Kun Lu

Economics and Econometrics · 2019

A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Kun Lu trusts overall

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

  1. Hui Zou
  2. A. Onatski
  3. Jianqing Fan
  4. Jushan Bai

Papers from Kun Lu's perspective

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

  1. The Adaptive Lasso and Its Oracle Properties
  2. Determining the Number of Factors from Empirical Distribution of Eigenvalues (Review of Economics and Statistics)
  3. Regression Shrinkage and Selection via the Lasso
  4. On the distribution of the largest eigenvalue in principal components analysis
  5. Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
  6. Ideal spatial adaptation by wavelet shrinkage
  7. Sparsistency and Rates of Convergence in Large Covariance Matrix Estimation (Annals of Statistics)
  8. Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
  9. Eigenvalue Ratio Test for the Number of Factors
  10. Model selection and estimation in regression with grouped variables

Their papers