Byron Vickers

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All published works

Action	Title	Year	Authors
+ PDF Chat	Robust inference of risks of large portfolios	2016	Jianqing Fan Fang Han Han Liu Byron Vickers
+ PDF Chat	Robust Inference of Risks of Large Portfolios	2015	Jianqing Fan Fang Han Han Liu Byron Vickers
+	Robust Inference of Risks of Large Portfolios	2015	Jianqing Fan Fang Han Han Liu Byron Vickers

Common Coauthors

Coauthor	Papers Together
Fang Han	3
Han Liu	3
Jianqing Fan	3

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+	Optimal rates of convergence for sparse covariance matrix estimation	2012	Tommaso Cai Harrison H. Zhou	3
+	Bootstrapping the sample means for stationary mixing sequences	1993	Qi-Man Shao Yu Hao	3
+ PDF Chat	Limiting behavior of U-statistics for stationary, absolutely regular processes	1976	Ken -ichi Yoshihara	3
+	High-dimensional regression with noisy and missing data: Provable guarantees with nonconvexity	2012	Po‐Ling Loh Martin J. Wainwright	3
+	Covariance matrix estimation for stationary time series	2012	Xiao Han Wei Biao Wu	3
+	Transition Matrix Estimation in High Dimensional Time Series	2013	Fang Han Han Liu	3
+	Estimation of covariance matrix via the sparse Cholesky factor with lasso	2010	Changgee Chang Ruey S. Tsay	3
+	Statistical analysis of latent generalized correlation matrix estimation in transelliptical distribution	2016	Fang Han Han Liu	3
+ PDF Chat	Optimal rates of convergence for covariance matrix estimation	2010	Tommaso Cai Cun-Hui Zhang Harrison H. Zhou	3
+	Multivariate Analysis of Nonparametric Estimates of Large Correlation Matrices	2014	Ritwik Mitra Cun‐Hui Zhang	3
+	Covariance regularization by thresholding	2008	Peter J. Bickel Elizaveta Levina	3
+	Adaptive estimation of the copula correlation matrix for semiparametric elliptical copulas	2015	Marten Wegkamp Yue Zhao	3
+ PDF Chat	Regularized estimation of large covariance matrices	2008	Peter J. Bickel Elizaveta Levina	3
+ PDF Chat	Concentration inequalities for dependent random variables via the martingale method	2008	Leonid Kontorovich Kavita Ramanan	3
+	Covariance and precision matrix estimation for high-dimensional time series	2013	Xiaohong Chen Mengyu Xu Wei Biao Wu	3
+	Noisy matrix decomposition via convex relaxation: Optimal rates in high dimensions	2012	Alekh Agarwal Sahand Negahban Martin J. Wainwright	3
+ PDF Chat	Mean–variance portfolio optimization when means and covariances are unknown	2011	Tze Leung Lai Haipeng Xing Zehao Chen	3
+	CAPM and Option Pricing with Elliptical Disbributions	2004	Mahmoud Hamada Emiliano A. Valdez	3
+	Distribution-Free Tests of Independence with Applications to Testing More Structures	2014	Fang Han Han Liu	3
+	Principal Component Analysis on non-Gaussian Dependent Data	2013	Fang Han Han Liu	3
+	Optimal Rates of Convergence for Latent Generalized Correlation Matrix Estimation in Transelliptical Distribution	2013	Fang Han Han Liu	3
+ PDF Chat	Nonconcave penalized likelihood with a diverging number of parameters	2004	Jianqing Fan Heng Peng	3
+ PDF Chat	Modelling multiple time series via common factors	2008	Jiazhu Pan Qiwei Yao	3
+ PDF Chat	Large Covariance Estimation by Thresholding Principal Orthogonal Complements	2013	Jianqing Fan Yuan Liao Martina Mincheva	3
+	Probability and moment inequalities for sums of weakly dependent random variables, with applications	2006	Paul Doukhan Michael H. Neumann	3
+ PDF Chat	Scale-Invariant Sparse PCA on High-Dimensional Meta-Elliptical Data	2013	Fang Han Han Liu	3
+	Persistence in high-dimensional linear predictor selection and the virtue of overparametrization	2004	Eitan Greenshtein Ya’acov Ritov	3
+ PDF Chat	High dimensional covariance matrix estimation using a factor model	2008	Jianqing Fan Yingying Fan Jinchi Lv	3
+ PDF Chat	Computing the nearest correlation matrix--a problem from finance	2002	Nicholas J. Higham	2
+	Efficient estimation of approximate factor models via penalized maximum likelihood	2015	Jushan Bai Yuan Liao	2
+ PDF Chat	High-dimensional covariance matrix estimation in approximate factor models	2011	Jianqing Fan Yuan Liao Martina Mincheva	2
+ PDF Chat	Tyler's M-Estimator, Random Matrix Theory, and Generalized Elliptical Distributions with Applications to Finance	2008	Gabriel Frahm Uwe Jaekel	2
+ PDF Chat	Estimation of High Dimensional Mean Regression in the Absence of Symmetry and Light Tail Assumptions	2016	Jianqing Fan Quefeng Li Yuyan Wang	1
+ PDF Chat	Large Covariance Estimation by Thresholding Principal Orthogonal Complements	2011	Jianqing Fan Yuan Liao Martina Mincheva	1
+	A Direct Estimation of High Dimensional Stationary Vector Autoregressions	2013	Fang Han Huanran Lu Han Liu	1
+ PDF Chat	Efficient Estimation of Approximate Factor Models via Regularized Maximum Likelihood	2012	Jushan Bai Yuan Liao	1
+ PDF Chat	Bootstraps for Time Series	2002	Peter Bühlmann	1
+	Challenging the empirical mean and empirical variance: A deviation study	2012	Olivier Catoni	1
+	Some aspects of modeling dependence in copula-based Markov chains	2012	Martial Longla Magda Peligrad	1
+	Exploring the Limits of Bootstrap	1993	S. K. Katti Larry Ries Raoul LePage Lynn Billard	1
+	Persistence in high-dimensional linear predictor selection and the virtue of overparametrization	2004	Eit An G Reenshtein Ya ' Ac	1
+	Proceedings of the 24th international conference on Machine learning	2007	John Langford Joëlle Pineau	1
+ PDF Chat	High Dimensional Covariance Matrix Estimation in Approximate Factor Models	2011	Jianqing Fan Yuan Liao Martina Mincheva	1
+ PDF Chat	Sparse High-Dimensional Models in Economics	2011	Jianqing Fan Jinchi Lv Qi Lei	1