378 citations · 954 across the 33 of their papers we have counts for
Showing 2014Show all
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stat.ME2014★ 1 cited
Structural Change in Sparsity
Sokbae Lee, Yuan Liao, Myung Hwan Seo +1
In the high-dimensional sparse modeling literature, it has been crucially assumed that the sparsity structure of the model is homogeneous over the entire population. That is, the i…
stat.ME2014★ 155 cited
Projected principal component analysis in factor models
Jianqing Fan, Yuan Liao, Weichen Wang
This paper introduces a Projected Principal Component Analysis (Projected-PCA), which employs principal component analysis to the projected (smoothed) data matrix onto a given line…