4. Mathematics
  5. Statistics Theory

Yingying Fan

Mathematics – Statistics Theory

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A unified approach to model selection and sparse recovery using regularized least squares

Mathematics – Statistics Theory
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Aggregation of Nonparametric Estimators for Volatility Matrix

Mathematics – Statistics Theory
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Dynamic Integration of Time- and State-domain Methods for Volatility Estimation

Mathematics – Statistics Theory
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Estimation in additive models with highly or nonhighly correlated covariates

Mathematics – Statistics Theory
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High Dimensional Covariance Matrix Estimation Using a Factor Model

Mathematics – Statistics Theory
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