Alex Furger

Economics and Econometrics · 2016

A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 15 citations into it
• Finance — 15 citations into it

Whom Alex Furger trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Jianqing Fan
2. Jushan Bai

Papers from Alex Furger's perspective

Ordered by how strongly the researchers Alex Furger trusts endorse each paper. Same corpus, a different order for every researcher.

1. High dimensional covariance matrix estimation using a factor model
2. Regression Shrinkage and Selection via the Lasso
3. The Adaptive Lasso and Its Oracle Properties
4. Ideal spatial adaptation by wavelet shrinkage
5. Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
6. Sparsistency and Rates of Convergence in Large Covariance Matrix Estimation (Annals of Statistics)
7. PATHWISE COORDINATE OPTIMIZATION
8. Model selection and estimation in regression with grouped variables
9. Controlling the false discovery rate: a practical and powerful approach to multiple testing
10. Model selection and estimation in the Gaussian graphical model

Their papers

• Incorporating Global Industrial Classification Standard Into Portfolio Allocation: A Simple Factor-Based Large Covariance Matrix Estimator With High-Frequency Data (2016) — 136 citations