Wei Lan
Statistics and Probability · 2017
A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Statistics and Probability — 15 citations into it
Whom Wei Lan trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Wei Lan overall
Papers from Wei Lan's perspective
Ordered by how strongly the researchers Wei Lan trusts endorse each paper. Same corpus, a different order for every researcher.
- A well-conditioned estimator for large-dimensional covariance matrices
- Regression Shrinkage and Selection via the Lasso
- On the distribution of the largest eigenvalue in principal components analysis
- The Adaptive Lasso and Its Oracle Properties
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Operator norm consistent estimation of large-dimensional sparse covariance matrices
- Model selection and estimation in regression with grouped variables
- Model selection and estimation in the Gaussian graphical model
- Controlling the false discovery rate: a practical and powerful approach to multiple testing
- Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps
Their papers
- Covariance Regression Analysis (2017) — 75 citations