Runze Li

Pennsylvania State University

University Park

State College, PA 16802

United States

SCHOLARLY PAPERS

8

DOWNLOADS

1,256

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (8)

1.

Nonparametric Covariance Model

Statistica Sinica, Forthcoming
Number of pages: 15 Posted: 02 Dec 2008
Peking University - School of Mathematical Sciences, Peking University, Pennsylvania State University and Peking University - Guanghua School of Management
Downloads 357 (117,149)

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Conditional variance, Heteroscedasticity, Kernel regression, Nonparametric covariance model, Volatility

2.

Feature Screening for Ultrahigh Dimensional Categorical Data with Applications

Number of pages: 21 Posted: 15 Jan 2014
Peking University, Pennsylvania State University and Peking University - Guanghua School of Management
Downloads 292 (145,129)

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Feature Screening; Pearson’s Chi-Square Test; Screening Consistency; Search Engine Marketing; Text Classification; Ultrahigh Dimensional Data

3.

Ultrahigh Dimensional Multi-Class Linear Discriminant Analysis by Pairwise Sure Independence Screening

Number of pages: 36 Posted: 09 Feb 2015
Rui Pan, Hansheng Wang and Runze Li
Peking University, Peking University - Guanghua School of Management and Pennsylvania State University
Downloads 280 (151,519)
Citation 1

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Multi-class Linear Discriminant Analysis; Pairwise Sure Independence Screening; Sure Independence Screening; Strong Screening Consistency

4.

Testing a Single Regression Coefficient in High Dimensional Regression Model

Number of pages: 46 Posted: 25 May 2016
Peking University - Guanghua School of Management, Michigan State University, Pennsylvania State University, Peking University - Guanghua School of Management and University of California, Davis - Graduate School of Management
Downloads 158 (256,421)

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Correlated Predictors Screening; False Discovery Rate; High Dimensional Data; Single Coefficient Test

5.

Estimating Mixture of Gaussian Processes by Kernel Smoothing

Number of pages: 26 Posted: 19 Nov 2013
Shanghai University of Finance and Economics, Pennsylvania State University, Peking University - Guanghua School of Management and Kansas State University
Downloads 146 (273,305)

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Identifiability, EM Algorithm, Kernel Regression, Gaussian Process, Functional Principal Component Analysis

6.

Local Composite Quantile Regression Smoothing for Harris Recurrent Markov Processes

Number of pages: 37 Posted: 03 Aug 2015
Degui Li and Runze Li
University of York and Pennsylvania State University
Downloads 23 (671,234)

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Asymptotic theory, bandwidth selection, beta-null recurrence, composite quantile regression, Harris recurrent Markov process, local polynomial smoothing

7.

Non‐Parametric Estimation Under Strong Dependence

Journal of Time Series Analysis, Vol. 35, Issue 1, pp. 4-15, 2014
Number of pages: 12 Posted: 17 Dec 2013
Zhibiao Zhao, Yiyun Zhang and Runze Li
Pennsylvania State University, Novartis Oncology and Pennsylvania State University
Downloads 0 (892,524)

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Differencing, long‐range dependence, non‐parametric regression, short‐range dependence, time series

8.

Tuning Parameter Selectors for the Smoothly Clipped Absolute Deviation Method

Biometrika, Vol. 94, pp. 553-568, 2007
Posted: 02 Dec 2008
Peking University - Guanghua School of Management, Pennsylvania State University and University of California, Davis - Graduate School of Management

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aic, bic, Generalised crossvalidation, Least absolute shrinkage and selection operator, Smoothly clipped absolute deviation