60 citations · 172 across the 17 of their papers we have counts for
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math.ST2016★ 34 cited
A Shrinkage Principle for Heavy-Tailed Data: High-Dimensional Robust Low-Rank Matrix Recovery
Jianqing Fan, Weichen Wang, Ziwei Zhu
This paper introduces a simple principle for robust high-dimensional statistical inference via an appropriate shrinkage on the data. This widens the scope of high-dimensional techn…
stat.ME2016★ 5 cited
Heterogeneity Adjustment with Applications to Graphical Model Inference
Jianqing Fan, Han Liu, Weichen Wang +1
Heterogeneity is an unwanted variation when analyzing aggregated datasets from multiple sources. Though different methods have been proposed for heterogeneity adjustment, no system…