96 citations · 331 across the 16 of their papers we have counts for
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stat.ME2015★ 2 cited
Inference of high-dimensional linear models with time-varying coefficients
Xiaohui Chen, Yifeng He
We propose a pointwise inference algorithm for high-dimensional linear models with time-varying coefficients. The method is based on a novel combination of the nonparametric kernel…
math.ST2015★ 25 cited
Regularized estimation of linear functionals of precision matrices for high-dimensional time series
Xiaohui Chen, Mengyu Xu, Wei Biao Wu
This paper studies a Dantzig-selector type regularized estimator for linear functionals of high-dimensional linear processes. Explicit rates of convergence of the proposed estimato…