← All authors Chenlei Leng University of Warwick (from arXiv:2401.05784, 2024) · ORCID · OpenAlex
63 papers in scope · 62 published · 2 on the econ.EM arXiv · 2,979 citations · h-index 25 (over the papers listed here)
Papers Show only papers in our arXiv econ.EM corpus (2 of 63)
Residual Importance Weighted Transfer Learning for High-dimensional Linear Regression
published 2026 · Journal of the American Statistical Association · first circulated 2023
with Junlong Zhao, Shengbin Zheng
Universally Consistent Tests for the Graph of a Gaussian Graphical Model
published 2025 · Statistica Sinica
with Thien-Minh Le, Ping-Shou Zhong
Modelling directed networks with reciprocity
published 2025 · Biometrika · first circulated 2024
with Rui Feng
A Sparse Beta Regression Model for Network Analysis
published 2024 · Journal of the American Statistical Association · 5 citations
with Stefan Stein, Rui Feng
Applied regression analysis of correlations for correlated data
published 2024 · The Annals of Applied Statistics · 6 citations · first circulated 2021
working paper 2024 · arXiv · 3 citations
Optimal Subsampling Bootstrap for Massive Data
published 2023 · Journal of Business and Economic Statistics · 6 citations
Impact of geographic diversity on citation of collaborative research
published 2023 · Quantitative Science Studies · 20 citations · first circulated 2022
with Cian Naik, Cassidy R. Sugimoto, Vincent Larivière, Weisi Guo
Fallacy of data‐selective inference in modelling networks
published 2022 · Stat · 1 citations
with Stefan Stein
published 2021 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 23 citations · first circulated 2019
Wang and Leng (2016), High-Dimensional Ordinary Least-Squares Projection for Screening Variables, Journal of The Royal Statistical Society Series B, 78, 589–611
published 2021 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 2 citations
Dimension reduction for covariates in network data
published 2021 · Biometrika · 9 citations
Nonparametric estimation of large covariance matrices with conditional sparsity
published 2020 · Journal of Econometrics · 24 citations
A guided analytics tool for feature selection in steel manufacturing with an application to blast furnace top gas efficiency
published 2020 · Computational Materials Science · 11 citations
with Stefan Stein, Steve Thornton, Michel F. Randrianandrasana
Semiparametric Tail Index Regression
published 2020 · Journal of Business and Economic Statistics · 13 citations
with Rui Li, Jinhong You
Dynamic linear discriminant analysis in high dimensional space
published 2020 · Bernoulli · 17 citations · first circulated 2017
with Binyan Jiang, Ziqi Chen
Provable Subspace Clustering: When LRR Meets SSC
published 2019 · IEEE Transactions on Information Theory · 154 citations
Multiple Influential Point Detection in High Dimensional Regression Spaces
published 2019 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 15 citations · first circulated 2016
with Junlong Zhao, Chao Liu, Lu Niu
Spectral analysis of high-dimensional time series
published 2019 · Electronic Journal of Statistics · 30 citations · first circulated 2018
with Mark Fiecas, Weidong Liu, Yi Yu
Covariance estimation via sparse Kronecker structures
published 2018 · Bernoulli · 24 citations
Statistical Inference in a Directed Network Model With Covariates
published 2018 · Journal of the American Statistical Association · 90 citations · first circulated 2016
with Ting Yan, Binyan Jiang, Stephen E. Fienberg
Discrete Longitudinal Data Modeling with a Mean-Correlation Regression Approach
published 2017 · Statistica Sinica · 10 citations
A Semiparametric Regression Model for Longitudinal Data with Non‐stationary Errors
published 2017 · Scandinavian Journal of Statistics · 2 citations
with Rui Li, Jinhong You
Discussion of ‘regularized regression for categorical data’ by Tutz and Gertheiss
published 2016 · Statistical Modelling · 1 citations
Asymptotics in directed exponential random graph models with an increasing bi-degree sequence
published 2015 · The Annals of Statistics · 76 citations
with Ting Yan, Ji Zhu
High dimensional discrimination analysis via a semiparametric model
published 2015 · Statistics & Probability Letters · 4 citations
with Binyan Jiang
High Dimensional Ordinary Least Squares Projection for Screening Variables
published 2015 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 127 citations
with Xiangyu Wang
Dynamic Covariance Models
published 2015 · Journal of the American Statistical Association · 41 citations
with Ziqi Chen
A simulation study of the $p_1$ model for directed random graphs
published 2015 · Statistics and Its Interface · 5 citations
with Ting Yan
Convex Optimization Procedure for Clustering: Theoretical Revisit
published 2014 · Neural Information Processing Systems · 57 citations
with Changbo Zhu, Huan Xu, Shuicheng Yan
no link
Sparse estimation of high-dimensional correlation matrices
published 2014 · Computational Statistics & Data Analysis · 45 citations
with Ying Cui, Defeng Sun
Local linear estimation of covariance matrices via Cholesky decomposition
published 2014 · Statistica Sinica · 18 citations
with Ziqi Chen
A Joint Modelling Approach for Longitudinal Studies
published 2014 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 87 citations
High-dimensional influence measure
published 2013 · The Annals of Statistics · 29 citations
Gradient-Based Kernel Dimension Reduction for Regression
published 2013 · Journal of the American Statistical Association · 70 citations
Bayesian adaptive Lasso
published 2013 · Annals of the Institute of Statistical Mathematics · 150 citations · first circulated 2010
A general semiparametric hazards regression model: efficient estimation and structure selection
published 2013 · Statistics in Medicine · 5 citations
with Xingwei Tong, Liang Zhu, Wendy M. Leisenring, Leslie L. Robison
A HYBRID BOOTSTRAP APPROACH TO UNIT ROOT TESTS
published 2013 · Journal of Time Series Analysis · 18 citations
Structured lasso for regression with matrix covariates
published 2013 · Statistica Sinica · 27 citations
with Junlong Zhao
A quantile regression estimator for censored data
published 2013 · Bernoulli · 47 citations
with Xingwei Tong
Censored quantile regression via Box-Cox transformation under conditional independence
published 2012 · Statistica Sinica · 11 citations
with Xingwei Tong
Smoothing combined estimating equations in quantile regression for longitudinal data
published 2012 · Statistics and Computing · 60 citations
with Weiping Zhang
Sparse Matrix Graphical Models
published 2012 · Journal of the American Statistical Association · 115 citations
Improving variance function estimation in semiparametric longitudinal data analysis
published 2011 · Canadian Journal of Statistics · 3 citations
The predictive Lasso
published 2011 · Statistics and Computing · 15 citations · first circulated 2010
An empirical likelihood approach to quantile regression with auxiliary information
published 2011 · Statistics & Probability Letters · 25 citations
Parametric variable selection in generalized partially linear models with an application to assess condom use by HIV‐infected patients
published 2011 · Statistics in Medicine · 4 citations
with Hua Liang, Neil Martinson
Model selection in validation sampling: An asymptotic likelihood-based LASSO approach
published 2011 · Statistica Sinica · 3 citations
with Denis H. Y. Leung
Penalized high-dimensional empirical likelihood
published 2010 · Biometrika · 114 citations
Semiparametric Mean–Covariance Regression Analysis for Longitudinal Data
published 2010 · Journal of the American Statistical Association · 4 citations
with Weiping Zhang, Jianxin Pan
Bayesian projection approaches to variable selection in generalized linear models
published 2010 · Computational Statistics & Data Analysis · 30 citations
Least squares approximation with a diverging number of parameters
published 2009 · Statistics & Probability Letters · 9 citations
with Bo Li
Statistical inference for induced L-statistics: a random perturbation approach
published 2009 · Journal of nonparametric statistics
with Jinfeng Xu, Lincheng Zhao
Rank-based variable selection with censored data
published 2009 · Statistics and Computing · 28 citations
with Jinfeng Xu, Zhiliang Ying
On General Adaptive Sparse Principal Component Analysis
published 2009 · Journal of Computational and Graphical Statistics · 8 citations
Shrinkage Tuning Parameter Selection with a Diverging number of Parameters
published 2008 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 448 citations
A simple approach for varying-coefficient model selection
published 2008 · Journal of Statistical Planning and Inference · 40 citations
A note on adaptive group lasso
published 2008 · Computational Statistics & Data Analysis · 350 citations
Clarification: Regression Model Selection—A Residual Likelihood Approach
published 2008 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 3 citations
with Peide Shi, Chih-Ling Tsai
Unified LASSO Estimation by Least Squares Approximation
published 2007 · Journal of the American Statistical Association · 357 citations
ACCELERATED FAILURE TIME MODELS WITH NONLINEAR COVARIATES EFFECTS
published 2007 · Australian & New Zealand Journal of Statistics · 6 citations
with Shuangge Ma
Path consistent model selection in additive risk model via Lasso
published 2007 · Statistics in Medicine · 42 citations
with Shuangge Ma
Model selection in nonparametric hazard regression
published 2006 · Journal of nonparametric statistics · 32 citations · first circulated 2005
with Hao Helen Zhang
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
Built from arXiv and OpenAlex. Supported by UKRI grant APP47921 (Martin Weidner, UCL · Francis J. DiTraglia, Oxford).