378 citations · 954 across the 33 of their papers we have counts for
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math.ST2011★ 30 cited
Posterior consistency of nonparametric conditional moment restricted models
Yuan Liao, Wenxin Jiang
This paper addresses the estimation of the nonparametric conditional moment restricted model that involves an infinite-dimensional parameter . We estimate it in a quasi-Bayesi…
stat.ME2011★ 378 cited
High-dimensional covariance matrix estimation in approximate factor models
Jianqing Fan, Yuan Liao, Martina Mincheva
The variance--covariance matrix plays a central role in the inferential theories of high-dimensional factor models in finance and economics. Popular regularization methods of direc…