Chenlei Leng

University of Warwick - Department of Statistics

Coventry, CV47AL

United Kingdom

SCHOLARLY PAPERS

3

DOWNLOADS

181

SSRN CITATIONS

3

CROSSREF CITATIONS

1

Scholarly Papers (3)

1.

Nonparametric Estimation of Large Covariance Matrices with Conditional Sparsity

Number of pages: 58 Posted: 30 Jan 2020
Hanchao Wang, Bin Peng, Degui Li and Chenlei Leng
Zhejiang University - College of Economics, Monash University - Department of Econometrics and Business Statistics, University of York and University of Warwick - Department of Statistics
Downloads 142 (371,108)
Citation 1

Abstract:

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Approximate Factor Model, Kernel Estimation, Large Covariance Matrix, Sparsity, Uniform Convergence

2.

Dimensionality Reduction for Machine Learning Using Statistical Methods: - a Case Study on Predicting Mechanical Properties of Steel Plates

Number of pages: 20 Posted: 01 Nov 2022
University of Leicester, University of Leicester, University of Leicester, University of Leicester, University of Warwick - Department of Statistics, University of Leicester and University of Leicester - School of Engineering
Downloads 25 (891,991)

Abstract:

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artificial neural networks, guided analytics, dimensionality reduction, Steel, Mechanical properties

3.

Covariance Function Estimation for High-Dimensional Functional Time Series with Dual Factor Structures

Number of pages: 34 Posted: 31 Jan 2024
Chenlei Leng, Degui Li, Han Lin Shang and Yingcun Xia
University of Warwick - Department of Statistics, University of York, Research School of Finance, Actuarial Studies and Statistics and National University of Singapore (NUS)
Downloads 14 (999,667)

Abstract:

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Covariance operator, functional factor model, functional time series, generalised shrinkage, PCA