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researcher

William B. Nicholson

4 papers hereh-index 6407 citations11 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author4

Across the 4 of 4 papers where every author was matched, so the position is known.

fields
  • stat.ME2
  • stat.AP1
  • stat.CO1

identity via Semantic Scholar / OpenAlex

activity
20142020
most citedHigh Dimensional Forecasting via Interpretable Vector Autoregression

38 citations · 61 across the 3 of their papers we have counts for

collaborators
Showing 2020Show all

1 paper · 1 filter

stat.ME2020

An Improved Online Penalty Parameter Selection Procedure for ℓ1​-Penalized Autoregressive with Exogenous Variables

William B. Nicholson, Xiaohan Yan

Many recent developments in the high-dimensional statistical time series literature have centered around time-dependent applications that can be adapted to regularized least square…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.