| 2024-06 |
Estimation of the Local Conditional Tail Average Treatment Effect |
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web page(66) |
| 2022-03 |
Forecasting Expected Shortfall and Value-at-risk with Realized Variance Measures and the FZ Loss |
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| 2021-01 |
An attention algorithm for solving large scale structured L0-norm penalty estimation problems |
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| 2020-11 |
The Lower Regression Function and Testing Expectation Dependence Dominance Hypotheses |
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pdf(176) |
| 2020-04 |
Macroeconomic Forecasting Using Approximate Factor Models with Outliers |
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pdf(214) |
| 2019-07 |
Forward-Looking Information on Growth and Uncertainty Implied by Derivative Securities: Evidence from an Emerging Market |
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pdf(247) |
| 2019-03 |
Forward-Looking Information on Growth and Uncertainty Implied by Derivative Securities: Evidence from an Emerging Market |
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pdf(202) |
| 2017-02 |
Estimating Links of a Network from Time to Event Data |
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| 2016-09 |
A Nonparametric Test of a Strong Leverage Hypothesis |
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pdf(552) |
| 2016-05 |
Risk Evaluations with Robust Approximate Factor Models |
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pdf(549) |
| 2016-04 |
Structured variable selection via prior-induced hierarchical penalty functions |
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pdf(606) |
| 2015-06 |
Sparse Weighted Norm Minimum Variance Portfolios |
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web page(807) |
| 2015 |
Sparse Weighted-Norm Minimum Variance Portfolios |
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web page(801) |
| 2014-08 |
Solving Norm Constrained Portfolio Optimization via Coordinate-Wise Descent Algorithms |
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pdf(1126) |
| 2013-04 |
Testing Jumps via False Discovery Rate Control |
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| 2013-04 |
Testing Jumps via False Discovery Rate Control. |
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| 2010-09 |
Discussion on ＂Stability Selection＂ by Meinshausen and Buhlmann |
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pdf(1194) |
