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An Adaptive Weighted Component Test for High-Dimensional Means Journal article
Yidi Qu, Lianjie Shu, Jinfeng Xu. An Adaptive Weighted Component Test for High-Dimensional Means[J]. Statistica Sinica, doi:10.5705/ss.202022.0143, 2024.
Authors:  Yidi Qu;  Lianjie Shu;  Jinfeng Xu
Favorite |  | Submit date：2023/08/15
2024 International Chinese Statistical Association Conference Conference
2024
Authors:  SHU LIANJIE
Favorite |  | Submit date：2024/08/12
scDMV: a zero-one inflated beta mixture model for DNA methylation variability with scBS-seq data Journal article
Zhou, Yan, Zhang, Ying, Peng, Minjiao, Zhang, Yaru, Li, Chenghao, Shu, Lianjie, Hu, Yaohua, Su, Jianzhong, Xu, Jinfeng. scDMV: a zero-one inflated beta mixture model for DNA methylation variability with scBS-seq data[J]. Bioinformatics, 2024, 40(1), btad772.
Authors:  Zhou, Yan;  Zhang, Ying;  Peng, Minjiao;  Zhang, Yaru;  Li, Chenghao; et al.
Favorite | TC[WOS]:0 TC[Scopus]:0  IF:4.4/7.6 | Submit date：2024/02/22
An enhanced factor model for portfolio selection in high dimensions Journal article
Shi, Fangquan, Shu, Lianjie, Gu, Xinhua. An enhanced factor model for portfolio selection in high dimensions[J]. Journal of Financial Ecnometrics, 2024, 22(1), 94-118.
Authors:  Shi, Fangquan;  Shu, Lianjie;  Gu, Xinhua
Favorite | TC[WOS]:1 TC[Scopus]:1  IF:1.8/4.0 | Submit date：2022/08/31
Asset Allocation  Mixed Factors  Diagonally-dominant Covariances  
High-dimensional sparse index tracking based on a multi-step convex optimization approach Journal article
Shi Fangquan, Shu Lianjie, Luo Yiling, Huo Xiaoming. High-dimensional sparse index tracking based on a multi-step convex optimization approach[J]. Quantitative Finance, 2023, 23(9), 1361-1372.
Authors:  Shi Fangquan;  Shu Lianjie;  Luo Yiling;  Huo Xiaoming
Favorite | TC[WOS]:0 TC[Scopus]:1  IF:1.5/2.2 | Submit date：2023/08/15
Finance  Index Tracking  Sparsity  Cardinality  Lasso  
High-dimensional portfolio selection through a robust Glasso approach Conference paper
Shu LJ(舒連杰). High-dimensional portfolio selection through a robust Glasso approach[C], 2023.
Authors:  Shu LJ(舒連杰)
Favorite |  | Submit date：2023/08/21
A generalized exponentially weighted moving average control chart for monitoring autocorrelated vectors Journal article
Binhui Wang, Zhifeng He, Lianjie Shu. A generalized exponentially weighted moving average control chart for monitoring autocorrelated vectors[J]. Communications in Statistics: Simulation and Computation, 2023, 52(6), 2559 - 2577.
Authors:  Binhui Wang;  Zhifeng He;  Lianjie Shu
Favorite | TC[WOS]:1 TC[Scopus]:1  IF:0.8/0.9 | Submit date：2022/05/13
Average Run Length  Full Smoothing Matrix  Vector Autocorrelated Processes  
Phase I Monitoring Method for Sparse Mean Shifts in High Dimension Conference paper
Shu LJ(舒連杰). Phase I Monitoring Method for Sparse Mean Shifts in High Dimension[C], 2023.
Authors:  Shu LJ(舒連杰)
Favorite |  | Submit date：2023/08/21
Phase I Monitoring Method Based on Improved Hotelling's Scheme Conference paper
Shu LJ(舒連杰). Phase I Monitoring Method Based on Improved Hotelling's Scheme[C], 2023.
Authors:  Shu LJ(舒連杰)
Favorite |  | Submit date：2023/08/21
Joint Diagnosis of High-dimensional Process Mean and Covariance Matrix based on Bayesian Model Selection Journal article
Feng Xu, Lianjie Shu, Yanting Li, Binhui Wang. Joint Diagnosis of High-dimensional Process Mean and Covariance Matrix based on Bayesian Model Selection[J]. TECHNOMETRICS, 2023, 65(4), 465-479.
Authors:  Feng Xu;  Lianjie Shu;  Yanting Li;  Binhui Wang
Favorite | TC[WOS]:0 TC[Scopus]:0  IF:2.3/2.9 | Submit date：2023/08/15
Bayesian Model Selection  Fault Isolation  High-dimensional  Nonlocal Density