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Phase I analysis of high-dimensional covariance matrices based on sparse leading eigenvalues Journal article
Journal of Quality Technology, 2021,Volume: 53,Issue: 4,Page: 333-346
Authors:  Fan, Jinyu;  Shu, Lianjie;  Yang, Aijun;  Li, Yanting
Favorite |  | TC[WOS]:3 TC[Scopus]:3 | Submit date:2022/05/13
Control Chart  Eigenvalues  Statistical Process Control  Two-sample Tests  
Improving minimum-variance portfolios by alleviating overdispersion of eigenvalues Journal article
Journal of Financial and Quantitative Analysis, 2020,Volume: 55,Issue: 8,Page: 2700-2731
Authors:  Shi, Fangquan;  Shu, Lianjie;  Yang, Aijun;  He, Fangyi
Favorite |  | TC[WOS]:4 TC[Scopus]:4 | Submit date:2021/12/07
Improving Minimum Variance Portfolios by Alleviating Over-Dispersion of Eigenvalues Journal article
Journal of Financial and Quantitative Analysis, 2019,Page: 1-62
Authors:  Fangquan Shi;  Lianjie Shu;  Aijun Yang;  Fangyi He
Favorite |  | TC[WOS]:0 TC[Scopus]:4 | Submit date:2019/12/10
Sparse bayesian kernel multinomial probit regression model for high-dimensional data classification Journal article
Communications in Statistics - Theory and Methods, 2019,Volume: 48,Issue: 1,Page: 165-176
Authors:  Aijun Yang;  Xuejun Jiang;  Lianjie Shu;  Pengfei Liu
Favorite |  | TC[WOS]:3 TC[Scopus]:3 | Submit date:2019/08/01
Correlation Prior  High-dimensional Data Classification  Multicategory Support Vector Machine  Sparse Bayesian Method  
Sparse Bayesian Variable Selection with Correlation Prior for Forecasting Macroeconomic Variable using Highly Correlated Predictors Journal article
COMPUTATIONAL ECONOMICS, 2018,Volume: 51,Issue: 2,Page: 323-338
Authors:  Aijun Yang;  Ju Xiang;  Lianjie Shu;  Hongqiang Yang
Favorite |  | TC[WOS]:2 TC[Scopus]:2 | Submit date:2018/10/30
Sparse Bayesian Variable Selection  Correlation Prior  Highly Correlated Predictors  Out-of-sample Forecasting  
Bayesian variable selection with sparse and correlation priors for high-dimensional data analysis Journal article
COMPUTATIONAL STATISTICS, 2017,Volume: 32,Issue: 1,Page: 127-143
Authors:  Aijun Yang;  Xuejun Jiang;  Lianjie Shu;  Jinguan Lin
Favorite |  | TC[WOS]:5 TC[Scopus]:6 | Submit date:2018/10/30
Bayesian Variable Selection  Sparse Prior  Correlation Prior  Probit Model  High-dimensional Data Classification