13 citations · 36 across the 7 of their papers we have counts for
Showing 2012 · stat.MEShow all
2 papers · 2 filters
stat.ME2012★ 1 cited
Discussion of "Feature Matching in Time Series Modeling" by Y. Xia and H. Tong
Kung-Sik Chan, Ruey S. Tsay
Discussion of "Feature Matching in Time Series Modeling" by Y. Xia and H. Tong [arXiv:1104.3073]
stat.ME2012★ 1 cited
Reduced rank regression via adaptive nuclear norm penalization
Kun Chen, Hongbo Dong, Kung-Sik Chan
Adaptive nuclear-norm penalization is proposed for low-rank matrix approximation, by which we develop a new reduced-rank estimation method for the general high-dimensional multivar…