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Zhaoxing Gao

Modeling High-Dimensional Dependent Data in the Presence of Many Explanatory Variables and Weak Signals

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Dec 06, 2024
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Sparse Asymptotic PCA: Identifying Sparse Latent Factors Across Time Horizon

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Jul 13, 2024
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Optimal Bias-Correction and Valid Inference in High-Dimensional Ridge Regression: A Closed-Form Solution

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May 01, 2024
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