Chenlei Leng

University of Warwick

Professor, Department of Statistics

Gibbet Hill Rd.

Coventry, West Midlands CV4 8UW

United Kingdom

SCHOLARLY PAPERS

8

DOWNLOADS

863

SSRN CITATIONS
Rank 37,867

SSRN RANKINGS

Top 37,867

in Total Papers Citations

4

CROSSREF CITATIONS

16

Scholarly Papers (8)

1.

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 414 (98,987)
Citation 4

Abstract:

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BIC, Diverging Number of Parameters, LASSO, SCAD

2.

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 227 (185,890)

Abstract:

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

3.

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 186 (223,100)

Abstract:

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

4.

Structured Lasso for Regression with Matrix Covariates

Statistica Sinica, Vol. 24, p. 799-814, 2014
Number of pages: 16 Posted: 15 Aug 2017
Junlong Zhao and Chenlei Leng
Beijing Normal University and University of Warwick
Downloads 36 (587,842)
Citation 1

Abstract:

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High-Dimensional Data, Lasso, Model Selection, Non-Asymptotic Bounds, Restricted Eigenvalues, Structured Lasso

5.

A Hybrid Bootstrap Approach to Unit Root Tests

Journal of Time Series Analysis, Vol. 35, Issue 4, pp. 299-321, 2014
Number of pages: 23 Posted: 24 Jun 2014
Chenlei Leng and Chih-Ling Tsai
University of Warwick and University of California, Davis - Graduate School of Management
Downloads 0 (891,729)

Abstract:

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Bootstrap, Brownian motion, least absolute deviation, unit root test

6.

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

Abstract:

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Adaptive Group Lasso, Adaptive Lasso, Group Lasso, Lasso

7.

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

8.

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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