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Asset selection based on high frequency Sharpe ratio 期刊论文
JOURNAL OF ECONOMETRICS, 2022, 卷号: 227, 期号: 1, 页码: 168-188
作者:  Wang, Christina Dan;  Chen, Zhao;  Lian, Yimin;  Chen, Min
收藏  |  浏览/下载:157/0  |  提交时间:2022/04/29
Asset selection  High frequency Sharpe ratio  Ultrahigh dimensional  Serial correlation  Sure screening property  
A rank-based approach to estimating monotone individualized two treatment regimes 期刊论文
COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2020, 卷号: 151, 页码: 12
作者:  Zhang, Haixiang;  Huang, Jian;  Sun, Liuquan
收藏  |  浏览/下载:173/0  |  提交时间:2020/09/23
Generalized regression  Individualized treatment rule  Outlier  Personalized medicine  Rank correlation  
Asymptotics for 2D critical and near-critical first-passage percolation 期刊论文
PROBABILITY THEORY AND RELATED FIELDS, 2019, 卷号: 175, 期号: 3-4, 页码: 975-1019
作者:  Yao, Chang-Long
收藏  |  浏览/下载:155/0  |  提交时间:2020/05/24
Percolation  First passage percolation  Correlation length  Scaling limit  Conformal loop ensemble  
Sparse Weighted Canonical Correlation Analysis 期刊论文
CHINESE JOURNAL OF ELECTRONICS, 2018, 卷号: 27, 期号: 3, 页码: 459-466
作者:  Min Wenwen;  Liu Juan;  Zhang Shihua
收藏  |  浏览/下载:165/0  |  提交时间:2018/07/30
Canonical correlation analysis (CCA)  Sparse canonical correlation analysis (SCCA)  Sparse weighted CCA (SWCCA)  Group LASSO regularized SWCCA  Multi-view SWCCA  
Variable screening for ultrahigh dimensional heterogeneous data via conditional quantile correlations 期刊论文
JOURNAL OF MULTIVARIATE ANALYSIS, 2018, 卷号: 165, 页码: 1-13
作者:  Zhang, Shucong;  Zhou, Yong
收藏  |  浏览/下载:170/0  |  提交时间:2018/07/30
Conditional quantile correlation  Conditional quantile screening  Ultrahigh dimensionality  Varying coefficient models  
Model-free feature screening for ultrahigh-dimensional data conditional on some variables 期刊论文
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 2018, 卷号: 70, 期号: 2, 页码: 283-301
作者:  Liu, Yi;  Wang, Qihua
收藏  |  浏览/下载:207/0  |  提交时间:2018/07/30
Conditional distance correlation  Feature selection  Sure screening property  High-dimensional data  
Local Discriminant Canonical Correlation Analysis for Supervised PolSAR Image Classification 期刊论文
IEEE GEOSCIENCE AND REMOTE SENSING LETTERS, 2017, 卷号: 14, 期号: 11, 页码: 2102-2106
作者:  Huang, Xiayuan;  Zhang, Bo;  Qiao, Hong;  Nie, Xiangli
收藏  |  浏览/下载:134/0  |  提交时间:2018/07/30
Canonical correlation analysis (CCA)  dimensionality reduction (DR)  local discriminant embedding (LDE)  multiview feature extraction  supervised polarimetric synthetic aperture radar (PolSAR) image classification  
Sure explained variability and independence screening 期刊论文
JOURNAL OF NONPARAMETRIC STATISTICS, 2017, 卷号: 29, 期号: 4, 页码: 849-883
作者:  Chen, Min;  Lian, Yimin;  Chen, Zhao;  Zhang, Zhengjun
收藏  |  浏览/下载:164/0  |  提交时间:2018/07/30
Feature screening  sure screening property  generalised measures of correlation  nonparametric inference  model-free approach  
Statistical Inference on Seemingly Unrelated Single-Index Regression Models 期刊论文
ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2016, 卷号: 32, 期号: 4, 页码: 945-956
作者:  He, Bing;  You, Jin-hong;  Chen, Min
收藏  |  浏览/下载:136/0  |  提交时间:2018/07/30
seemingly unrelated  contemporaneous correlation  single-index  weighted estimation  
A varying-coefficient approach to estimating multi-level clustered data models 期刊论文
TEST, 2015, 卷号: 24, 期号: 2, 页码: 417-440
作者:  You, Jinhong;  Wan, Alan T. K.;  Liu, Shu;  Zhou, Yong
收藏  |  浏览/下载:117/0  |  提交时间:2018/07/30
Asymptotic normality  Correlation  Nonparametric  Clustered data  Two-stage estimation