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Testing the diagonality of a large covariance matrix in a regression setting
Lan, Wei; Luo, Ronghua; Tsai, Chih-Ling; Wang, Hansheng; … - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 1, pp. 76-86
Persistent link: https://www.econbiz.de/10011389730
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Testing alphas in conditional time-varying factor models with high-dimensional assets
Ma, Shujie; Lan, Wei; Su, Liangjun; Tsai, Chih-Ling - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 1, pp. 214-227
Persistent link: https://www.econbiz.de/10012179549
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Covariance matrix estimation via network structure
Lan, Wei; Fang, Zheng; Wang, Hansheng; Tsai, Chih-Ling - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 2, pp. 359-369
Persistent link: https://www.econbiz.de/10011895079
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Imputations for high missing rate data in covariates via semi-supervised learning approach
Lan, Wei; Chen, Xuerong; Zou, Tao; Tsai, Chih-Ling - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 3, pp. 1282-1290
Persistent link: https://www.econbiz.de/10013539511
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Inward and outward network influence analysis
Wu, Yujia; Lan, Wei; Zou, Tao; Tsai, Chih-Ling - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 4, pp. 1617-1628
Persistent link: https://www.econbiz.de/10013540397
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Covariance model with general linear structure and divergent parameters
Fan, Xinyan; Lan, Wei; Zou, Tao; Tsai, Chih-Ling - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 1, pp. 36-48
Persistent link: https://www.econbiz.de/10014448670