HKU Scholars Hub: Researcher Page

Wang, C

Keywords in Publications
keywords	No. of Authors
domain knowledge	5
explainability	5
fairness	5
judgment prediction	5
prison term prediction	5
bartlett correction	1
canonical correlations	1
central limit theorem	1
clt	1
cointegration tests	1
covariance matrices	1
eigenvalue distribution	1
empirical distribution	1
empirical spectral distribution	1
exact four-moment theorem	1
extreme canonical correlations	1
feller-pareto distribution	1
high-dimensional cointegration	1
high-dimensional data analysis	1
high-dimensional var	1
large data matrix	1
large sample covariance matrices	1
matrix-valued autoregressive model	1
maximum eigenvalue statistic	1
mean vector test	1
multi-sample test	1
non-stationary time series	1
realized covariance matrix	1
sample covariance	1
separable covariance matrix	1
singular value distribution	1
stieltjes transform	1
trace statistic	1
u-statistic	1
wachter distribution	1

Co-Investigators
Investigators	No. of Grants

Keywords in Grants
keywords	No. of Investigators
canonical correlations, factor models, nonstationary time series, principal component analysis, spurious factors	1
canonical correlations, high-dimensional cointegration, maximum eigenvalue statistic, pairs trading, trace statistic	1
dickey-fuller tests, factor models, karhunen-loeve expansion, nonstationary time series, principal component analysis	1
weak instruments, many instruments, specification test, first stage f test, cragg-donald test	1

Disciplines in Grants
Disciplines	No. of Investigators
econometrics and business statistical methods	1
probability & statistics	1