Esra Ulaşan

Statistics and Probability · 2016

A researcher in the Science corpus: 1 paper; trusts 10 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Esra Ulaşan trusts overall

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

  1. Olivier Ledoit
  2. Jianqing Fan
  3. Ming Yuan
  4. Nicolai Meinshausen

Papers from Esra Ulaşan's perspective

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

  1. Regression Shrinkage and Selection via the Lasso
  2. High-dimensional graphs and variable selection with the Lasso
  3. A well-conditioned estimator for large-dimensional covariance matrices
  4. On asymptotically optimal confidence regions and tests for high-dimensional models
  5. High dimensional covariance matrix estimation using a factor model
  6. HIGH DIMENSIONAL COVARIANCE MATRIX ESTIMATION IN APPROXIMATE FACTOR MODELS (Annals of Statistics)
  7. Using Principal Component Analysis to Estimate a High Dimensional Factor Model with High-Frequency Data
  8. Analytical nonlinear shrinkage of large-dimensional covariance matrices (Annals of Statistics)
  9. High Dimensional Inverse Covariance Matrix Estimation via Linear Programming (Journal of machine learning research)
  10. Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets

Their papers