← All authors Cheng Yong Tang Temple University (from arXiv:2412.17354, 2024) · ORCID · OpenAlex
46 papers in scope · 45 published · 2 on the econ.EM arXiv · 977 citations · h-index 13 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Jia Zhang Jinyuan Chang Yuanzheng Zhu Zhentao Shi Zijian Guo Ziwei Mei Yuefeng Han Qingliang Fan Rong Chen Cun-Hui Zhang Dan Yang Qiwei Yao Qiyang Yu Bin Chen Elynn Chen Ke Xu Jiayu Li Long Yu Guanglin Huang Ji Hyung Lee Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (2 of 46)
Federated feature selection with false discovery rate control
published 2025 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1 citations
with Jie Hu, Jiayi Tong, Yang Ning, Jason H. Moore, Runze Li, Yong Chen
A new p-value based multiple testing procedure for generalized linear models
published 2025 · Statistics and Computing · 2 citations · first circulated 2024
with Joseph Rilling
published 2025 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · first circulated 2024
Semiparametric sieve estimation for survival data with two-layer censoring
published 2025 · Biometrika · 1 citations
Applied regression analysis of correlations for correlated data
published 2024 · The Annals of Applied Statistics · 6 citations · first circulated 2021
Multivariate Calibrations with Auxiliary Information
published 2023 · Statistica Sinica
Testing the missing at random assumption in generalized linear models in the presence of instrumental variables
published 2023 · Scandinavian Journal of Statistics · 1 citations
The Leverage Effect Puzzle under Semi-nonparametric Stochastic Volatility Models
published 2023 · Journal of Business and Economic Statistics · 1 citations
with Dachuan Chen, Chenxu Li, Jun Yan
Robust matrix estimations meet Frank–Wolfe algorithm
published 2023 · Machine Learning · 5 citations
with Naimin Jing, Ethan X. Fang
Dynamic Covariance Matrix Estimation and Portfolio Analysis with High-Frequency Data
published 2023 · Journal of Financial Econometrics · 4 citations
with Binyan Jiang, Cheng Liu
Optimal covariance matrix estimation for high-dimensional noise in high-frequency data
published 2022 · Journal of Econometrics · 12 citations · first circulated 2018
Information criteria for latent factor models: A study on factor pervasiveness and adaptivity
published 2022 · Journal of Econometrics · 5 citations
with Xiao Guo, Yu Chen
Testing high-dimensional covariance matrices with random projections and corrected likelihood ratio
published 2022 · Statistics and Its Interface
with Nan Sun
Adjusting the Benjamini–Hochberg method for controlling the false discovery rate in knockoff-assisted variable selection
published 2021 · Biometrika · 2 citations
with Sanat K. Sarkar
A cost-effective chart review sampling design to account for phenotyping error in electronic health records (EHR) data
published 2021 · Journal of the American Medical Informatics Association · 15 citations
Estimating the inter-occurrence time distribution from superposed renewal processes
published 2021 · Bernoulli · 2 citations
with Xiaoyang Li, Zhi-Sheng Ye
A model specification test for semiparametric nonignorable missing data modeling
published 2021 · Econometrics and Statistics · 1 citations
Specification tests for covariance structures in high-dimensional statistical models
published 2020 · Biometrika · 6 citations
with Xiao Guo
High-dimensional empirical likelihood inference
published 2020 · Biometrika · 20 citations
Precision Matrix Estimation by Inverse Principal Orthogonal Decomposition
published 2020 · Communications in Mathematical Research · 1 citations
with Yingying Fan
working paper 2020 · arXiv · 1 citations
High-Dimensional Interactions Detection with Sparse Principal Hessian Matrix
published 2020 · Journal of Machine Learning Research · 11 citations · first circulated 2019
with Ethan X. Fang, Yuexiao Dong
Empirical Frequency Band Analysis of Nonstationary Time Series
published 2019 · Journal of the American Statistical Association · 10 citations
with Scott A. Bruce, Martica H. Hall, Robert T. Krafty
The Count of Monte Carlo: Analyzing Banking Crises, 1800-2010
published 2019 · Studies in Nonlinear Dynamics and Econometrics
with Vance L. Martin, A. R. Tremayne, Mardi Dungey
no link
Disentangling and assessing uncertainties in multiperiod corporate default risk predictions
published 2018 · The Annals of Applied Statistics · 6 citations
with Miao Yuan, Yili Hong, Jian Yang
A new scope of penalized empirical likelihood with high-dimensional estimating equations
published 2018 · The Annals of Statistics · 42 citations
Using Hybrid Interval Regression Approach to Examine the Impact of Extending the Standard 10-Year Leading Time in Composite Time-Trade-Off Exercises in Taiwan EQ-5D-5L Valuation Study
published 2018 · Value in Health
with J Chang, Hsiang-Wen Lin, Chien-Ning Hsu, Christina J Li, JM Ramos-Goñi, Fang-Ju Lin
On sufficient dimension reduction with missing responses through estimating equations
published 2018 · Computational Statistics & Data Analysis · 6 citations
with Yuexiao Dong, Qi Xia, Zeda Li
A frequency domain analysis of the error distribution from noisy high-frequency data
published 2018 · Biometrika · 8 citations
Discrete Longitudinal Data Modeling with a Mean-Correlation Regression Approach
published 2017 · Statistica Sinica · 10 citations
Peter Hall's Contribution to Empirical Likelihood
published 2017 · Statistica Sinica · 1 citations
A Joint Modelling Approach for Longitudinal Studies
published 2014 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 87 citations
A quasi-maximum likelihood approach for integrated covariance matrix estimation with high frequency data
published 2014 · Journal of Econometrics · 23 citations
with Cheng Liu
Nested coordinate descent algorithms for empirical likelihood
published 2013 · Journal of Statistical Computation and Simulation · 14 citations
with Tong Tong Wu
A state space model approach to integrated covariance matrix estimation with high frequency data
published 2013 · Statistics and Its Interface · 3 citations
with Cheng Liu
Sparse Matrix Graphical Models
published 2012 · Journal of the American Statistical Association · 115 citations
Properties of Census Dual System Population Size Estimators
published 2011 · International Statistical Review · 5 citations
Improving variance function estimation in semiparametric longitudinal data analysis
published 2011 · Canadian Journal of Statistics · 3 citations
An empirical likelihood approach to quantile regression with auxiliary information
published 2011 · Statistics & Probability Letters · 25 citations
Nonparametric regression with discrete covariate and missing values
published 2011 · Statistics and Its Interface · 6 citations
Penalized high-dimensional empirical likelihood
published 2010 · Biometrika · 114 citations
Local Post-Stratification in Dual System Accuracy and Coverage Evaluation for the U.S. Census
published 2010 · Journal of the American Statistical Association · 15 citations
Parameter estimation and bias correction for diffusion processes
published 2008 · Journal of Econometrics · 157 citations
A test for model specification of diffusion processes
published 2008 · The Annals of Statistics · 83 citations · first circulated 2007
Nonparametric Inference of Value-at-Risk for Dependent Financial Returns
published 2005 · Journal of Financial Econometrics · 146 citations
INVERSE OPTIMAL CONTROLLER DESIGN FOR STRICT-FEEDBACK STOCHASTIC SYSTEMS WITH EXPONENTIAL-OF-INTEGRAL COST
published 2002 · IFAC Proceedings Volumes · 1 citations
with Tamer Başar
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