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Weichen Wang
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Cited by
Year
Projected principal component analysis in factor models
J Fan, Y Liao, W Wang
Annals of statistics 44 (1), 219, 2016
2102016
Asymptotics of empirical eigenstructure for high dimensional spiked covariance
W Wang, J Fan
Annals of statistics 45 (3), 1342, 2017
1852017
An Eigenvector Perturbation Bound and Its Application
J Fan, W Wang, Y Zhong
Journal of Machine Learning Research 18 (207), 1-42, 2018
1682018
Large covariance estimation through elliptical factor models
J Fan, H Liu, W Wang
Annals of statistics 46 (4), 1383, 2018
1062018
A shrinkage principle for heavy-tailed data: High-dimensional robust low-rank matrix recovery
J Fan, W Wang, Z Zhu
Annals of statistics 49 (3), 1239, 2021
1052021
Identifying differentially spliced genes from two groups of RNA-seq samples
W Wang, Z Qin, Z Feng, X Wang, X Zhang
Gene 518 (1), 164-170, 2013
702013
Robust covariance estimation for approximate factor models
J Fan, W Wang, Y Zhong
Journal of econometrics 208 (1), 5-22, 2019
652019
Asymptotics of empirical eigen-structure for ultra-high dimensional spiked covariance model
J Fan, W Wang
arXiv preprint arXiv:1502.04733, 2015
312015
Estimation of functionals of sparse covariance matrices
J Fan, P Rigollet, W Wang
Annals of statistics 43 (6), 2706, 2015
252015
Global convergence of policy gradient for linear-quadratic mean-field control/game in continuous time
W Wang, J Han, Z Yang, Z Wang
International Conference on Machine Learning, 10772-10782, 2021
242021
An [... formula...] Eigenvector Perturbation Bound and Its Application to Robust Covariance Estimation
J Fan, W Wang, Y Zhong
Journal of machine learning research: JMLR 18, 2018
192018
Heterogeneity adjustment with applications to graphical model inference
J Fan, H Liu, W Wang, Z Zhu
Electronic journal of statistics 12 (2), 3908, 2018
132018
Network-based group variable selection for detecting expression quantitative trait loci (eQTL)
W Wang, X Zhang
BMC bioinformatics 12, 1-13, 2011
82011
Ranking inferences based on the top choice of multiway comparisons
J Fan, Z Lou, W Wang, M Yu
Journal of the American Statistical Association, 1-28, 2024
42024
Volatility prediction comparison via robust volatility proxies: An empirical deviation perspective
W Wang, R An, Z Zhu
Journal of Econometrics, 105633, 2024
22024
Inference on time series nonparametric conditional moment restrictions using general sieves
X Chen, Y Liao, W Wang
arXiv preprint arXiv:2301.00092, 2022
22022
High-dimensional Covariance Learning
W Wang
Princeton University, 2016
12016
Supplement to “Estimation of functionals of sparse covariance matrices.”
J Fan, P Rigollet, W Wang
DOI, 2015
12015
Spectral Ranking Inferences based on General Multiway Comparisons
J Fan, Z Lou, W Wang, M Yu
arXiv preprint arXiv:2308.02918, 2023
2023
Tracking Index Return and Price with Constraints of Transaction Cost and Tracking Error
C Lin, W Wang
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Articles 1–20