Showing results 1 to 3 of 3
| Title | Author(s) | Issue Date | |
|---|---|---|---|
Asset splitting algorithm for ultrahigh dimensional portfolio selection and its theoretical property Journal:Journal of Econometrics | 2022 | ||
| 2020 | |||
Model-Free Conditional Feature Screening with FDR Control Journal:Journal of the American Statistical Association | 2022 |
