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 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 ArborZweryfikowany adres z umich.edu