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High dimensional covariance matrix estimation using a factor model
Fan, Jianqing; Fan, Yingying; Lv, Jinchi - In: Journal of econometrics 147 (2008) 1, pp. 186-197
Persistent link: https://www.econbiz.de/10008143194
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High dimensional covariance matrix estimation using a factor model
Fan, Jianqing; Fan, Yingying; Lv, Jinchi - In: Journal of econometrics 147 (2008) 1, pp. 186-198
Persistent link: https://www.econbiz.de/10008898195
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Theory and Methods - Dynamic Integration of Time- and State-Domain Methods for Volatility Estimation
Fan, Jianqing; Fan, Yingying; Jiang, Jiancheng - In: Journal of the American Statistical Association : JASA 102 (2007) 478, pp. 618-631
Persistent link: https://www.econbiz.de/10007741785
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Theory and Methods - Comment - Quantile Autoregression
Fan, Jianqing; Fan, Yingying - In: Journal of the American Statistical Association : JASA 101 (2006) 475, pp. 991-993
Persistent link: https://www.econbiz.de/10007292906
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Testing and detecting jumps based on a discretely observed process
Fan, Yingying; Fan, Jianqing - In: Journal of econometrics 164 (2011) 2, pp. 331-345
Persistent link: https://www.econbiz.de/10009291422
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High-Dimensional Sparse Additive Hazards Regression
Lin, Wei; Lv, Jinchi - In: Journal of the American Statistical Association : JASA 108 (2013) 501, pp. 247-264
Persistent link: https://www.econbiz.de/10010092911
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Sparse high-dimensional models in economics
Fan, Jianqing; Lv, Jinchi; Qi, Lei - In: Annual review of economics 3 (2011), pp. 291-317
Persistent link: https://www.econbiz.de/10009904926
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Capacity Reliability of Water Distribution Networks
Li, D.; Dolezal, T.; Haimes, Y.Y. - In: Reliability engineering & system safety 42 (1993) 1, pp. 29-38
Persistent link: https://www.econbiz.de/10006869436
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On the Characteristics of Extreme Values for Series Systems
Pannullo, J.E.; Li, D.; Haimes, Y.Y. - In: Reliability engineering & system safety 40 (1993) 2, pp. 101-110
Persistent link: https://www.econbiz.de/10006869499
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On the relationship between the integer and continuous solutions of convex programs
Sun, X.L.; Li, D. - In: Operations research letters 29 (2001) 2, pp. 87-92
Persistent link: https://www.econbiz.de/10006831488