Mengyu Xu

Statistics and Probability · 2013

A researcher in the Science corpus: 1 paper; trusts 11 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

• Statistics and Probability — 15 citations into it; #10,216 of 12,932 by trust here, #8,279 by citations
• Finance — 6 citations into it; #8,146 of 10,518 by trust here, #7,575 by citations
• Economics and Econometrics — 5 citations into it

Whom Mengyu Xu trusts overall

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

1. Wei Biao Wu
2. Peter J. Bickel
3. Iain M. Johnstone
4. Jianqing Fan
5. Jerome H. Friedman
6. Elizaveta Levina
7. Michael E. Hohn
8. Robert Tibshirani
9. Jianhua Z. Huang
10. Pradeep Ravikumar

Who trusts Mengyu Xu overall

1. Xiaohui Chen

Papers from Mengyu Xu's perspective

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

1. Covariance matrix selection and estimation via penalised normal likelihood
2. On the distribution of the largest eigenvalue in principal components analysis
3. Regularized estimation of large covariance matrices
4. Sparsistency and Rates of Convergence in Large Covariance Matrix Estimation (Annals of Statistics)
5. Covariance regularization by thresholding
6. Regression Shrinkage and Selection via the Lasso
7. High-dimensional covariance estimation by minimizing ℓ1-penalized log-determinant divergence
8. Local polynomial modelling and its applications
9. On Consistency and Sparsity for Principal Components Analysis in High Dimensions (Journal of the American Statistical Association)
10. An Introduction to Multivariate Statistical Analysis

Their papers

• Covariance and precision matrix estimation for high-dimensional time series (2013) — 152 citations