Weichen Wang

Statistics and Probability · with Fan · 2014

A researcher in the Science corpus: 1 paper; trusts 29 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

• Statistics and Probability — 25 citations into it; #8,662 of 12,932 by trust here, #6,853 by citations
• Economics and Econometrics — 15 citations into it
• Finance — 11 citations into it
• Computational Mechanics — 10 citations into it
• Artificial Intelligence — 6 citations into it
• Signal Processing — 6 citations into it

Whom Weichen Wang trusts overall

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

1. Jushan Bai
2. Clifford Lam
3. Jianqing Fan
4. Serena Ng
5. M. Forni
6. Peter J. Bickel
7. Whitney K. Newey
8. Tommaso Cai
9. Lingzhou Xue
10. Seung C. Ahn

Who trusts Weichen Wang overall

1. Jianqing Fan

Papers from Weichen Wang's perspective

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

1. Determining the Number of Factors in Approximate Factor Models
2. Sparsistency and Rates of Convergence in Large Covariance Matrix Estimation (Annals of Statistics)
3. Covariance regularization by thresholding
4. Large Covariance Estimation by Thresholding Principal Orthogonal Complements
5. Eigenvalue Ratio Test for the Number of Factors
6. Improved penalization for determining the number of factors in approximate factor models
7. ASYMPTOTICS OF SAMPLE EIGENSTRUCTURE FOR A LARGE DIMENSIONAL SPIKED COVARIANCE MODEL
8. HIGH DIMENSIONAL COVARIANCE MATRIX ESTIMATION IN APPROXIMATE FACTOR MODELS (Annals of Statistics)
9. THE GENERALIZED DYNAMIC FACTOR MODEL: REPRESENTATION THEORY (Econometric Theory)
10. Optimal rates of convergence for covariance matrix estimation

Their papers

• PROJECTED PRINCIPAL COMPONENT ANALYSIS IN FACTOR MODELS (2014) — 201 citations