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1. Shocks-adaptive Robust Minimum Variance Portfolio for a Large Universe of Assets

2. Uncertainty Learning for High-dimensional Mean-variance Portfolio

3. Localized Neural Network Modelling of Time Series: A Case Study on US Monetary Policy

5. Robust PCA for High Dimensional Data based on Characteristic Transformation

6. Homogeneity and Sub-homogeneity Pursuit: Iterative Complement Clustering PCA

7. Factor-augmented model for functional data

11. Spiked eigenvalues of high-dimensional sample autocovariance matrices: CLT and applications

12. Clustering and Forecasting Multiple Functional Time Series

13. AR-sieve Bootstrap for High-dimensional Time Series

14. Interactive Effects Panel Data Models with General Factors and Regressors

17. Forecasting high-dimensional functional time series with dual-factor structures

21. Feature Extraction for Functional Time Series: Theory and Application to NIR Spectroscopy Data

25. A Forecast-driven Hierarchical Factor Model with Application to Mortality Data

26. Factor-augmented Smoothing Model for Functional Data

27. Mortality Forecasting using Factor Models: Time-varying or Time-invariant Factor Loadings?

28. Decomposition of Bilateral Trade Flows Using a Three-Dimensional Panel Data Model

31. Estimation of Cross-Sectional Dependence in Large Panels

33. Quantification of Methane Emissions from Cold Heavy Oil Production with Sand Extraction in Alberta and Saskatchewan, Canada

35. High-dimensional functional time series forecasting: An application to age-specific mortality rates

41. Widely Targeted Lipidomics and Microbiomics Perspectives Reveal the Mechanism of Auricularia auricula Polysaccharide's Effect of Regulating Glucolipid Metabolism in High-Fat-Diet Mice.

48. Independence test for high dimensional data based on regularized canonical correlation coefficients

49. High Dimensional Correlation Matrices: CLT and Its Applications

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