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
(4 of 11)
A novel framework for ultra-high-dimensional change points detection
published2025 · Journal of nonparametric statistics
with Shujun Guo, Yu Liang, Hanteng Ma, Shaoli Wang
Term structure of interest rates of national debts based on composite quantile regression
published2013 · Journal of Beijing University of Chemical Technology
no link
A study of the credit risk of corporate bonds based on quantile regression
published2013 · Journal of Beijing University of Chemical Technology
no link
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.