Elynn Y. Chen

Economics and Econometrics · 2017–2020

A researcher in the Science corpus: 2 papers; trusts 19 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 20 citations into it
• Statistics and Probability — 15 citations into it; #12,118 of 12,932 by trust here, #12,077 by citations
• Finance — 10 citations into it
• Artificial Intelligence — 7 citations into it
• Computational Theory and Mathematics — 7 citations into it
• Signal Processing — 5 citations into it

Whom Elynn Y. Chen trusts overall

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

1. Jushan Bai
2. Tamara G. Kolda
3. Clifford Lam
4. Nojun Kwak
5. Qiwei Yao
6. Serena Ng
7. Jianqing Fan
8. Seung C. Ahn
9. Daoqiang Zhang
10. Rui Xu

Who trusts Elynn Y. Chen overall

1. Jinyuan Chang
2. Jianqing Fan
3. Jingjing He

Papers from Elynn Y. Chen's perspective

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

1. Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
2. Inferential Theory for Factor Models of Large Dimensions
3. Determining the Number of Factors in Approximate Factor Models
4. Regression Shrinkage and Selection via the Lasso
5. Eigenvalue Ratio Test for the Number of Factors
6. Forecasting Using Principal Components From a Large Number of Predictors
7. Large Covariance Estimation by Thresholding Principal Orthogonal Complements
8. Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
9. Factor modeling for high-dimensional time series: inference for the number of factors
10. Determining the number of factors in approximate factor models with global and group-specific factors

Their papers

• Constrained Factor Models for High-Dimensional Matrix-Variate Time Series (2017) — 119 citations
• Statistical Inference for High-Dimensional Matrix-Variate Factor Models (2020) — 102 citations