665 citations · 1.3k across the 22 of their papers we have counts for
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stat.ME2023★ 1 cited
Robust Statistical Inference for Large-dimensional Matrix-valued Time Series via Iterative Huber Regression
Yong He, Xin-Bing Kong, Dong Liu +1
Matrix factor model is drawing growing attention for simultaneous two-way dimension reduction of well-structured matrix-valued observations. This paper focuses on robust statistica…
stat.ME2023
Simultaneous Estimation and Dataset Selection for Transfer Learning in High Dimensions by a Non-convex Penalty
Zeyu Li, Dong Liu, Yong He +1
In this paper, we propose to estimate model parameters and identify informative source datasets simultaneously for high-dimensional transfer learning problems with the aid of a non…
stat.ME2023★ 4 cited
Huber Principal Component Analysis for Large-dimensional Factor Models
Yong He, Lingxiao Li, Dong Liu +1
Factor models have been widely used in economics and finance. However, the heavy-tailed nature of macroeconomic and financial data is often neglected in the existing literature. To…