10 citations · 26 across the 6 of their papers we have counts for
Showing 2021Show all
3 papers · 1 filter
stat.ME2021★ 3 cited
Rate-Optimal Robust Estimation of High-Dimensional Vector Autoregressive Models
Di Wang, Ruey S. Tsay
High-dimensional time series data appear in many scientific areas in the current data-rich environment. Analysis of such data poses new challenges to data analysts because of not o…
stat.ME2021
Nonparametric Quantile Regression for Homogeneity Pursuit in Panel Data Models
Xiaoyu Zhang, Di Wang, Heng Lian +1
Many panel data have the latent subgroup effect on individuals, and it is important to correctly identify these groups since the efficiency of resulting estimators can be improved…
stat.ME2021★ 10 cited
High-Dimensional Low-Rank Tensor Autoregressive Time Series Modeling
Di Wang, Yao Zheng, Guodong Li
Modern technological advances have enabled an unprecedented amount of structured data with complex temporal dependence, urging the need for new methods to efficiently model and for…