University Park
State College, PA 16802
United States
Pennsylvania State University
Conditional variance, Heteroscedasticity, Kernel regression, Nonparametric covariance model, Volatility
Feature Screening; Pearson’s Chi-Square Test; Screening Consistency; Search Engine Marketing; Text Classification; Ultrahigh Dimensional Data
Multi-class Linear Discriminant Analysis; Pairwise Sure Independence Screening; Sure Independence Screening; Strong Screening Consistency
Correlated Predictors Screening; False Discovery Rate; High Dimensional Data; Single Coefficient Test
Identifiability, EM Algorithm, Kernel Regression, Gaussian Process, Functional Principal Component Analysis
Asymptotic theory, bandwidth selection, beta-null recurrence, composite quantile regression, Harris recurrent Markov process, local polynomial smoothing
Differencing, long‐range dependence, non‐parametric regression, short‐range dependence, time series
aic, bic, Generalised crossvalidation, Least absolute shrinkage and selection operator, Smoothly clipped absolute deviation
