378 citations · 954 across the 33 of their papers we have counts for
Showing 2015Show all
2 papers · 1 filter
stat.ME2015★ 9 cited
An Overview on the Estimation of Large Covariance and Precision Matrices
Jianqing Fan, Yuan Liao, Han Liu
Estimating large covariance and precision matrices are fundamental in modern multivariate analysis. The problems arise from statistical analysis of large panel economics and financ…
stat.ME2015
A lava attack on the recovery of sums of dense and sparse signals
Victor Chernozhukov, Christian Hansen, Yuan Liao
Common high-dimensional methods for prediction rely on having either a sparse signal model, a model in which most parameters are zero and there are a small number of non-zero param…