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Panel quantile GARCH models under homogeneity Journal article
Zhu, Q., Li, W., Zhang, W., Li, G.. Panel quantile GARCH models under homogeneity[J]. Under R&R for Journal of Business & Economic Statistics., 2025.
Authors:  Zhu, Q.;  Li, W.;  Zhang, W.;  Li, G.
Favorite |  | Submit date：2024/08/05
Data-driven estimation for multi-threshold accelerate failure time model Journal article
Wan, C, Zeng, H., Zhang, W., Zhong, W., Zou, C.. Data-driven estimation for multi-threshold accelerate failure time model[J]. Under major revision for Scandinavian Journal of Statistics, 2025.
Authors:  Wan, C;  Zeng, H.;  Zhang, W.;  Zhong, W.;  Zou, C.
Favorite |  | Submit date：2024/08/05
A flexible and parsimonious modelling strategy for clustered data analysis Journal article
Huang, T., Pei, Y., You, J., Zhang, W.. A flexible and parsimonious modelling strategy for clustered data analysis[J]. Under major revision for The Annals of Applied Statistics., 2025.
Authors:  Huang, T.;  Pei, Y.;  You, J.;  Zhang, W.
Favorite |  | Submit date：2024/08/05
Homogeneity pursuit in clustered data analysis when cluster sizes are small Journal article
Sun, Y., Tan, L., Zhang, W., Zhu, Z.. Homogeneity pursuit in clustered data analysis when cluster sizes are small[J]. Under major revision for Journal of Business & Economic Statistics, 2025.
Authors:  Sun, Y.;  Tan, L.;  Zhang, W.;  Zhu, Z.
Favorite |  | Submit date：2024/08/05
A class of structured high-dimensional dynamic covariance matrices Journal article
Yang. J., Liang, H., Zhang, W.. A class of structured high-dimensional dynamic covariance matrices[J]. Communications in Mathematics and Statistics, 2024.
Authors:  Yang. J.;  Liang, H.;  Zhang, W.
Favorite |   IF:1.1/1.9 | Submit date：2024/08/05
High dimensional covariance matrices under dynamic volatility models: asymptotics and shrinkage estimation Journal article
DING YI, ZHENG, Xinghua. High dimensional covariance matrices under dynamic volatility models: asymptotics and shrinkage estimation[J]. The Annals of Statistics, 2024, 52, 1027–1049.
Authors:  DING YI;  ZHENG, Xinghua
Adobe PDF | Favorite |  | Submit date：2024/08/23
High-dimension  Dynamic Volatility Model  Sample Covariance Matrix  Spectral Distribution  Nonlinear Shrinkage  
DETECTION AND ESTIMATION OF STRUCTURAL BREAKS IN HIGH-DIMENSIONAL FUNCTIONAL TIME SERIES Journal article
Li, Degui, Li, Runze, Shang, Han Lin. DETECTION AND ESTIMATION OF STRUCTURAL BREAKS IN HIGH-DIMENSIONAL FUNCTIONAL TIME SERIES[J]. Annals of Statistics, 2024, 52(4), 1716-1740.
Authors:  Li, Degui;  Li, Runze;  Shang, Han Lin
Favorite | TC[WOS]:1 TC[Scopus]:2  IF:3.2/4.8 | Submit date：2024/11/05
Clustering  Cusum  Functional Time Series  Power Enhancement  Structural Breaks  
Individualized causal mediation analysis with continuous treatment using conditional generative adversarial networks Journal article
Huan, Cheng, Song, Xinyuan, Yuan, Hongwei. Individualized causal mediation analysis with continuous treatment using conditional generative adversarial networks[J]. Statistics and Computing, 2024, 34(5), 170.
Authors:  Huan, Cheng;  Song, Xinyuan;  Yuan, Hongwei
Favorite | TC[WOS]:0 TC[Scopus]:0  IF:1.6/2.0 | Submit date：2024/09/03
Causal Mediation Analysis  Cgan  Continuous Treatment  Distribution Matching  Individualized Causal Effects  
HIGH-DIMENSIONAL COVARIANCE MATRICES UNDER DYNAMIC VOLATILITY MODELS: ASYMPTOTICS AND SHRINKAGE ESTIMATION Journal article
DING YI, Xinghua Zheng. HIGH-DIMENSIONAL COVARIANCE MATRICES UNDER DYNAMIC VOLATILITY MODELS: ASYMPTOTICS AND SHRINKAGE ESTIMATION[J]. Annals of Statistics, 2024, 52(3), 1027-1049.
Authors:  DING YI;  Xinghua Zheng
Favorite | TC[WOS]:0 TC[Scopus]:1  IF:3.2/4.8 | Submit date：2024/06/17
Dynamic Volatility Model  High-dimension  Nonlinear Shrinkage  Sample Covariance Matrix  Spectral Distribution  
A Time-Varying Network for Cryptocurrencies Journal article
Guo, Li, Wolfgang K. Härdle, Tao, Yubo. A Time-Varying Network for Cryptocurrencies[J]. Journal of Business and Economic Statistics, 2024, 42(2), 437-456.
Authors:  Guo, Li;  Wolfgang K. Härdle;  Tao, Yubo
Favorite | TC[WOS]:6 TC[Scopus]:2  IF:2.9/4.8 | Submit date：2022/11/12
Co-clustering  Community Detection  Covariates  Dynamic Stochastic Blockmodel  Network Risk  Momentum