| Projected principal component analysis in factor models J Fan, Y Liao, W Wang Annals of statistics 44 (1), 219, 2016 | 255 | 2016 |
| Asymptotics of empirical eigenstructure for high dimensional spiked covariance W Wang, J Fan Annals of statistics 45 (3), 1342, 2017 | 217 | 2017 |
| An Eigenvector Perturbation Bound and Its Application J Fan, W Wang, Y Zhong Journal of Machine Learning Research 18 (207), 1-42, 2018 | 191 | 2018 |
| A shrinkage principle for heavy-tailed data: High-dimensional robust low-rank matrix recovery J Fan, W Wang, Z Zhu Annals of statistics 49 (3), 1239, 2021 | 135 | 2021 |
| Large covariance estimation through elliptical factor models J Fan, H Liu, W Wang Annals of statistics 46 (4), 1383, 2018 | 126 | 2018 |
| Robust covariance estimation for approximate factor models J Fan, W Wang, Y Zhong Journal of econometrics 208 (1), 5-22, 2019 | 81 | 2019 |
| Identifying differentially spliced genes from two groups of RNA-seq samples W Wang, Z Qin, Z Feng, X Wang, X Zhang Gene 518 (1), 164-170, 2013 | 73 | 2013 |
| Global convergence of policy gradient for linear-quadratic mean-field control/game in continuous time W Wang, J Han, Z Yang, Z Wang International Conference on Machine Learning, 10772-10782, 2021 | 38 | 2021 |
| Asymptotics of empirical eigen-structure for ultra-high dimensional spiked covariance model J Fan, W Wang arXiv preprint arXiv:1502.04733, 2015 | 36 | 2015 |
| Estimation of functionals of sparse covariance matrices J Fan, P Rigollet, W Wang Annals of statistics 43 (6), 2706, 2015 | 26 | 2015 |
| Ranking inferences based on the top choice of multiway comparisons J Fan, Z Lou, W Wang, M Yu Journal of the American Statistical Association, 1-14, 2024 | 15 | 2024 |
| Heterogeneity adjustment with applications to graphical model inference J Fan, H Liu, W Wang, Z Zhu Electronic journal of statistics 12 (2), 3908, 2018 | 15 | 2018 |
| Network-based group variable selection for detecting expression quantitative trait loci (eQTL) W Wang, X Zhang BMC bioinformatics 12, 1-13, 2011 | 8 | 2011 |
| Spectral ranking inferences based on general multiway comparisons J Fan, Z Lou, W Wang, M Yu arXiv preprint arXiv:2308.02918, 2023 | 6 | 2023 |
| Inference on time series nonparametric conditional moment restrictions using nonlinear sieves X Chen, Y Liao, W Wang Journal of Econometrics, 105920, 2024 | 3 | 2024 |
| Volatility prediction comparison via robust volatility proxies: An empirical deviation perspective W Wang, R An, Z Zhu Journal of Econometrics 239 (2), 105633, 2024 | 3 | 2024 |
| High-dimensional Covariance Learning W Wang Princeton University, 2016 | 1 | 2016 |
| Supplement to “Estimation of functionals of sparse covariance matrices.” J Fan, P Rigollet, W Wang DOI, 2015 | 1 | 2015 |
| Estimation of Out-of-Sample Sharpe Ratio for High Dimensional Portfolio Optimization X Meng, Y Cao, W Wang arXiv preprint arXiv:2406.03954, 2024 | | 2024 |
| Mobile sensing in neuroscience: Predicting brain functional connectivity using smartphone data. M Obuchi, J Huckins, W Wang, A Pillai, A Campbell The Guilford Press, 2024 | | 2024 |
Ziwei ZhuDepartment of Statistics, University of Michigan, Ann ArborVerified email at umich.edu