activity
20152022
most citedUniform Inference in High-dimensional Dynamic Panel Data Models

6 citations · 14 across the 6 of their papers we have counts for

collaborators

7 papers

cs.CV2022★ 5 cited

TAFNet: A Three-Stream Adaptive Fusion Network for RGB-T Crowd Counting

Haihan Tang, Yi Wang, Lap-Pui Chau

In this paper, we propose a three-stream adaptive fusion network named TAFNet, which uses paired RGB and thermal images for crowd counting. Specifically, TAFNet is divided into one…

math.ST2022

A Large Confirmatory Dynamic Factor Model for Stock Market Returns in Different Time Zones

Oliver B. Linton, Haihan Tang, Jianbin Wu

We propose a confirmatory dynamic factor model for a large number of stocks whose returns are observed daily across multiple time zones. The model has a global factor and a contine…

econ.EM2022

Improving Estimation Efficiency via Regression-Adjustment in Covariate-Adaptive Randomizations with Imperfect Compliance

Liang Jiang, Oliver B. Linton, Haihan Tang +1

We investigate how to improve efficiency using regression adjustments with covariates in covariate-adaptive randomizations (CARs) with imperfect subject compliance. Our regression-…

math.ST2019★ 3 cited

Estimation of the Kronecker Covariance Model by Quadratic Form

Oliver B. Linton, Haihan Tang

We propose a new estimator, the quadratic form estimator, of the Kronecker product model for covariance matrices. We show that this estimator has good properties in the large dimen…

math.ST2018

Supplementary Material for "Estimation of a Multiplicative Correlation Structure in the Large Dimensional Case"

Christian M. Hafner, Oliver B. Linton, Haihan Tang

Supplementary Material for "Estimation of a Multiplicative Correlation Structure in the Large Dimensional Case"

math.ST2016

Estimation of a Multiplicative Correlation Structure in the Large Dimensional Case

Christian M. Hafner, Oliver B. Linton, Haihan Tang

We propose a Kronecker product model for correlation or covariance matrices in the large dimensional case. The number of parameters of the model increases logarithmically with the…

math.ST2015★ 6 cited

Uniform Inference in High-dimensional Dynamic Panel Data Models

Anders Bredahl Kock, Haihan Tang

We establish oracle inequalities for a version of the Lasso in high-dimensional fixed effects dynamic panel data models. The inequalities are valid for the coefficients of the dyna…