Peking University
Beijing, Beijing 100871
China
http://hansheng.gsm.pku.edu.cn
Peking University - Guanghua School of Management
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Adaptive Lasso, BIC, Forward Regression, LASSO, SCAD, Screening Consistency
multivariate time series, ordinary least squares, social network, vector autoregression
BIC, LASSO, Kernel Smoothing, Oracle Property, SCAD, Variable Selection, Varying Coefficient Model
Bayesian Information Criterion, Factor Profiling, Forward Regression, Maximum Eigenvalue Ratio Criterion, Profiled Independent Screening, Profled Sequential Screening, Selection Consistency, Screening Consistency
Generalized Extreme Distribution; Generalized Pareto Distribution; Hill Estimator; Pareto-type Distribution; Tail Index Regression
Covariance Regression; Covariance Matrix Estimation; Positive Definiteness; Portfolio Management
BIC, Diverging Number of Parameters, LASSO, SCAD
Social Network; Quantile Regression; Autoregression; Systemic Risk; Financial Contagion; Shared Ownership
Law and Finance, Special Treatment, Market Development
Bayesian Information Criterion, Minimal Variance Portfolio, Portfolio Selection, Risk Diversification
Conditional variance, Heteroscedasticity, Kernel regression, Nonparametric covariance model, Volatility
BIC, Discriminant Analysis, Gaussian Mixture
Adjacency Matrix; Bayesian Information Criterion; Covariance Estimation; Covariance Regression Network Model; High Dimensional Data
Conditional Maximum Likelihood; Maximum Likelihood; p1 Model; Sina Weibo; Large-Scale Network
Click Fraud Detection; EM Algorithm; Maximum Likelihood Estimator; Search Engine Marketing
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
local linear estimator, L1-penalty, principal function, profile least-squares estimation, semi-varying coefficient model, varying coefficient model
Generalized Linear Model, High Dimensional Data, Hypotheses Testing, Paid Search Advertising, Partial Covariance, Partial F-Test
Credit Scoring; Frequency; Logistic Regression; Microcredit; Monetary Value; Recency; Standard Deviation
Approximate Maximum Likelihood Estimator; Network Data Analysis; Paired Maximum Likelihood Estimator; Spatial Autocorrelation
Forward Regression, Partially Linear Model, Profiled Forward Regression, Screening Consistency, Ultrahigh Dimensional Predictor
Forward Regression, Sequential Model Averaging, Sequential Screening, Univariate Model Averaging
Adaptive Lasso, BIC, GAS-PCA, LARS, Lasso, S-PCA, SAS-PCA
Binary Predictor, Hypotheses Testing, Naive Bayes, Supervised Learning, Text Classification, Ultra-High-Dimensional Data
Search Engine Marketing, Paid Search Advertising, Keyword, Poisson Regression
model selection, BIC, model averaging, model mixing, stock predictability, financial markets
Adaptive Lasso, Canonical Correlation Analysis, Multivariate Regression, Selection Consistency, Tuning Parameter Selection
Central Intensity Subspace, Central Subspace, Inhomogeneous, Spatial Point Process, Inverse Regression
centrality, conditional independence, logistic regression model, reciprocity, social network analysis, transitivity
Centrality; Conditional independence; Logistic regression model; Reciprocity; Social network analysis; Transitivity
Cook's distance, High dimensional diagnosis, Influential observation, Lasso, Marginal correlations, Variable Screening
central subspace, central contour subspace, contour projection, directional regression, generalized contour subspace
Asymmetric Pair, Dyad Independence Model, Latent Space Model, Social Network, Stochastic Block Model
Asymptotical Normality, Consistency, Moment Estimators, Increasing Number of Parameters, Undirected Random Graph Models
CART, Interaction, Subgroup Analysis, Random Forests
Bias-Corrected Test; Covariance; Diagonality Test; High Dimensional Data; Multivariate Analysis
Correlated Predictors Screening; False Discovery Rate; High Dimensional Data; Single Coefficient Test
Hypotheses Testing; Multivariate Regression; Paid Search Advertising; Ultra High Dimensional Data
Identifiability, EM Algorithm, Kernel Regression, Gaussian Process, Functional Principal Component Analysis
Choice Model; Constrained Maximum Likelihood Estimation; Diverging Choice Set; Location Based Service; Point of Interest
Latent Space Model, Link Prediction, Large-Scale Social
BI; dimension reduction, semiparametric estimation, rank reducible varying coefficient model, varying coefficient model
Censored survival data, Linear transformation models, LARS, Shrinkage, Variable selection
China Stock Market; High-dimensional data; Hypothesis testing; Latent factor structure; Two-Sample Test
Live Streaming; Paid Gifting; Danmaku; Social Interaction; Arousal Theory
Incomplete Data; Network Imputation; QQ; Spatial Autoregression
Generalized Linear Model, Latent Moving Average Model, Network Regression, Social Networks
Partially Profiled LASSO, Endogeneity, Promotion, Retailer Sales, Profits
Approximated Paired Maximum Likelihood Estimation, Discrete Choice Model, Social Network, Spatial Autocorrelation
BIC; Chinese Document Classification; Screening Consistency; Time-dependent Classification Rule; Varying Naive Bayes
Banded Coefficient Matrices, Least Squares Estimation, Spatial Panel Dynamic Models, Yule-Walker Equation
Approximate Maximum Likelihood Estimation, Tail Dependence Index, Tail Dependence Regression
cross-validation, earnings forecast, minimum average variance estimation, sliced inverse regression, sufficient dimension reduction
aic, bic, Generalised crossvalidation, Least absolute shrinkage and selection operator, Smoothly clipped absolute deviation
Contour-projection, dimension reduction, linearity condition, sliced average variance estimation, sliced inverse regression
Adaptive Group Lasso, Adaptive Lasso, Group Lasso, Lasso
Adaptive LASSO, BIC, LASSO, Least Angle Regression, Least Squares Approximation, Microarray Data, Oracle Property, Solution Path
ARX, Lasso, Oracle Estimator, REGAR
China stock market, Iterative marginal optimization, Maximum rank correlation, Nelder-Mead algorithm, Receiver operating characteristics, Special treatment policy
LAD, LAD-lasso, Lasso, Oracle property
Bahadur representation, hot deck, mean quantiles, variance estimation
finite mixture model, LASSO, mixture penalty
Composite Logistic Regression, CLR, conditional logistic regression, ordinal response, panel data, unobserved subject effect
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