Projected principal component analysis in factor models J Fan, Y Liao, W Wang Annals of statistics 44 (1), 219, 2016 | 217 | 2016 |
Asymptotics of empirical eigenstructure for high dimensional spiked covariance W Wang, J Fan Annals of statistics 45 (3), 1342, 2017 | 188 | 2017 |
An Eigenvector Perturbation Bound and Its Application J Fan, W Wang, Y Zhong Journal of Machine Learning Research 18 (207), 1-42, 2018 | 170 | 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 | 110 | 2021 |
Large covariance estimation through elliptical factor models J Fan, H Liu, W Wang Annals of statistics 46 (4), 1383, 2018 | 106 | 2018 |
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 | 70 | 2013 |
Robust covariance estimation for approximate factor models J Fan, W Wang, Y Zhong Journal of econometrics 208 (1), 5-22, 2019 | 67 | 2019 |
Asymptotics of empirical eigen-structure for ultra-high dimensional spiked covariance model J Fan, W Wang arXiv preprint arXiv:1502.04733, 2015 | 32 | 2015 |
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 | 26 | 2021 |
Estimation of functionals of sparse covariance matrices J Fan, P Rigollet, W Wang Annals of statistics 43 (6), 2706, 2015 | 25 | 2015 |
An [... formula...] Eigenvector Perturbation Bound and Its Application to Robust Covariance Estimation J Fan, W Wang, Y Zhong Journal of machine learning research: JMLR 18, 2018 | 22 | 2018 |
Heterogeneity adjustment with applications to graphical model inference J Fan, H Liu, W Wang, Z Zhu Electronic journal of statistics 12 (2), 3908, 2018 | 13 | 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 |
Ranking inferences based on the top choice of multiway comparisons J Fan, Z Lou, W Wang, M Yu Journal of the American Statistical Association, 1-28, 2024 | 5 | 2024 |
Volatility prediction comparison via robust volatility proxies: An empirical deviation perspective W Wang, R An, Z Zhu Journal of Econometrics, 105633, 2024 | 2 | 2024 |
Inference on time series nonparametric conditional moment restrictions using general sieves X Chen, Y Liao, W Wang arXiv preprint arXiv:2301.00092, 2022 | 2 | 2022 |
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 |
Spectral Ranking Inferences based on General Multiway Comparisons J Fan, Z Lou, W Wang, M Yu arXiv preprint arXiv:2308.02918, 2023 | | 2023 |
Tracking Index Return and Price with Constraints of Transaction Cost and Tracking Error C Lin, W Wang | | |