Showing results 1 to 3 of 3
Title | Author(s) | Issue Date | |
---|---|---|---|
A shrinkage principle for heavy-tailed data: High-dimensional robust low-rank matrix recovery Journal:Annals of Statistics | 2021 | ||
Heterogeneity adjustment with applications to graphical model inference Journal:Electronic Journal of Statistics | 2018 | ||
Volatility prediction comparison via robust volatility proxies: An empirical deviation perspective Journal:Journal of Econometrics | 8-Jan-2024 |