3 citations · 4 across the 3 of their papers we have counts for
3 papers
A Generative Approach to Quasi-Random Sampling from Copulas via Space-Filling Designs
Sumin Wang, Chenxian Huang, Yongdao Zhou +1
Exploring the dependence between covariates across distributions is crucial for many applications. Copulas serve as a powerful tool for modeling joint variable dependencies and hav…
Uniform Inference on High-dimensional Spatial Panel Networks
Victor Chernozhukov, Chen Huang, Weining Wang
We propose employing a high-dimensional generalized method of moments (GMM) estimator, regularized for dimension reduction and subsequently debiased to correct for shrinkage bias (…
LASSO-Driven Inference in Time and Space
Victor Chernozhukov, Wolfgang K. Härdle, Chen Huang +1
We consider the estimation and inference in a system of high-dimensional regression equations allowing for temporal and cross-sectional dependency in covariates and error processes…