Παρακολούθηση
Yuehan Yang
Yuehan Yang
Central University of Finance and Economics
Η διεύθυνση ηλεκτρονικού ταχυδρομείου έχει επαληθευτεί στον τομέα cufe.edu.cn
Τίτλος
Παρατίθεται από
Παρατίθεται από
Έτος
Nonnegative-lasso and application in index tracking
L Wu, Y Yang*, H Liu
Computational Statistics & Data Analysis 70, 116-126, 2014
1092014
Nonnegative elastic net and application in index tracking
L Wu, Y Yang*
Applied Mathematics and Computation 227, 541-552, 2014
632014
Nonnegative adaptive lasso for ultra-high dimensional regression models and a two-stage method applied in financial modeling
Y Yang*, L Wu
Journal of Statistical Planning and Inference 174, 52-67, 2016
462016
Regression-adjusted average treatment effect estimates in stratified randomized experiments
H Liu, Y Yang*
Biometrika 107 (4), 935-948, 2020
452020
Community detection for statistical citation network by d-score
T Gao, R Pan, S Wang, Y Yang, Y Zhang
Statistics and its Interface 14 (3), 279-294, 2021
102021
Randomization-based Joint Central Limit Theorem and Efficient Covariate Adjustment in Randomized Block 2 K Factorial Experiments
H Liu, J Ren, Y Yang*
Journal of the American Statistical Association, 1-15, 2022
82022
An iterative model-free feature screening procedure: Forward recursive selection
S Xia, Y Yang*
Knowledge-Based Systems 246, 108745, 2022
82022
Undirected and directed network analysis of the chinese stock market
B Li, Y Yang*
Computational Economics 60 (3), 1155-1173, 2022
62022
An Adaptive and Reversed Penalty for High-Dimensional Correlated Data Analysis
Y Yang*, H Yang
Applied Mathematical Modelling 92, 63-77, 2021
6*2021
High-dimensional sparse portfolio selection with nonnegative constraint
S Xia, Y Yang#, H Yang
Applied Mathematics and Computation 443, 127766, 2023
52023
A model-free feature selection technique of feature screening and random forest based recursive feature elimination
S Xia, Y Yang*
International Journal of Intelligent Systems, 2023, 2400194, 2023
42023
MSP: A Multi-step Screening Procedure for Sparse Recovery
Y Yang*, J Zhu, EI George
Stat, 2021, 352, 2021
42021
Penalized regression adjusted causal effect estimates in high dimensional randomized experiments
H Liu, Y Yang*
arXiv preprint arXiv:1809.08732, 2018
42018
Combining random forest and multicollinearity modeling for index tracking
Y Cao, H Li, Y Yang*
Communications in Statistics-Simulation and Computation, 1-12, 2022
32022
Multiple penalized regularization for clusters with varying correlation levels
W Cao, L Wang, Y Yang*
Statistics and Its Interface 15 (3), 373-382, 2022
32022
Sparse Laplacian shrinkage with the graphical lasso estimator for regression problems
S Xia, Y Yang, H Yang
TEST 31, 255-277, 2022
32022
Randomization-based joint central limit theorem and efficient covariate adjustment in stratified factorial experiments
H Liu, J Ren, Y Yang
arXiv preprint arXiv:2103.04050, 2021
32021
Rates of convergence of the adaptive elastic net and the post-selection procedure in ultra-high dimensional sparse models
Y Yang*, H Yang
Communications in Statistics-Theory and Methods 50 (1), 73-94, 2021
3*2021
Community detection for New York stock market by SCORE-CCD
Y Yan, Y Yang*
Computational Statistics 38 (3), 1255-1282, 2023
22023
Blocking, rerandomization, and regression adjustment in randomized experiments with high-dimensional covariates
K Zhu, H Liu, Y Yang*
arXiv preprint arXiv:2109.11271, 2021
22021
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