: Feature Selection in Knowledge Discovery
会议文献 2006
75. Comments on quantile autoregressionJournal of American Statistical Association
期刊文章 2006 American Statistical Association
76. High-dimensional classification
析出章节 2011 United States 美国 English 英语 World Scientific 世界科学出版社
77. Robust high-dimensional volatility matrix estimation for high-frequency factor modelJournal of American Statistical Association
期刊文章 2018 United States 美国 English 英语 American Statistical Association
78. A new perspective on robust M-estimation: Finite sample theory and applications to dependence-adjusted multiple testingAnnals of Statistics
期刊文章 2018 United States 美国 English 英语
79. Robust estimation of high dimensional covariance and precision matricesBiometrika
期刊文章 2018 United States 美国 English 英语
80. Heterogeneity adjustment with applications to graphical model inferenceElectronic Journal of Statistics
期刊文章 2018 United States 美国 English 英语