Jiti Gao

Statistics and Probability · 2000–2018

A researcher in the Science corpus: 17 papers; trusts 82 researchers and is trusted by 39 researchers here, as inferred from the citation graph.

Subfields

• Statistics and Probability — 106 citations into it; #2,151 of 12,932 by trust here, #1,603 by citations
• Economics and Econometrics — 96 citations into it; #5,910 of 23,481 by trust here, #8,121 by citations
• Finance — 77 citations into it; #3,672 of 10,518 by trust here, #5,728 by citations
• Artificial Intelligence — 25 citations into it; #8,213 of 35,345 by trust here, #10,065 by citations
• Management Science and Operations Research — 10 citations into it
• Statistical Learning Theory — 9 citations into it
• Mathematical Physics — 6 citations into it
• Statistical and Nonlinear Physics — 5 citations into it

Whom Jiti Gao trusts overall

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

1. Jianqing Fan
2. Joel L. Horowitz
3. H. A. Karlsen
4. Zongwu Cai
5. Marc Hallin
6. Dag Tjøstheim
7. Jay Breidt
8. Peter C. B. Phillips
9. Wolfgang Karl Härdle
10. Zudi Lu

Who trusts Jiti Gao overall

1. Wenceslao González-Manteiga
2. Yiguo Sun
3. Chaohua Dong
4. Maxwell L. King
5. Rosa M. Crujeiras
6. Liangjun Su
7. Dag Tjøstheim
8. S. Lee
9. Zudi Lu
10. Ting Zhang

Papers from Jiti Gao's perspective

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

1. Regression Shrinkage and Selection via the Lasso
2. Generalized autoregressive conditional heteroskedasticity
3. Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
4. ON CONVERGENCE OF STOCHASTIC PROCESSES
5. The Adaptive Lasso and Its Oracle Properties
6. Estimating the Dimension of a Model
7. Density Estimation for Statistics and Data Analysis
8. Local polynomial modelling and its applications
9. Model selection and estimation in regression with grouped variables
10. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation

Their papers

• Partially Linear Models (2000) — 722 citations
• High dimensional correlation matrices: the central limit theorem and its applications (2017) — 76 citations
• Estimation in semiparametric spatial regression (2006) — 90 citations
• Bandwidth Selection in Nonparametric Kernel Testing (2008) — 154 citations
• Semiparametric Trending Panel Data Models with Cross-Sectional Dependence (2012) — 124 citations
• Semiparametric Estimation and Testing of the Trend of Temperature Series (2006) — 73 citations
• NONPARAMETRIC SPECIFICATION TESTING FOR NONLINEAR TIME SERIES WITH NONSTATIONARITY (2009) — 67 citations
• Specification testing in nonlinear and nonstationary time series autoregression (2009) — 78 citations
• ADAPTIVE TESTING IN CONTINUOUS-TIME DIFFUSION MODELS (2004) — 64 citations
• Nonparametric Estimation and Forecasting for Time-Varying Coefficient Realized Volatility Models (2018) — 57 citations
• Estimating Smooth Structural Change in Cointegration Models (2017) — 53 citations
• A varying-coefficient panel data model with fixed effects: Theory and an application to US commercial banks (2017) — 52 citations
• Estimation for single-index and partially linear single-index integrated models (2016) — 51 citations
• Semiparametric Single-Index Panel Data Models with Cross-Sectional Dependence (2015) — 49 citations
• Estimation in Partially Linear Single-Index Panel Data Models With Fixed Effects (2013) — 48 citations
• A Test for model specification of diffusion processes (2007) — 81 citations
• Empirical comparisons in short-term interest rate models using nonparametric methods (2006) — 59 citations