Cheng Yong Tang

Statistics and Probability · 2005–2013

A researcher in the Science corpus: 5 papers; trusts 57 researchers and is trusted by 32 researchers here, as inferred from the citation graph.

Subfields

• Statistics and Probability — 60 citations into it; #2,466 of 12,932 by trust here, #6,552 by citations
• Finance — 21 citations into it; #2,683 of 10,518 by trust here, #6,960 by citations
• Artificial Intelligence — 16 citations into it; #8,697 of 35,345 by trust here, #25,809 by citations
• Economics and Econometrics — 12 citations into it; #6,415 of 23,481 by trust here, #17,969 by citations
• Computational Mechanics — 7 citations into it
• Management Science and Operations Research — 7 citations into it
• Control and Systems Engineering — 6 citations into it
• Statistical Learning Theory — 5 citations into it

Whom Cheng Yong Tang trusts overall

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

1. Jianqing Fan
2. Robert Tibshirani
3. Hui Zou
4. Hansheng Wang
5. Jinchi Lv
6. Cun-Hui Zhang
7. Runze Li
8. Jerome H. Friedman
9. Tim Bollerslev
10. Yuhong Yang

Who trusts Cheng Yong Tang overall

1. James W. Taylor
2. Jing Lei
3. S. Chen
4. Zongwu Cai
5. Mehmet Caner
6. M. Nieto
7. Carol Alexander
8. Jinyuan Chang
9. Wenhao Hu
10. Francis K. C. Hui

Papers from Cheng Yong Tang's perspective

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

1. Regression Shrinkage and Selection via the Lasso
2. The Adaptive Lasso and Its Oracle Properties
3. Estimating the Dimension of a Model
4. Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
5. Model selection and estimation in regression with grouped variables
6. Sure independence screening for ultrahigh dimensional feature space
7. On Model Selection Consistency of Lasso
8. Addendum: Regularization and variable selection via the elastic net
9. One-step Sparse Estimates in Nonconcave Penalized Likelihood Models
10. Nearly unbiased variable selection under minimax concave penalty

Their papers

• Penalized empirical likelihood and growing dimensional general estimating equations (2012) — 100 citations
• Tuning parameter selection in high dimensional penalized likelihood (2013) — 355 citations
• Nonparametric Inference of Value-at-Risk for Dependent Financial Returns (2005) — 176 citations
• Empirical likelihood and quantile regression in longitudinal data analysis (2011) — 62 citations
• A Test for model specification of diffusion processes (2007) — 81 citations