Hansheng Wang

Peking University - Guanghua School of Management

Associate Professor

Peking University

Beijing, Beijing 100871

China

http://hansheng.gsm.pku.edu.cn

SCHOLARLY PAPERS

64

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30

Scholarly Papers (64)

1.

Forward Regression for Ultra-High Dimensional Variable Screening

Number of pages: 33 Posted: 10 Apr 2009
Hansheng Wang
Peking University - Guanghua School of Management
Downloads 1,041 (25,323)

Abstract:

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Adaptive Lasso, BIC, Forward Regression, LASSO, SCAD, Screening Consistency

2.

Network Vector Autoregression

Number of pages: 30 Posted: 13 May 2016
Xuening Zhu, Rui Pan, Guodong Li, Yuewen Liu and Hansheng Wang
Peking University, Peking University, The University of Hong Kong - Department of Statistics and Actuarial Science, Xi'an Jiaotong University and Peking University - Guanghua School of Management
Downloads 847 (34,009)
Citation 7

Abstract:

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multivariate time series, ordinary least squares, social network, vector autoregression

3.

Shrinkage Estimation of the Varying Coefficient Model

Number of pages: 35 Posted: 23 Nov 2008 Last Revised: 30 Nov 2008
Hansheng Wang and Yingcun Xia
Peking University - Guanghua School of Management and National University of Singapore (NUS)
Downloads 697 (44,323)
Citation 1

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BIC, LASSO, Kernel Smoothing, Oracle Property, SCAD, Variable Selection, Varying Coefficient Model

4.

Factor Profiling for Ultra High Dimensional Variable Selection

Number of pages: 44 Posted: 23 May 2010
Hansheng Wang
Peking University - Guanghua School of Management
Downloads 689 (45,055)
Citation 2

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Bayesian Information Criterion, Factor Profiling, Forward Regression, Maximum Eigenvalue Ratio Criterion, Profiled Independent Screening, Profled Sequential Screening, Selection Consistency, Screening Consistency

5.

Tail Index Regression

UC Davis Graduate School of Management Research Paper No. 08-09
Number of pages: 28 Posted: 11 Feb 2009
Hansheng Wang and Chih-Ling Tsai
Peking University - Guanghua School of Management and University of California, Davis - Graduate School of Management
Downloads 527 (63,483)

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Generalized Extreme Distribution; Generalized Pareto Distribution; Hill Estimator; Pareto-type Distribution; Tail Index Regression

6.

Covariance Regression Analysis

Number of pages: 41 Posted: 10 Dec 2015
Tao Zou, Wei Lan, Hansheng Wang and Chih-Ling Tsai
Australian National University - Research School of Finance, Actuarial Studies & Statistics, Peking University - Guanghua School of Management, Peking University - Guanghua School of Management and University of California, Davis - Graduate School of Management
Downloads 452 (76,777)

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Covariance Regression; Covariance Matrix Estimation; Positive Definiteness; Portfolio Management

7.

Shrinkage Tuning Parameter Selection with a Diverging Number of Parameters

Journal of Royal Statistical Society, Series B, Forthcoming
Number of pages: 25 Posted: 02 Dec 2008
Hansheng Wang, Bo Li and Chenlei Leng
Peking University - Guanghua School of Management, Tsinghua University - School of Economics & Management and University of Warwick
Downloads 391 (90,887)
Citation 4

Abstract:

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BIC, Diverging Number of Parameters, LASSO, SCAD

8.
Downloads 140 ( 94,292)
Citation 4

Network Quantile Autoregression

Number of pages: 30 Posted: 28 Apr 2018
Xuening Zhu, Weining Wang, Hansheng Wang and Karl Wolfgang
Peking University, affiliation not provided to SSRN, Peking University - Guanghua School of Management and Humboldt University of Berlin - Center for Applied Statistics and Economics (CASE)
Downloads 140 (247,754)
Citation 3

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Social Network; Quantile Regression; Autoregression; Systemic Risk; Financial Contagion; Shared Ownership

9.

Should Earnings Thresholds Be Used as Delisting Criteria in Stock Market?

Posted: 22 Nov 2005 Last Revised: 26 Aug 2008
Guohua Jiang and Hansheng Wang
Peking University - Guanghua School of Management and Peking University - Guanghua School of Management
Downloads 379 (94,292)

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Law and Finance, Special Treatment, Market Development

10.

A Bayesian Information Criterion for Portfolio Selection

Number of pages: 32 Posted: 17 Jun 2011
Wei Lan, Hansheng Wang and Chih-Ling Tsai
Peking University - Guanghua School of Management, Peking University - Guanghua School of Management and University of California, Davis - Graduate School of Management
Downloads 360 (99,998)

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Bayesian Information Criterion, Minimal Variance Portfolio, Portfolio Selection, Risk Diversification

11.

Nonparametric Covariance Model

Statistica Sinica, Forthcoming
Number of pages: 15 Posted: 02 Dec 2008
Jianxin Yin, Zhi Geng, Runze Li and Hansheng Wang
Peking University - School of Mathematical Sciences, Peking University, Pennsylvania State University and Peking University - Guanghua School of Management
Downloads 353 (102,254)

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

12.

On BIC's Selection Consistency for Discriminant Analysis

Number of pages: 15 Posted: 24 Nov 2008 Last Revised: 13 Oct 2009
Qiong Zhang and Hansheng Wang
affiliation not provided to SSRN and Peking University - Guanghua School of Management
Downloads 350 (103,161)
Citation 1

Abstract:

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BIC, Discriminant Analysis, Gaussian Mixture

13.

Covariance Matrix Estimation Via Network Structure

Number of pages: 35 Posted: 20 Mar 2016
Wei Lan, Zheng Fang, Hansheng Wang and Chih-Ling Tsai
Peking University - Guanghua School of Management, Sichuan University - Business School, Peking University - Guanghua School of Management and University of California, Davis - Graduate School of Management
Downloads 329 (110,597)

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Adjacency Matrix; Bayesian Information Criterion; Covariance Estimation; Covariance Regression Network Model; High Dimensional Data

14.

A Statistical Model for Social Network Labeling

Number of pages: 22 Posted: 07 Sep 2015
Danyang Huang, Jun Yin, Tao Shi and Hansheng Wang
Peking University, Peking University, Ohio State University (OSU) and Peking University - Guanghua School of Management
Downloads 325 (112,415)
Citation 1

Abstract:

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Conditional Maximum Likelihood; Maximum Likelihood; p1 Model; Sina Weibo; Large-Scale Network

15.

An EM Algorithm for Click Fraud Detection

Number of pages: 16 Posted: 09 Dec 2015
Xuening Zhu, Da Huang, Rui Pan and Hansheng Wang
Peking University, Fudan University, Peking University and Peking University - Guanghua School of Management
Downloads 318 (114,717)

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Click Fraud Detection; EM Algorithm; Maximum Likelihood Estimator; Search Engine Marketing

16.

Feature Screening for Ultrahigh Dimensional Categorical Data with Applications

Number of pages: 21 Posted: 15 Jan 2014
Danyang Huang, Runze Li and Hansheng Wang
Peking University, Pennsylvania State University and Peking University - Guanghua School of Management
Downloads 287 (127,927)

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

17.

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 261 (141,119)
Citation 1

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

18.

On a Principal Varying Coefficient Model

Number of pages: 41 Posted: 06 Oct 2012
Qian Jiang, Hansheng Wang, Yingcun Xia and Guohua Jiang
affiliation not provided to SSRN, Peking University - Guanghua School of Management, National University of Singapore (NUS) and Peking University - Guanghua School of Management
Downloads 250 (147,279)
Citation 1

Abstract:

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local linear estimator, L1-penalty, principal function, profile least-squares estimation, semi-varying coefficient model, varying coefficient model

19.

Testing Covariates in High Dimensional Regression

Number of pages: 34 Posted: 05 May 2013
Wei Lan, Hansheng Wang and Chih-Ling Tsai
Peking University - Guanghua School of Management, Peking University - Guanghua School of Management and University of California, Davis - Graduate School of Management
Downloads 242 (152,093)
Citation 1

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Generalized Linear Model, High Dimensional Data, Hypotheses Testing, Paid Search Advertising, Partial Covariance, Partial F-Test

20.

RFMS Method for Credit Scoring Based on Bank Card Transaction Data

Number of pages: 22 Posted: 16 May 2018
Hansheng Wang, Jing Zhou and Danyang Huang
Peking University - Guanghua School of Management, Renmin University of China and Peking University
Downloads 238 (155,145)

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Credit Scoring; Frequency; Logistic Regression; Microcredit; Monetary Value; Recency; Standard Deviation

21.

Estimating Spatial Autocorrelation with Sampled Network Data

Number of pages: 26 Posted: 26 Feb 2016
Jing Zhou, Yundong Tu, Yuxin Chen and Hansheng Wang
Renmin University of China, Peking University, New York University (NYU) - New York University (NYU), Shanghai and Peking University - Guanghua School of Management
Downloads 234 (157,029)
Citation 1

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Approximate Maximum Likelihood Estimator; Network Data Analysis; Paired Maximum Likelihood Estimator; Spatial Autocorrelation

22.

Profiled Forward Regression for Ultrahigh Dimensional Variable Screening in Semiparametric Partially Linear Models

Number of pages: 26 Posted: 24 Jan 2011
Hua Liang, Hansheng Wang and Chih-Ling Tsai
affiliation not provided to SSRN, Peking University - Guanghua School of Management and University of California, Davis - Graduate School of Management
Downloads 229 (160,351)

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Forward Regression, Partially Linear Model, Profiled Forward Regression, Screening Consistency, Ultrahigh Dimensional Predictor

23.

Sequential Model Averaging for High Dimensional Linear Regression Models

Number of pages: 36 Posted: 11 Jan 2017 Last Revised: 13 Jan 2017
Southwestern University of Finance and Economics (SWUFE) - Statistical School and Center of Statistical Research, Beihang University (BUAA), Beijing Normal University, Peking University - Guanghua School of Management and University of California, Davis - Graduate School of Management
Downloads 223 (164,542)

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Forward Regression, Sequential Model Averaging, Sequential Screening, Univariate Model Averaging

24.

On General Adaptive Sparse Principal Component Analysis

Journal of Computational and Graphical Statistics, Forthcoming
Number of pages: 20 Posted: 01 Dec 2008
Chenlei Leng and Hansheng Wang
University of Warwick and Peking University - Guanghua School of Management
Downloads 218 (168,047)

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Adaptive Lasso, BIC, GAS-PCA, LARS, Lasso, S-PCA, SAS-PCA

25.

Testing the Statistical Significance of an Ultra-High-Dimensional Naive Bayes Classifier

Number of pages: 8 Posted: 12 Apr 2012
Baiguo An, Hansheng Wang and Jianhua Guo
Capital University of Economics and Business, Peking University - Guanghua School of Management and Northeast Normal University
Downloads 215 (170,229)

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Binary Predictor, Hypotheses Testing, Naive Bayes, Supervised Learning, Text Classification, Ultra-High-Dimensional Data

26.

Selection of Best Keywords: A Poisson Regression Model

Number of pages: 9 Posted: 27 Jul 2011
Ji Li, Rui Pan and Hansheng Wang
affiliation not provided to SSRN, Peking University and Peking University - Guanghua School of Management
Downloads 213 (171,725)

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Search Engine Marketing, Paid Search Advertising, Keyword, Poisson Regression

27.

Does a Bayesian Approach Generate Robust Forecasts? Evidence from Applications in Portfolio Investment Decisions

Number of pages: 8 Posted: 17 Dec 2008
Chih-Ling Tsai, Hansheng Wang and Ning Zhu
University of California, Davis - Graduate School of Management, Peking University - Guanghua School of Management and China Academy of Financial Research (CAFR)
Downloads 207 (176,445)

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model selection, BIC, model averaging, model mixing, stock predictability, financial markets

28.

Multivariate Regression Shrinkage and Selection by Canonical Correlation Analysis

Number of pages: 31 Posted: 23 Dec 2012
Baiguo An, Guo Jianhua and Hansheng Wang
Capital University of Economics and Business, Northeast Normal University and Peking University - Guanghua School of Management
Downloads 202 (180,505)

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Adaptive Lasso, Canonical Correlation Analysis, Multivariate Regression, Selection Consistency, Tuning Parameter Selection

29.

Sufficient Dimension Reduction for Spatial Point Processes Directed by Gaussian Random Fields

Number of pages: 35 Posted: 04 Dec 2009
Yongtao Guan and Hansheng Wang
University of Miami - Department of Management Science and Peking University - Guanghua School of Management
Downloads 189 (191,782)

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Central Intensity Subspace, Central Subspace, Inhomogeneous, Spatial Point Process, Inverse Regression

A Note on Testing Conditional Independence for Social Network Analysis

Science China Mathematics, Vol. 58, No. 6, June 2015
Number of pages: 12 Posted: 05 May 2015
Rui Pan and Hansheng Wang
Peking University and Peking University - Guanghua School of Management
Downloads 133 (258,116)

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centrality, conditional independence, logistic regression model, reciprocity, social network analysis, transitivity

A Note on Testing Conditional Independence for Social Network Analysis

Number of pages: 22 Posted: 04 Feb 2015
Rui Pan and Hansheng Wang
Peking University and Peking University - Guanghua School of Management
Downloads 53 (454,729)

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Centrality; Conditional independence; Logistic regression model; Reciprocity; Social network analysis; Transitivity

31.

High Dimensional Influence Measure

Number of pages: 31 Posted: 29 Aug 2013
Junlong Zhao, Chenlei Leng, Lexin Li and Hansheng Wang
Beijing Normal University, University of Warwick, North Carolina State University and Peking University - Guanghua School of Management
Downloads 182 (198,289)

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Cook's distance, High dimensional diagnosis, Influential observation, Lasso, Marginal correlations, Variable Screening

32.

Contour Projected Dimension Reduction

The Annals of Statistics, Forthcoming
Number of pages: 52 Posted: 24 Dec 2008
Ronghua Luo, Hansheng Wang and Chih-Ling Tsai
Southwestern University of Finance and Economics (SWUFE) - School of Finance, Peking University - Guanghua School of Management and University of California, Davis - Graduate School of Management
Downloads 164 (216,757)

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central subspace, central contour subspace, contour projection, directional regression, generalized contour subspace

33.

Regression Analysis of Asymmetric Pairs in Large-Scale Network Data

Number of pages: 12 Posted: 10 Oct 2011
Rui Pan, Hansheng Wang and Chih-Ling Tsai
Peking University, Peking University - Guanghua School of Management and University of California, Davis - Graduate School of Management
Downloads 162 (219,056)

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Asymmetric Pair, Dyad Independence Model, Latent Space Model, Social Network, Stochastic Block Model

34.

Asymptotics in Undirected Random Graph Models Parameterized by the Strengths of Vertices

Number of pages: 25 Posted: 27 Jan 2015
Ting Yan, Hong Qin and Hansheng Wang
Central China Normal University, Central China Normal University and Peking University - Guanghua School of Management
Downloads 160 (221,347)

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Asymptotical Normality, Consistency, Moment Estimators, Increasing Number of Parameters, Undirected Random Graph Models

35.

Subgroup Analysis via Recursive Partitioning

UC Davis Graduate School of Management Research Paper No. 12-09
Number of pages: 20 Posted: 12 Feb 2009
University of Central Florida, University of California, Davis - Graduate School of Management, Peking University - Guanghua School of Management, University of Central Florida and United States Bureau of Labor Statistics
Downloads 159 (222,552)
Citation 26

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CART, Interaction, Subgroup Analysis, Random Forests

36.

Testing the Diagonality of a Large Covariance Matrix in a Regression Setting

Number of pages: 35 Posted: 14 May 2014
Peking University - Guanghua School of Management, Southwestern University of Finance and Economics (SWUFE) - School of Finance, University of California, Davis - Graduate School of Management, Peking University - Guanghua School of Management and Peking University - Guanghua School of Management
Downloads 158 (223,770)
Citation 1

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Bias-Corrected Test; Covariance; Diagonality Test; High Dimensional Data; Multivariate Analysis

37.

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 151 (232,292)

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

38.

Testing Predictor Significance with Ultra High Dimensional Multivariate Responses

Number of pages: 29 Posted: 03 Dec 2014
Yingying Ma, Wei Lan and Hansheng Wang
Beihang University (BUAA), Peking University - Guanghua School of Management and Peking University - Guanghua School of Management
Downloads 145 (239,999)

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Hypotheses Testing; Multivariate Regression; Paid Search Advertising; Ultra High Dimensional Data

39.

Estimating Mixture of Gaussian Processes by Kernel Smoothing

Number of pages: 26 Posted: 19 Nov 2013
Mian Huang, Runze Li, Hansheng Wang and Weixin Yao
Shanghai University of Finance and Economics, Pennsylvania State University, Peking University - Guanghua School of Management and Kansas State University
Downloads 143 (242,821)

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

40.

A Choice Model with a Diverging Choice Set for POI Data Analysis

Number of pages: 25 Posted: 08 Oct 2015
Xiaoling Lu, Junlong Zhao, Yu Chen and Hansheng Wang
Renmin University of China - Institute of Statistics and Big Data, Beijing Normal University, Peking University and Peking University - Guanghua School of Management
Downloads 142 (244,208)

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Choice Model; Constrained Maximum Likelihood Estimation; Diverging Choice Set; Location Based Service; Point of Interest

41.

A Popularity Scaled Latent Space Model for Large-Scale Directed Social Network

Number of pages: 41 Posted: 16 May 2018 Last Revised: 20 May 2018
Xiangyu Chang, Danyang Huang and Hansheng Wang
Xi'an Jiaotong University (XJTU) - School of Management, Peking University and Peking University - Guanghua School of Management
Downloads 136 (252,828)

Abstract:

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Latent Space Model, Link Prediction, Large-Scale Social

42.

Rank Reducible Varying Coefficient Model

Journal of Statistical Planning and Inference, Forthcoming
Number of pages: 28 Posted: 02 Dec 2008
Hansheng Wang
Peking University - Guanghua School of Management
Downloads 127 (266,257)

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BI; dimension reduction, semiparametric estimation, rank reducible varying coefficient model, varying coefficient model

43.

On Sparse Estimation for Semiparametric Linear Transformation Models

Number of pages: 29 Posted: 08 Feb 2010
Hao Helen Zhang, Wenbin Lu and Hansheng Wang
affiliation not provided to SSRN, affiliation not provided to SSRN and Peking University - Guanghua School of Management
Downloads 126 (267,819)
Citation 1

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Censored survival data, Linear transformation models, LARS, Shrinkage, Variable selection

44.

A High Dimensional Two-Sample Test Under a Low Dimensional Factor Structure

Number of pages: 22 Posted: 07 Sep 2015
Yingying Ma, Wei Lan and Hansheng Wang
Beihang University (BUAA), Peking University - Guanghua School of Management and Peking University - Guanghua School of Management
Downloads 113 (289,780)

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China Stock Market; High-dimensional data; Hypothesis testing; Latent factor structure; Two-Sample Test

45.

The Magic of Danmaku: A Social Interaction Perspective of Gift Sending on Live Streaming Platforms

Number of pages: 25 Posted: 05 Mar 2019
Jilei Zhou, Jing Zhou, Ying Ding and Hansheng Wang
Peking University, Guanghua School of Management, Renmin University of China, Renmin University of China - School of Business and Peking University - Guanghua School of Management
Downloads 109 (297,243)
Citation 1

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Live Streaming; Paid Gifting; Danmaku; Social Interaction; Arousal Theory

46.

Network Imputation for a Spatial Autoregression Model with Incomplete Data

Number of pages: 34 Posted: 09 Oct 2018
Zhimeng Sun and Hansheng Wang
Central University of Finance and Economics (CUFE) and Peking University - Guanghua School of Management
Downloads 93 (330,104)

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Incomplete Data; Network Imputation; QQ; Spatial Autoregression

47.

A Latent Moving Average Model for Network Regression

Statistics and Its Interface Volume 11 (2018) 641–648
Number of pages: 8 Posted: 11 Oct 2018
Rui Pan, Rong Guan, Xuening Zhu and Hansheng Wang
Central University of Finance and Economics (CUFE), Central University of Finance and Economics (CUFE), Peking University and Peking University - Guanghua School of Management
Downloads 92 (332,328)

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Generalized Linear Model, Latent Moving Average Model, Network Regression, Social Networks

48.

Estimating Promotion Effects Using Big Data: A Partially Profiled LASSO Model With Endogeneity Correction

Number of pages: 53 Posted: 29 Nov 2018
Peking University - Guanghua School of Management, Guanghua School of Management Peking University, Peking University - Guanghua School of Management, Peking University and Peking University - Guanghua School of Management
Downloads 86 (346,537)

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Partially Profiled LASSO, Endogeneity, Promotion, Retailer Sales, Profits

49.

A Note on Estimating Network Dependence in a Discrete Choice Model

Statistics and Its Interface, Forthcoming
Number of pages: 7 Posted: 16 May 2018 Last Revised: 20 May 2018
Jing Zhou, Da Huang and Hansheng Wang
Renmin University of China, Fudan University and Peking University - Guanghua School of Management
Downloads 82 (356,506)

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Approximated Paired Maximum Likelihood Estimation, Discrete Choice Model, Social Network, Spatial Autocorrelation

50.

Varying Naive Bayes Models with Applications to Classification of Chinese Text Documents

Number of pages: 32 Posted: 09 Feb 2015
Guoyu Guan, Jianhua Guo and Hansheng Wang
Northeast Normal University, Northeast Normal University and Peking University - Guanghua School of Management
Downloads 74 (378,358)

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BIC; Chinese Document Classification; Screening Consistency; Time-dependent Classification Rule; Varying Naive Bayes

51.

Banded Spatio-Temporal Autoregressions

Number of pages: 37 Posted: 05 May 2018
Zhaoxing Gao, Yingying Ma, Hansheng Wang and Qiwei Yao
London School of Economics & Political Science (LSE), Beihang University (BUAA), Peking University - Guanghua School of Management and London School of Economics & Political Science (LSE) - Department of Statistics
Downloads 45 (479,357)

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Banded Coefficient Matrices, Least Squares Estimation, Spatial Panel Dynamic Models, Yule-Walker Equation

52.

A Note on Tail Dependence Regression

Posted: 29 May 2013
Qingzhao Zhang, Deyuan Li and Hansheng Wang
Chinese Academy of Sciences (CAS), Fudan University and Peking University - Guanghua School of Management

Abstract:

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Approximate Maximum Likelihood Estimation, Tail Dependence Index, Tail Dependence Regression

53.

Sliced Regression for Dimension Reduction

Journal of the American Statistical Association, Vol. 103, pp. 811-821, 2008
Posted: 02 Dec 2008
Hansheng Wang and Yingcun Xia
Peking University - Guanghua School of Management and National University of Singapore (NUS)

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cross-validation, earnings forecast, minimum average variance estimation, sliced inverse regression, sufficient dimension reduction

54.

Tuning Parameter Selectors for the Smoothly Clipped Absolute Deviation Method

Biometrika, Vol. 94, pp. 553-568, 2007
Posted: 02 Dec 2008
Hansheng Wang, Runze Li and Chih-Ling Tsai
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

55.

Improving Dimension Reduction Via Contour-Projection

Statistica Sinica, Vol. 18, pp. 299-311, 2008
Posted: 02 Dec 2008
Hansheng Wang, Liqiang Ni and Chih-Ling Tsai
Peking University - Guanghua School of Management, University of Central Florida - Department of Statistics and University of California, Davis - Graduate School of Management

Abstract:

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Contour-projection, dimension reduction, linearity condition, sliced average variance estimation, sliced inverse regression

56.

A Note on Adaptive Group Lasso

Computational Statistics & Data Analysis, Vol. 52, pp. 5277-5286, 2008
Posted: 02 Dec 2008
Hansheng Wang and Chenlei Leng
Peking University - Guanghua School of Management and University of Warwick

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Adaptive Group Lasso, Adaptive Lasso, Group Lasso, Lasso

57.

Unified LASSO Estimation Via Least Square Approximation

Journal of American Statistical Association, Vol. 102, pp. 1039-1048, 2007
Posted: 02 Dec 2008
Hansheng Wang and Chenlei Leng
Peking University - Guanghua School of Management and University of Warwick

Abstract:

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Adaptive LASSO, BIC, LASSO, Least Angle Regression, Least Squares Approximation, Microarray Data, Oracle Property, Solution Path

58.

Regression Coefficients and Autoregressive Order Shrinkage and Selection Via the Lasso

Journal of Royal Statistical Society, Series B, Vol. 69, pp. 63-78, 2007
Posted: 02 Dec 2008
Hansheng Wang, Guodong Li and Chih-Ling Tsai
Peking University - Guanghua School of Management, The University of Hong Kong - Department of Statistics and Actuarial Science and University of California, Davis - Graduate School of Management

Abstract:

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ARX, Lasso, Oracle Estimator, REGAR

59.

A Note on Iterative Marginal Optimization: A Simple Algorithm for Maximum Rank Correlation Estimation

Computational Statistics and Data Analysis, Vol. 51, pp. 2803-2812, 2007
Posted: 02 Dec 2008
Hansheng Wang
Peking University - Guanghua School of Management

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China stock market, Iterative marginal optimization, Maximum rank correlation, Nelder-Mead algorithm, Receiver operating characteristics, Special treatment policy

60.

Robust Regression Shrinkage and Consistent Variable Selection Via the LAD-Lasso

Journal of Business & Economics Statistics, Vol. 25, pp. 347-355, 2007
Posted: 02 Dec 2008
Hansheng Wang, Guodong Li and Guohua Jiang
Peking University - Guanghua School of Management, The University of Hong Kong - Department of Statistics and Actuarial Science and Peking University - Guanghua School of Management

Abstract:

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LAD, LAD-lasso, Lasso, Oracle property

61.

Confidence Intervals Based on Survey Data with Nearest Neighbor Imputation

Statistica Sinica, Vol. 18, pp. 281-297, 2008
Posted: 02 Dec 2008
Jun Shao and Hansheng Wang
Shanghai Lixin University of Accounting and Finance and Peking University - Guanghua School of Management

Abstract:

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Bahadur representation, hot deck, mean quantiles, variance estimation

62.

On Mixture Regression Shrinkage and Selection Via the MR-Lasso

International Journal of Pure and Applied Mathematics, Vol. 46, pp. 403-414, 2008
Posted: 02 Dec 2008
Ronghua Luo, Chih-Ling Tsai and Hansheng Wang
Southwestern University of Finance and Economics (SWUFE) - School of Finance, University of California, Davis - Graduate School of Management and Peking University - Guanghua School of Management

Abstract:

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finite mixture model, LASSO, mixture penalty

63.

A Composite Logistic Regression Approach for Ordinal Panel Data Regression

International Journal of Data Analysis Techniques and Strategies, Vol. 1, pp. 29-43, 2008
Posted: 02 Dec 2008
Ronghua Luo and Hansheng Wang
Southwestern University of Finance and Economics (SWUFE) - School of Finance and Peking University - Guanghua School of Management

Abstract:

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Composite Logistic Regression, CLR, conditional logistic regression, ordinal response, panel data, unobserved subject effect

64.

Tuning Parameter Selection Consistency in an Ultrahigh Dimensional Setup: A Comment on the Sure Independence Screening Rule

Journal of Royal Statistical Society, Series B, Vol. 70, pp. 896-897, 2007
Posted: 30 Nov 2008
Chenlei Leng and Hansheng Wang
University of Warwick and Peking University - Guanghua School of Management

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