Minjing Tao
Finance · 2013
A researcher in the Science corpus: 2 papers; trusts 19 researchers and is trusted by 5 researchers here, as inferred from the citation graph.
Subfields
- Finance — 27 citations into it; #6,167 of 10,518 by trust here, #5,938 by citations
- Economics and Econometrics — 20 citations into it; #23,367 of 23,481 by trust here, #18,597 by citations
- Statistics and Probability — 19 citations into it; #9,590 of 12,932 by trust here, #9,233 by citations
- Artificial Intelligence — 9 citations into it
- Computational Mechanics — 6 citations into it
Whom Minjing Tao trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Lan Zhang
- Yazhen Wang
- Markus Reiß
- Noureddine El Karoui
- Dennis Kristensen
- Peter J. Bickel
- Jianqing Fan
- Arnaud Gloter
- Tommaso Cai
- Robert F. Engle
Who trusts Minjing Tao overall
Papers from Minjing Tao's perspective
Ordered by how strongly the researchers Minjing Tao trusts endorse each paper. Same corpus, a different order for every researcher.
- Covariance matrix selection and estimation via penalised normal likelihood
- Sparsistency and Rates of Convergence in Large Covariance Matrix Estimation (Annals of Statistics)
- Operator norm consistent estimation of large-dimensional sparse covariance matrices
- Diffusions with measurement errors. II. Optimal estimators
- Model selection and estimation in the Gaussian graphical model
- High dimensional covariance matrix estimation using a factor model
- Nonparametric Filtering of the Realised Spot Volatility: A Kernel-Based Approach
- Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
- Regression Shrinkage and Selection via the Lasso
- On the distribution of the largest eigenvalue in principal components analysis