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A synthetic regression model for large portfolio allocation
Li, Gaorong; Huang, Lei; Yang, Jin; Zhang, Wenyang - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 4, pp. 1665-1677
Persistent link: https://www.econbiz.de/10013540427
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Generalized additive partial linear models with high dimensional covariates
Lian, Heng; Liang, Hua - In: Econometric theory 29 (2013) 6, pp. 1136-1161
Persistent link: https://www.econbiz.de/10010343732
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High-dimensional dynamic covariance matrices with homogeneous structure
Ke, Yuan; Lian, Heng; Zhang, Wenyang - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 1, pp. 96-110
Persistent link: https://www.econbiz.de/10012804090