Zhan Gao

Statistics and Probability · 2018

A researcher in the Science corpus: 1 paper; trusts 14 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Statistics and Probability — 20 citations into it
• Economics and Econometrics — 14 citations into it
• Finance — 8 citations into it
• Management Science and Operations Research — 5 citations into it

Whom Zhan Gao trusts overall

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

1. Hui Zou
2. Alexandre Belloni
3. Jianqing Fan
4. Keith Knight
5. Victor Chernozhukov
6. Martin Lettau
7. A. Inoue
8. Marcelo C. Medeiros

Papers from Zhan Gao's perspective

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

1. Asymptotics for lasso-type estimators
2. Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
3. The Adaptive Lasso and Its Oracle Properties
4. Supplementary Appendix for"Inference on Treatment Effects After Selection Amongst High-Dimensional Controls"
5. L1-Penalised quantile regression in high-dimensional sparse models
6. Consumption, aggregate wealth and expected stock returns
7. How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation
8. Asset Pricing: Revised Edition
9. ℓ1-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors
10. Empirical Asset Pricing via Machine Learning

Their papers

• On LASSO for predictive regression (2018) — 108 citations