653 citations · 671 across the 6 of their papers we have counts for
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math.ST2022★ 2 cited
Testing the number of common factors by bootstrapped sample covariance matrix in high-dimensional factor models
Long Yu, Peng Zhao, Wang Zhou
This paper studies the impact of bootstrap procedure on the eigenvalue distributions of the sample covariance matrix under a high-dimensional factor structure. We provide asymptoti…
math.ST2019★ 14 cited
High-Dimensional Linear Regression via Implicit Regularization
Peng Zhao, Yun Yang, Qiao-Chu He
Many statistical estimators for high-dimensional linear regression are M-estimators, formed through minimizing a data-dependent square loss function plus a regularizer. This work c…
math.ST2009★ 653 cited
The composite absolute penalties family for grouped and hierarchical variable selection
Peng Zhao, Guilherme Rocha, Bin Yu
Extracting useful information from high-dimensional data is an important focus of today's statistical research and practice. Penalized loss function minimization has been shown to…