Chen Huang

Aarhus University - Department of Economics and Business Economics

Fuglesangs Allé 4

Aarhus V, 8210

Denmark

SCHOLARLY PAPERS

4

DOWNLOADS

351

SSRN CITATIONS

3

CROSSREF CITATIONS

5

Scholarly Papers (4)

1.

LASSO-Driven Inference in Time and Space

Number of pages: 76 Posted: 15 Jun 2018 Last Revised: 15 May 2020
Massachusetts Institute of Technology (MIT) - Department of Economics, Blockchain Research Center, Aarhus University - Department of Economics and Business Economics and University of Yorkaffiliation not provided to SSRN
Downloads 246 (161,811)
Citation 9

Abstract:

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LASSO, Time Series, Simultaneous Inference, System of Equations, Z-estimation, Bahadur Representation, Martingale Decomposition

2.

Multivariate Factorisable Sparse Asymmetric Least Squares Regression

SFB 649 Discussion Paper 2016-058
Number of pages: 32 Posted: 29 Dec 2016
Humboldt University of Berlin - Center for Applied Statistics and Economics (CASE), Blockchain Research Center and Aarhus University - Department of Economics and Business Economics
Downloads 53 (480,015)

Abstract:

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high-dimensional M-estimator, nuclear norm regularizer, factorization, expectile regression, fMRI, risk perception, multivariate functional data

3.

Spatial Functional Principal Component Analysis with Applications to Brain Image Data

SFB 649 Discussion Paper 2017-024
Number of pages: 31 Posted: 11 Dec 2017
Xiamen University, Aarhus University - Department of Economics and Business Economics and Blockchain Research Center
Downloads 30 (591,447)

Abstract:

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Principal Component Analysis; Penalized Smoothing; Asymptotics; Functional Magnetic Resonance Imaging (fMRI)

4.

Factorisable Sparse Tail Event Curves with Expectiles

SFB 649 Discussion Paper 2016-018, Economic Risk, Berlin
Number of pages: 6 Posted: 27 Jun 2016
Blockchain Research Center, Aarhus University - Department of Economics and Business Economics and Humboldt University of Berlin - Center for Applied Statistics and Economics (CASE)
Downloads 22 (644,139)

Abstract:

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multivariate functional data, high-dimensional M-estimators, nuclear norm regularizer, factor analysis, expectile regression, fMRI, risk perception