4 citations · 4 across the 2 of their papers we have counts for
2 papers
stat.ME2022★ 4 cited
High-Dimensional Vector Autoregression with Common Response and Predictor Factors
Di Wang, Xiaoyu Zhang, Guodong Li +1
The reduced-rank vector autoregressive (VAR) model can be interpreted as a supervised factor model, where two factor modelings are simultaneously applied to response and predictor…
stat.ME2021
Nonparametric Quantile Regression for Homogeneity Pursuit in Panel Data Models
Xiaoyu Zhang, Di Wang, Heng Lian +1
Many panel data have the latent subgroup effect on individuals, and it is important to correctly identify these groups since the efficiency of resulting estimators can be improved…