13 citations · 36 across the 7 of their papers we have counts for
4 papers · 1 filter
Inference of seasonal long-memory aggregate time series
Kung-Sik Chan, Henghsiu Tsai
Time-series data with regular and/or seasonal long-memory are often aggregated before analysis. Often, the aggregation scale is large enough to remove any short-memory components o…
Semiparametric zero-inflated modeling in multi-ethnic study of atherosclerosis (MESA)
Hai Liu, Shuangge Ma, Richard Kronmal +1
We analyze the Agatston score of coronary artery calcium (CAC) from the Multi-Ethnic Study of Atherosclerosis (MESA) using the semiparametric zero-inflated modeling approach, where…
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]
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…