4 citations · 5 across the 5 of their papers we have counts for
5 papers
Spatial weights matrix selection and model averaging for multivariate spatial autoregressive models
Xin Miao, Fang Fang, Xuening Zhu +1
In this paper, we focus on the model specification problem in multivariate spatial econometric models when a candidate set for the spatial weights matrix is available. We propose a…
Penalized Sparse Covariance Regression with High Dimensional Covariates
Yuan Gao, Zhiyuan Zhang, Zhanrui Cai +3
Covariance regression offers an effective way to model the large covariance matrix with the auxiliary similarity matrices. In this work, we propose a sparse covariance regression (…
Grid Point Approximation for Distributed Nonparametric Smoothing and Prediction
Yuan Gao, Rui Pan, Feng Li +2
Kernel smoothing is a widely used nonparametric method in modern statistical analysis. The problem of efficiently conducting kernel smoothing for a massive dataset on a distributed…
A Latent Factor Model for High-Dimensional Binary Data
Jiaxin Shi, Yuan Gao, Rui Pan +1
In this study, we develop a latent factor model for analysing high-dimensional binary data. Specifically, a standard probit model is used to describe the regression relationship be…
Mixture Conditional Regression with Ultrahigh Dimensional Text Data for Estimating Extralegal Factor Effects
Jiaxin Shi, Fang Wang, Yuan Gao +2
Testing judicial impartiality is a problem of fundamental importance in empirical legal studies, for which standard regression methods have been popularly used to estimate the extr…