| 2024-06 |
Estimation of the Local Conditional Tail Average Treatment Effect |
article |
web page(56) |
| 2022-03 |
Forecasting Expected Shortfall and Value-at-risk with Realized Variance Measures and the FZ Loss |
article |
web page(264) |
| 2021-01 |
An attention algorithm for solving large scale structured L0-norm penalty estimation problems |
article |
web page(139) |
| 2020-11 |
The Lower Regression Function and Testing Expectation Dependence Dominance Hypotheses |
article |
pdf(167) |
| 2020-04 |
Macroeconomic Forecasting Using Approximate Factor Models with Outliers |
article |
pdf(203) |
| 2019-07 |
Forward-Looking Information on Growth and Uncertainty Implied by Derivative Securities: Evidence from an Emerging Market |
article |
pdf(237) |
| 2019-03 |
Forward-Looking Information on Growth and Uncertainty Implied by Derivative Securities: Evidence from an Emerging Market |
article |
pdf(195) |
| 2017-08 |
Testing Forecast Accuracy of Expectiles and Quantiles with the Extremal Consistent Loss Functions |
conference |
pdf(450) |
| 2017-06 |
Testing Forecast Accuracy of Expectiles and Quantiles with the Extremal Consistent Loss Functions |
conference |
pdf(190) |
| 2017-02 |
Estimating Links of a Network from Time to Event Data |
article |
web page(702) |
| 2016-12 |
Testing Forecast Accuracy of Expectiles and Quantiles with the Extremal Consistent Loss Functions |
conference |
web page(354) |
| 2016-09 |
A Nonparametric Test of a Strong Leverage Hypothesis |
article |
pdf(542) |
| 2016-05 |
Risk Evaluations with Robust Approximate Factor Models |
article |
pdf(530) |
| 2016-04 |
Structured variable selection via prior-induced hierarchical penalty functions |
article |
pdf(594) |
| 2016 |
近似因子模型的有效估計-經由懲罰最小平方法 |
report |
pdf(238) |
| 2015-06 |
Sparse Weighted Norm Minimum Variance Portfolios |
article |
web page(783) |
| 2015 |
Sparse Weighted-Norm Minimum Variance Portfolios |
article |
web page(784) |
| 2014-08 |
Solving Norm Constrained Portfolio Optimization via Coordinate-Wise Descent Algorithms |
article |
pdf(1109) |
| 2013-04 |
Testing Jumps via False Discovery Rate Control |
article |
web page(642) |
| 2013-04 |
Testing Jumps via False Discovery Rate Control. |
article |
web page(1101) |
| 2010-09 |
Discussion on ＂Stability Selection＂ by Meinshausen and Buhlmann |
article |
pdf(1187) |
