Journal Article |
File Downloads |
Abstract Views |

Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |

A Design-Adaptive Local Polynomial Estimator for the Errors-in-Variables Problem |
0 |
0 |
0 |
20 |
0 |
1 |
2 |
59 |

A Reexamination of Diffusion Estimators With Applications to Financial Model Validation |
0 |
1 |
1 |
18 |
2 |
3 |
14 |
85 |

A class of weighted dependence measures for bivariate failure time data |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
36 |

A crossvalidation method for estimating conditional densities |
0 |
0 |
1 |
21 |
0 |
0 |
5 |
81 |

A projection-based conditional dependence measure with applications to high-dimensional undirected graphical models |
0 |
1 |
1 |
1 |
0 |
4 |
10 |
10 |

A road to classification in high dimensional space: the regularized optimal affine discriminant |
0 |
0 |
2 |
28 |
0 |
0 |
7 |
100 |

Adaptive Huber Regression |
0 |
0 |
1 |
1 |
1 |
4 |
13 |
13 |

Adaptive varying‐coefficient linear models |
0 |
0 |
0 |
34 |
2 |
2 |
3 |
149 |

Aggregation of Nonparametric Estimators for Volatility Matrix |
0 |
0 |
1 |
5 |
1 |
1 |
2 |
29 |

An overview of the estimation of large covariance and precision matrices |
0 |
3 |
13 |
31 |
1 |
5 |
20 |
88 |

Analysis of Longitudinal Data With Semiparametric Estimation of Covariance Function |
0 |
0 |
1 |
12 |
0 |
0 |
2 |
79 |

Average Regression Surface for Dependent Data |
0 |
1 |
1 |
11 |
0 |
1 |
1 |
47 |

Bias correction and higher order kernel functions |
0 |
0 |
1 |
43 |
1 |
2 |
4 |
117 |

Comment |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
21 |

Comment |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
43 |

Comments on «Wavelets in statistics: A review» by A. Antoniadis |
0 |
2 |
2 |
39 |
1 |
4 |
6 |
116 |

Comments on: Dynamic relations for sparsely sampled Gaussian processes |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
23 |

Comments on: ℓ 1 -penalization for mixture regression models |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
33 |

Conditional Sure Independence Screening |
0 |
0 |
0 |
1 |
1 |
2 |
4 |
11 |

Discussion |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
8 |

Discussion of ‘Post selection shrinkage estimation for high‐dimensional data analysis’ |
0 |
0 |
0 |
2 |
0 |
1 |
1 |
5 |

Dynamic Integration of Time- and State-Domain Methods for Volatility Estimation |
0 |
0 |
0 |
14 |
0 |
0 |
3 |
46 |

Embracing the Blessing of Dimensionality in Factor Models |
0 |
0 |
1 |
1 |
1 |
1 |
4 |
11 |

Error Variance Estimation in Ultrahigh-Dimensional Additive Models |
0 |
0 |
1 |
4 |
0 |
0 |
5 |
15 |

Estimation of high dimensional mean regression in the absence of symmetry and light tail assumptions |
0 |
0 |
1 |
11 |
2 |
2 |
15 |
36 |

Estimation of the Continuous and Discontinuous Leverage Effects |
1 |
1 |
2 |
2 |
1 |
1 |
7 |
11 |

Estimation of the false discovery proportion with unknown dependence |
0 |
0 |
2 |
6 |
0 |
2 |
10 |
28 |

Factor GARCH-Itô models for high-frequency data with application to large volatility matrix prediction |
1 |
1 |
6 |
16 |
2 |
7 |
22 |
46 |

Factor-adjusted regularized model selection |
0 |
0 |
5 |
5 |
4 |
8 |
22 |
22 |

FarmTest: Factor-Adjusted Robust Multiple Testing With Approximate False Discovery Control |
0 |
0 |
1 |
1 |
1 |
5 |
7 |
7 |

Feature Augmentation via Nonparametrics and Selection (FANS) in High-Dimensional Classification |
0 |
0 |
1 |
3 |
0 |
3 |
7 |
23 |

Finance and Cluster-Based Industrial Development in China |
0 |
0 |
1 |
114 |
0 |
4 |
14 |
423 |

Generalised likelihood ratio tests for spectral density |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
46 |

Generalized high-dimensional trace regression via nuclear norm regularization |
0 |
1 |
6 |
6 |
3 |
7 |
25 |
30 |

Goodness-of-Fit Tests for Parametric Regression Models |
0 |
0 |
0 |
18 |
1 |
2 |
6 |
101 |

High dimensional covariance matrix estimation using a factor model |
1 |
2 |
13 |
380 |
3 |
7 |
39 |
1,019 |

High dimensional semiparametric latent graphical model for mixed data |
0 |
0 |
1 |
7 |
1 |
1 |
9 |
31 |

High-Frequency Covariance Estimates With Noisy and Asynchronous Financial Data |
0 |
0 |
0 |
22 |
0 |
0 |
3 |
120 |

Homogeneity Pursuit |
0 |
0 |
1 |
1 |
0 |
0 |
1 |
12 |

Incorporating Global Industrial Classification Standard Into Portfolio Allocation: A Simple Factor-Based Large Covariance Matrix Estimator With High-Frequency Data |
0 |
0 |
2 |
6 |
1 |
1 |
11 |
24 |

Large covariance estimation by thresholding principal orthogonal complements |
0 |
0 |
4 |
13 |
1 |
2 |
19 |
87 |

Local Polynomial Regression: Optimal Kernels and Asymptotic Minimax Efficiency |
0 |
0 |
2 |
72 |
0 |
2 |
9 |
247 |

Local maximum likelihood estimation and inference |
0 |
0 |
0 |
0 |
2 |
3 |
3 |
3 |

Minimax estimation of a bounded squared mean |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
41 |

Modelling multivariate volatilities via conditionally uncorrelated components |
0 |
0 |
0 |
20 |
0 |
0 |
0 |
65 |

Multi-Agent Inference in Social Networks: A Finite Population Learning Approach |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
17 |

Multi-Scale Jump and Volatility Analysis for High-Frequency Financial Data |
0 |
4 |
5 |
79 |
1 |
6 |
14 |
253 |

Multitask Quantile Regression Under the Transnormal Model |
0 |
0 |
1 |
1 |
0 |
0 |
4 |
8 |

Multivariate regression estimation with errors-in-variables: Asymptotic normality for mixing processes |
0 |
0 |
0 |
34 |
0 |
2 |
3 |
110 |

New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis |
0 |
1 |
2 |
50 |
1 |
2 |
10 |
176 |

NiFe/INSULATOR/CuCOMPOSITE WIRES AND THEIR GIANT MAGNETO-IMPEDANCE EFFECTS |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
4 |

Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Additive Models |
0 |
0 |
1 |
14 |
1 |
1 |
8 |
138 |

Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models |
0 |
0 |
0 |
3 |
0 |
0 |
12 |
50 |

Nonparametric Inferences for Additive Models |
0 |
0 |
0 |
61 |
0 |
1 |
2 |
175 |

Nonparametric Modeling of Longitudinal Covariance Structure in Functional Mapping of Quantitative Trait Loci |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
3 |

Nonparametric Transition-Based Tests for Jump Diffusions |
0 |
0 |
0 |
10 |
0 |
0 |
2 |
57 |

Nonparametric inference with generalized likelihood ratio tests |
0 |
0 |
1 |
103 |
1 |
1 |
3 |
237 |

One‐step local quasi‐likelihood estimation |
0 |
0 |
0 |
29 |
1 |
1 |
1 |
100 |

Option Pricing With Model-Guided Nonparametric Methods |
0 |
0 |
2 |
12 |
0 |
0 |
3 |
63 |

Parametrically guided generalised additive models with application to mergers and acquisitions data |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
3 |

Partially Linear Hazard Regression for Multivariate Survival Data |
0 |
0 |
0 |
14 |
0 |
0 |
1 |
56 |

Partially linear hazard regression with varying coefficients for multivariate survival data |
0 |
0 |
0 |
46 |
0 |
0 |
0 |
144 |

Penalized composite quasi‐likelihood for ultrahigh dimensional variable selection |
0 |
0 |
0 |
0 |
0 |
2 |
11 |
78 |

Power Enhancement in High‐Dimensional Cross‐Sectional Tests |
0 |
0 |
1 |
9 |
1 |
5 |
12 |
64 |

Quasi-Maximum Likelihood Estimation of GARCH Models With Heavy-Tailed Likelihoods |
0 |
0 |
1 |
9 |
0 |
2 |
7 |
59 |

Rates of convergence for the pre-asymptotic substitution bandwidth selector |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
46 |

Regularization in statistics |
0 |
0 |
1 |
200 |
1 |
4 |
9 |
551 |

Regularization of Wavelet Approximations |
0 |
1 |
1 |
29 |
1 |
5 |
9 |
102 |

Rejoinder |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
13 |

Rejoinder |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
32 |

Rejoinder on: Nonparametric inference with generalized likelihood ratio tests |
0 |
0 |
0 |
19 |
0 |
0 |
0 |
54 |

Risks of large portfolios |
0 |
0 |
2 |
12 |
1 |
4 |
9 |
66 |

Robust High-Dimensional Volatility Matrix Estimation for High-Frequency Factor Model |
0 |
0 |
0 |
2 |
0 |
1 |
5 |
10 |

Robust Measures of Earnings Surprises |
0 |
0 |
1 |
8 |
1 |
4 |
25 |
70 |

Robust covariance estimation for approximate factor models |
0 |
0 |
6 |
10 |
0 |
0 |
14 |
41 |

Robust estimation of high-dimensional covariance and precision matrices |
0 |
0 |
0 |
1 |
0 |
1 |
4 |
17 |

Robust inference of risks of large portfolios |
0 |
0 |
1 |
1 |
0 |
0 |
6 |
24 |

Robust principal component analysis for functional data |
0 |
1 |
4 |
175 |
0 |
3 |
13 |
544 |

Semilinear High-Dimensional Model for Normalization of Microarray Data: A Theoretical Analysis and Partial Consistency |
0 |
0 |
0 |
24 |
0 |
0 |
0 |
103 |

Semiparametric Estimation of Covariance Matrixes for Longitudinal Data |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
52 |

Semiparametric estimation of Value at Risk |
0 |
0 |
0 |
245 |
0 |
0 |
1 |
639 |

Simultaneous Confidence Bands and Hypothesis Testing in Varying‐coefficient Models |
0 |
0 |
0 |
52 |
0 |
1 |
4 |
222 |

Sparse High-Dimensional Models in Economics |
0 |
0 |
3 |
28 |
1 |
1 |
11 |
137 |

Sparsifying the Fisher linear discriminant by rotation |
1 |
1 |
1 |
2 |
4 |
4 |
6 |
39 |

Spatially Varying Coefficient Model for Neuroimaging Data With Jump Discontinuities |
0 |
0 |
0 |
3 |
1 |
1 |
3 |
18 |

Special Issue on Big Data |
0 |
0 |
1 |
5 |
1 |
1 |
10 |
27 |

Structured volatility matrix estimation for non-synchronized high-frequency financial data |
0 |
0 |
0 |
1 |
1 |
4 |
10 |
27 |

Sufficient forecasting using factor models |
1 |
1 |
2 |
22 |
3 |
5 |
15 |
103 |

Sure independence screening for ultrahigh dimensional feature space |
0 |
0 |
1 |
129 |
2 |
6 |
26 |
512 |

Testing and detecting jumps based on a discretely observed process |
0 |
0 |
0 |
37 |
0 |
0 |
0 |
155 |

The leverage effect puzzle: Disentangling sources of bias at high frequency |
0 |
0 |
1 |
26 |
1 |
1 |
10 |
241 |

To How Many Simultaneous Hypothesis Tests Can Normal, Student's t or Bootstrap Calibration Be Applied? |
0 |
0 |
0 |
10 |
0 |
1 |
2 |
66 |

Two‐step estimation of functional linear models with applications to longitudinal data |
0 |
0 |
0 |
36 |
1 |
1 |
2 |
151 |

Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties |
1 |
2 |
11 |
204 |
6 |
14 |
68 |
899 |

Variable selection for multivariate failure time data |
0 |
0 |
1 |
17 |
0 |
0 |
4 |
92 |

Variance estimation using refitted cross‐validation in ultrahigh dimensional regression |
0 |
0 |
1 |
19 |
0 |
0 |
6 |
85 |

Vast Portfolio Selection With Gross-Exposure Constraints |
0 |
0 |
0 |
13 |
1 |
4 |
11 |
98 |

Vast Volatility Matrix Estimation Using High-Frequency Data for Portfolio Selection |
0 |
0 |
0 |
8 |
0 |
1 |
5 |
60 |

What Does the Volatility Risk Premium Say About Liquidity Provision and Demand for Hedging Tail Risk? |
1 |
1 |
1 |
2 |
2 |
2 |
3 |
15 |

Total Journal Articles |
7 |
25 |
128 |
2,839 |
67 |
182 |
734 |
10,753 |