Mathematics – Statistics Theory
Scientist
Mathematics
Statistics Theory
Scientist
Institute of Earthquake Science, Chinese Earthquake Adminstration, Beijing, China, 100086
A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
A unified approach to model selection and sparse recovery using regularized least squares
Aggregation of Nonparametric Estimators for Volatility Matrix
Discussion: The Dantzig selector: Statistical estimation when $p$ is much larger than $n$
High Dimensional Covariance Matrix Estimation Using a Factor Model
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