20 citations · 61 across the 11 of their papers we have counts for
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stat.ME2021
Pre-processing with Orthogonal Decompositions for High-dimensional Explanatory Variables
Xu Han, Ethan X Fang, Cheng Yong Tang
Strong correlations between explanatory variables are problematic for high-dimensional regularized regression methods. Due to the violation of the Irrepresentable Condition, the po…
stat.ME2021★ 3 cited
Skilled Mutual Fund Selection: False Discovery Control under Dependence
Lijia Wang, Xu Han, Xin Tong
Selecting skilled mutual funds through the multiple testing framework has received increasing attention from finance researchers and statisticians. The intercept of Carhart fou…