A. Önder
Statistics and Probability · 2016
A researcher in the Science corpus: 1 paper; trusts 10 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Statistics and Probability — 14 citations into it
- Finance — 8 citations into it
- Economics and Econometrics — 6 citations into it
Whom A. Önder trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Olivier Ledoit
- Jianqing Fan
- Ming Yuan
- Nicolai Meinshausen
- Michael Wolf
- Robert Tibshirani
- Peter Buhlmann
- Yacine Aït-Sahalia
- Gary Chamberlain
- Mehmet Caner
Papers from A. Önder's perspective
Ordered by how strongly the researchers A. Önder trusts endorse each paper. Same corpus, a different order for every researcher.
- Regression Shrinkage and Selection via the Lasso
- High-dimensional graphs and variable selection with the Lasso
- A well-conditioned estimator for large-dimensional covariance matrices
- On asymptotically optimal confidence regions and tests for high-dimensional models
- High dimensional covariance matrix estimation using a factor model
- HIGH DIMENSIONAL COVARIANCE MATRIX ESTIMATION IN APPROXIMATE FACTOR MODELS (Annals of Statistics)
- Using Principal Component Analysis to Estimate a High Dimensional Factor Model with High-Frequency Data
- Analytical nonlinear shrinkage of large-dimensional covariance matrices (Annals of Statistics)
- Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
- High Dimensional Inverse Covariance Matrix Estimation via Linear Programming (Journal of machine learning research)
Their papers
- A Nodewise Regression Approach to Estimating Large Portfolios (2016) — 55 citations