185 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- University of Electronic Science and Technology of ChinaCN23 papers
- Sichuan UniversityCN18 papers
- University of Hong KongHK11 papers
- London School of Economics and Political ScienceGB9 papers
- Southwest Jiaotong UniversityCN9 papers
- University of GroningenNL8 papers
- Hong Kong Polytechnic UniversityHK6 papers
- The University of MelbourneAU6 papers
- University of PittsburghUS6 papers
- Chengdu UniversityCN5 papers
- Chinese Academy of SciencesCN5 papers
- Hong Kong University of Science and TechnologyHK5 papers
Showing 2014 · stat.MEShow all
2 papers · 2 filters
stat.ME2014★ 56 cited
Principal component analysis for second-order stationary vector time series
Jinyuan Chang, Bin Guo, Qiwei Yao
We extend the principal component analysis (PCA) to second-order stationary vector time series in the sense that we seek for a contemporaneous linear transformation for a -varia…
stat.ME2014★ 2 cited
A Factor-Adjusted Multiple Testing Procedure with Application to Mutual Fund Selection
Wei Lan, Lilun Du
In this article, we propose a factor-adjusted multiple testing (FAT) procedure based on factor-adjusted p-values in a linear factor model involving some observable and unobservable…