Search results
Results: 10
Number of items: 10
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He, Y. (2024). Ridge Regression Under Dense Factor Augmented Models. Journal of the American Statistical Association, 119(546), 1566-1578. https://doi.org/10.1080/01621459.2023.2206082 -
He, Y. (2023). Ridge Regression Under Dense Factor Augmented Models [Data set]. Taylor & Francis. https://doi.org/10.6084/m9.figshare.22740884.v1
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He, Y. (2023). Ridge Regression Under Dense Factor Augmented Models [Data set]. Taylor & Francis. https://doi.org/10.6084/m9.figshare.22740884.v2
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He, Y., Jaidee, S., & Gao, J. (2023). Most powerful test against a sequence of high dimensional local alternatives. Journal of Econometrics, 234(1), 151-177. https://doi.org/10.1016/j.jeconom.2021.10.015
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Einmahl, J. H. J., & He, Y. (2023). Extreme Value Estimation for Heterogeneous Data. Journal of Business & Economic Statistics, 41(1), 255-269. https://doi.org/10.1080/07350015.2021.2008408
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Einmahl, J. H. J., & He, Y. (2023). Extreme value inference for heterogeneous power law data. Annals of Statistics, 51(3), 1331-1356. https://doi.org/10.1214/23-AOS2294
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He, Y., Peng, L., Zhang, D., & Zhao, Z. (2022). Risk Analysis via Generalized Pareto Distributions. Journal of Business & Economic Statistics, 40(2), 852-867. https://doi.org/10.1080/07350015.2021.1874390
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Einmahl, J. H. J., & He, Y. (2021). Extreme Value Estimation for Heterogeneous Data [Data set]. figshare Academic Research System. https://doi.org/10.6084/m9.figshare.17124050.v1
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Einmahl, J. H., & He, Y. (2021, November 11). Dataset for "Extreme Value Estimation for Heterogeneous Data" [Data set]. Universiteit van Amsterdam. https://doi.org/10.21942/uva.16988527.v1
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He, Y., Hou, Y., Peng, L., & Shen, H. (2020). Inference for Conditional Value-at-Risk of a Predictive Regression. The Annals of Statistics, 48(6), 3442–3464. https://doi.org/10.1214/19-AOS1937
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