← All authors Runze Li Tsinghua University (per OpenAlex) · ORCID · OpenAlex
117 papers in scope · 117 published · 2 on the econ.EM arXiv · 19,720 citations · h-index 41 (over the papers listed here)
Identity warning. This OpenAlex author record appears to combine more than one person. Treat the list below with caution. Evidence: 10 top-level fields at >=2% share; 10 fields is not one person's research programme; 12 distinct last-known institutions; 12 institutions is not one person's career; corroborated by 3 coauthors on its econ.EM paper(s).
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Stanislav Volgushev Weibiao Wu Songqiao Tang Jiaying Gu Liang Chen Wei Biao Wu Degui Li Antonio F. Galvao Bin Peng David Preinerstorfer Anders Kock Jia Chen Chen Jia Xiaorong Yang Yuning Li Li Yu-ning Denis Chetverikov Iván Fernández-Val Victor Chernozhukov Alexandre Belloni 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 117)
Simultaneous Feature-and Sample-Splitting ADMM for Penalized Rank Regression*
published 2026 · Journal of Computational and Graphical Statistics
with Yifan Jiang, Songshan Yang, Le Bao
The role of artificial intelligence in renewable energy development: Insights from less developed economies
published 2025 · Energy Economics · 27 citations
with Huanyu Zheng, Jie Wu, Yanwu Song
published 2024 · The Annals of Statistics · 5 citations · first circulated 2023
Fault diagnosis of complex industrial equipment based on chunked statistical global-local feature fusion
published 2024 · Measurement Science and Technology · 9 citations
with Fang Yang, Zisheng Lian, Yaoyao Liao, Zhengqi Nie
Model-Free Statistical Inference on High-Dimensional Data
published 2024 · Journal of the American Statistical Association · 4 citations · first circulated 2022
with Xu Guo, Zhe Zhang, Changliang Zou
Data science in economics and finance: Introduction
published 2023 · Journal of Econometrics · 1 citations
published 2023 · Journal of Business and Economic Statistics · 93 citations
Feature-splitting algorithms for ultrahigh dimensional quantile regression
published 2023 · Journal of Econometrics · 13 citations
Feature Screening for Interval-Valued Response with Application to Study Association between Posted Salary and Required Skills
published 2022 · Journal of the American Statistical Association · 11 citations
with Wei Zhong, Qian Chen, Wanjun Liu, Liping Zhu
Projection Test for Mean Vector in High Dimensions
published 2022 · Journal of the American Statistical Association · 11 citations
Analysis of the Impacts of Health Cost and Risk Preference on Farmers’ Protective Behavior of Pesticide Application Based on the Autoregressive Threshold Model: A Case Study of Wuhu City in China
published 2022 · Journal of Function Spaces · 1 citations
with Shukai Cai, Yaxing Gu, Zhonghong Teng
Causal discoveries for high dimensional mixed data
published 2022 · Statistics in Medicine · 11 citations
with Zhanrui Cai, Dong Xi, Xuan Zhu
Propensity Score Regression for Causal Inference With Treatment Heterogeneity
published 2022 · Statistica Sinica · 7 citations · first circulated 2021
with Peng Wu, Shasha Han, Xingwei Tong
Nearly Dimension-Independent Sparse Linear Bandit over Small Action Spaces via Best Subset Selection
published 2022 · Journal of the American Statistical Association · 8 citations · first circulated 2020
Model-Free Conditional Feature Screening with FDR Control
published 2022 · Journal of the American Statistical Association · 27 citations
with Zhaoxue Tong, Zhanrui Cai, Songshan Yang
Causal Structural Learning on MPHIA Individual Dataset
published 2022 · Journal of the American Statistical Association · 2 citations
with Le Bao, Changcheng Li, Songshan Yang
Estimation and inference for the mediation effect in a time-varying mediation model
published 2022 · BMC Medical Research Methodology · 19 citations · first circulated 2020
with Xizhen Cai, Donna L. Coffman, Megan E. Piper
Testing the Effects of High-Dimensional Covariates via Aggregating Cumulative Covariances
published 2022 · Journal of the American Statistical Association · 11 citations
with Kai Xu, Yeqing Zhou, Liping Zhu
Local Linear Approximation Algorithm for Neural Network
published 2022 · Mathematics · 5 citations
with Mudong Zeng, Yujie Liao, Agus Sudjianto
Threshold Selection in Feature Screening for Error Rate Control
published 2021 · Journal of the American Statistical Association · 33 citations
with Xu Guo, Haojie Ren, Changliang Zou
An overview of tests on high-dimensional means
published 2021 · Journal of Multivariate Analysis · 24 citations
with Yuan Huang, Changcheng Li, Songshan Yang
Varying Coefficient Mediation Model and Application to Analysis of Behavioral Economics Data
published 2021 · Journal of Business and Economic Statistics · 1 citations
with Yujie Liao, Jingyuan Liu, Donna L. Coffman
Analysis Methods for Supersaturated Design: Some Comparisons
published 2021 · Journal of Data Science · 76 citations
with Dennis K. J. Lin
Inference on covariance-mean regression
published 2021 · Journal of Econometrics · 9 citations
Stable correlation and robust feature screening
published 2021 · Science China Mathematics · 14 citations
with Xu Guo, Wanjun Liu, Lixing Zhu
Inference in high dimensional linear measurement error models
published 2021 · Journal of Multivariate Analysis · 24 citations · first circulated 2020
with Mengyan Li, Yanyuan Ma
Variable selection for partially linear models via Bayesian subset modeling with diffusing prior
published 2021 · Journal of Multivariate Analysis · 5 citations
with Jia Wang, Xizhen Cai
Homogeneity Structure Learning in Large-scale Panel Data with Heavy-tailed Errors
published 2021 · Journal of Machine Learning Research · 6 citations
no link
Covariate Information Number for Feature Screening in Ultrahigh-Dimensional Supervised Problems
published 2020 · Journal of the American Statistical Association · 11 citations
with Debmalya Nandy, Francesca Chiaromonte
A Robust Consistent Information Criterion for Model Selection Based on Empirical Likelihood
published 2020 · Statistica Sinica · 5 citations
with Chixiang Chen, Ming Wang, Rongling Wu
Rejoinder to “A Tuning-Free Robust and Efficient Approach to High-Dimensional Regression”
published 2020 · Journal of the American Statistical Association · 63 citations
Test of significance for high-dimensional longitudinal data
published 2020 · The Annals of Statistics · 32 citations
Large-Scale Datastreams Surveillance via Pattern-Oriented-Sampling
published 2020 · Journal of the American Statistical Association · 19 citations
with Haojie Ren, Changliang Zou, Nan Chen
Comment: Feature Screening and Variable Selection via Iterative Ridge Regression
published 2020 · Technometrics · 7 citations
Consistent selection of the number of change-points via sample-splitting
published 2020 · The Annals of Statistics · 66 citations
with Changliang Zou, Guanghui Wang
Distributed feature screening via componentwise debiasing
published 2020 · Journal of Machine Learning Research · 27 citations · first circulated 2019
with Xingxiang Li, Zhiming Xia, Chen Xu
Empirical likelihood test for a large-dimensional mean vector
published 2020 · Biometrika · 17 citations
Statistical Inference for High-Dimensional Models via Recursive Online-Score Estimation
published 2020 · Journal of the American Statistical Association · 41 citations
Linear hypothesis testing for high dimensional generalized linear models
published 2019 · The Annals of Statistics · 48 citations
Model-Free Forward Screening Via Cumulative Divergence
published 2019 · Journal of the American Statistical Association · 45 citations
with Tingyou Zhou, Liping Zhu, Chen Xu
Semiparametric regression for measurement error model with heteroscedastic error
published 2019 · Journal of Multivariate Analysis · 10 citations
with Mengyan Li, Yanyuan Ma
Feature screening in ultrahigh-dimensional varying-coefficient Cox model
published 2018 · Journal of Multivariate Analysis · 5 citations
with Guangren Yang, Ling Zhang, Yuan Huang
Feature Screening in Ultrahigh Dimensional Generalized Varying-coefficient Models
published 2018 · Statistica Sinica · 5 citations
with Guangren Yang, Songshan Yang
Variable selection for partially linear models via partial correlation
published 2018 · Journal of Multivariate Analysis · 20 citations
with Jingyuan Liu, Lejia Lou
Projection correlation between two random vectors
published 2017 · Biometrika · 109 citations
with Liping Zhu, Kai Xu, Wei Zhong
Variable Selection via Partial Correlation
published 2017 · Statistica Sinica · 12 citations
with Jingyuan Liu, Lejia Lou
Asymptotic Behavior of Cox's Partial Likelihood and its Application to Variable Selection
published 2017 · Statistica Sinica · 2 citations
with Jian-Jian Ren, Guangren Yang, Yu Ye
Model-free conditional independence feature screening for ultrahigh dimensional data
published 2016 · Science China Mathematics · 6 citations
with Luheng Wang, JingYuan Liu, Yong Li
Error Variance Estimation in Ultrahigh-Dimensional Additive Models
published 2016 · Journal of the American Statistical Association · 30 citations
Editorial
published 2016 · The Annals of Statistics · 2 citations
Testing a single regression coefficient in high dimensional linear models
published 2016 · Journal of Econometrics · 25 citations
Feature screening for time-varying coefficient models with ultrahigh-dimensional longitudinal data
published 2016 · The Annals of Applied Statistics · 52 citations
with Wanghuan Chu, Matthew Reimherr
Local composite quantile regression smoothing for Harris recurrent Markov processes
published 2016 · Journal of Econometrics · 19 citations · first circulated 2015
Variable Screening via Quantile Partial Correlation
published 2016 · Journal of the American Statistical Association · 85 citations
Two-Stage Model for Time Varying Effects of Zero-Inflated Count Longitudinal Covariates with Applications in Health Behaviour Research
published 2015 · Journal of the Royal Statistical Society Series C (Applied Statistics) · 9 citations
with Hanyu Yang, Robert A. Zucker, Anne Buu
Feature screening in ultrahigh dimensional cox's model
published 2015 · Statistica Sinica · 37 citations
with Guangren Yang, Yu Ye, Anne Buu
A selective overview of feature screening for ultrahigh-dimensional data
published 2015 · Science China Mathematics · 99 citations
with Jingyuan Liu, Wei Zhong
Regularized quantile regression and robust feature screening for single index models
published 2015 · Statistica Sinica · 43 citations
with Wei Zhong, Liping Zhu, Hengjian Cui
Variable Selection via Regularization
published 2014 · Wiley StatsRef: Statistics Reference Online · 4 citations · first circulated 2012
with Hengjian Cui
Comment
published 2014 · Journal of the American Statistical Association · 3 citations
with Lan Wang, Ben Sherwood
Model-Free Feature Screening for Ultrahigh Dimensional Discriminant Analysis
published 2014 · Journal of the American Statistical Association · 228 citations
with Hengjian Cui, Wei Zhong
Varying coefficient models for data with auto-correlated error process
published 2014 · Statistica Sinica · 5 citations
with Zhao Chen, Yan Li
Feature Selection for Varying Coefficient Models With Ultrahigh-Dimensional Covariates
published 2014 · Journal of the American Statistical Association · 197 citations · first circulated 2013
with Jingyuan Liu, Rongling Wu
Estimating Mixture of Gaussian Processes by Kernel Smoothing
published 2013 · Journal of Business and Economic Statistics · 22 citations
Feature Screening for Ultrahigh Dimensional Categorical Data With Applications
published 2013 · Journal of Business and Economic Statistics · 78 citations
Nonlinear Varying-Coefficient Models with Applications to a Photosynthesis Study
published 2013 · Journal of Agricultural Biological and Environmental Statistics · 5 citations
with Esra Kürüm, Yang Wang, Damla Şentürk
Robust estimation for partially linear models with large-dimensional covariates
published 2013 · Science China Mathematics · 14 citations
with LiPing Zhu, HengJian Cui
A note on a nonparametric regression test through penalized splines
published 2013 · Statistica Sinica · 4 citations
with Huaihou Chen, Yuanjia Wang, Kathy Shear
Empirical likelihood inference for semi-parametric estimating equations
published 2012 · Science China Mathematics · 5 citations
Semiparametric estimation of conditional heteroscedasticitity via single-index modeling
published 2012 · Statistica Sinica · 14 citations
with Liping Zhu, Yuexiao Dong
New Local Estimation procedure for a Non-Parametric Regression Function for Longitudinal Data
published 2012 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 64 citations
with Weixin Yao
Weighted quantile regression for AR model with infinite variance errors
published 2012 · Journal of nonparametric statistics · 13 citations
with Chen Zhao, Yaohua Wu
Feature Screening via Distance Correlation Learning
published 2012 · Journal of the American Statistical Association · 762 citations
with Wei Zhong, Liping Zhu
Local modal regression
published 2012 · Journal of nonparametric statistics · 142 citations
with Weixin Yao, Bruce G. Lindsay
Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension
published 2012 · Journal of the American Statistical Association · 327 citations
with Lan Wang, Yichao Wu
Model-Free Feature Screening for Ultrahigh-Dimensional Data
published 2011 · Journal of the American Statistical Association · 476 citations
with Li-Ping Zhu, Lexin Li, Li-Xing Zhu
Semiparametric quantile regression with high-dimensional covariates
published 2011 · Statistica Sinica · 38 citations
with Liping Zhu, Mian Huang
Prediction-Based Structured Variable Selection through the Receiver Operating Characteristic Curves
published 2010 · Biometrics · 20 citations
with Yuanjia Wang, Huaihou Chen, Naihua Duan, Roberto Lewis-Fernández
New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
published 2010 · The Annals of Statistics · 299 citations
with Bo Kai, Hui Zou
Estimation and testing for partially linear single-index models
published 2010 · The Annals of Statistics · 233 citations
with Hua Liang, Xiang Liu, Chih-Ling Tsai
Recent history functional linear models for sparse longitudinal data
published 2010 · Journal of Statistical Planning and Inference · 25 citations
with Kion Kim, Damla Şentürk
Regularization Parameter Selections via Generalized Information Criterion
published 2010 · Journal of the American Statistical Association · 298 citations
with Yiyun Zhang, Chih-Ling Tsai
Local Composite Quantile Regression Smoothing: An Efficient and Safe Alternative to Local Polynomial Regression
published 2010 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 233 citations
with Bo Kai, Hui Zou
Robust neural network with applications to credit portfolio data analysis
published 2010 · Statistics and Its Interface · 26 citations
with Yijia Feng, Agus Sudjianto, Yiyun Zhang
Local Rank Inference for Varying Coefficient Models
published 2009 · Journal of the American Statistical Association · 71 citations
with Lan Wang, Bo Kai
Local linear regression for data with AR errors
published 2009 · Acta Mathematicae Applicatae Sinica English Series · 12 citations
with Yan Li
Variable Selection for Partially Linear Models With Measurement Errors
published 2009 · Journal of the American Statistical Association · 203 citations
with Hua Liang
Design of experiments with multiple independent variables: A resource management perspective on complete and reduced factorial designs.
published 2009 · Psychological Methods · 433 citations
with Linda M. Collins, John J. Dziak
Variable Selection for Screening Experiments
published 2009 · Quality Technology & Quantitative Management · 5 citations
with Dennis K. J. Lin
Weighted Wilcoxon‐Type Smoothly Clipped Absolute Deviation Method
published 2008 · Biometrics · 74 citations
with Lan Wang
Rejoinder: One-step sparse estimates in nonconcave penalized likelihood models
published 2008 · The Annals of Statistics · 970 citations
with Hui Zou
Variable selection in semiparametric regression modeling
published 2008 · The Annals of Statistics · 299 citations
with Hua Liang
Tuning parameter selectors for the smoothly clipped absolute deviation method
published 2007 · Biometrika · 794 citations
Analysis of Longitudinal Data With Semiparametric Estimation of Covariance Function
published 2007 · Journal of the American Statistical Association · 255 citations
Statistical challenges with high dimensionality: feature selection in knowledge discovery
published 2007 · Proceedings of the International Congress of Mathematicians Madrid, August 22–30, 2006 · 295 citations · first circulated 2006
An effective algorithm for generation of factorial designs with generalized minimum aberration
published 2007 · Journal of Complexity · 10 citations
with Kai-Tai Fang, Aijun Zhang
Modeling Computer Experiments with Multiple Responses
published 2007 · SAE technical papers on CD-ROM/SAE technical paper series · 2 citations
with Zhe Zhang, Agus Sudjianto
Empirical Kriging models and their applications to QSAR
published 2007 · Journal of Chemometrics · 6 citations
with Hong Yin, Kai-Tai Fang, Yi-Zeng Liang
Introduction to Nonparametric Regression
published 2006 · Technometrics · 31 citations
Uniform design for computer experiments and its optimal properties
published 2006 · International Journal of Materials and Product Technology · 26 citations
with Kai Fang
Quadratic Inference Functions for VaryingâCoefficient Models with Longitudinal Data
published 2006 · Biometrics
with Annie Qu
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Quadratic Inference Functions for Varying‐Coefficient Models with Longitudinal Data
published 2005 · Biometrics · 181 citations
with Annie Qu
Variable selection for multivariate failure time data
published 2005 · Biometrika · 106 citations
Modeling Computer Experiments with Functional Response
published 2005 · SAE technical papers on CD-ROM/SAE technical paper series · 2 citations
with Agus Sudjianto, Zhe Zhang
New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis
published 2004 · Journal of the American Statistical Association · 450 citations
Evaluation of reproducibility for paired functional data
published 2004 · Journal of Multivariate Analysis · 33 citations
with Mosuk Chow
Uniform design: design, analysis and applications
published 2004 · International Journal of Materials and Product Technology · 34 citations
with Dennis K. J. Lin, Chen Yan
Statistical Models for Space Filling Designs and Optimalities of Uniform Designs
published 2003 · SAE technical papers on CD-ROM/SAE technical paper series
with K. Fang
Data analysis in supersaturated designs
published 2002 · Statistics & Probability Letters · 63 citations
with Dennis K. J. Lin
Variable Selection for Cox's proportional Hazards Model and Frailty Model
published 2002 · The Annals of Statistics · 616 citations
Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
published 2001 · Journal of the American Statistical Association · 9227 citations
Efficient Estimation and Inferences for Varying-Coefficient Models
published 2000 · Journal of the American Statistical Association · 431 citations
A mixed-type test for linearity in time series
published 2000 · Journal of Statistical Planning and Inference · 4 citations
with Hong-Zhi An, Li-Xing Zhu
Testing multinormality based on low-dimensional projection
published 2000 · Journal of Statistical Planning and Inference · 51 citations
with Jiajuan Liang, Hong-Bin Fang, Kai-Tai Fang
A multivariate version of Ghosh's T3-plot to detect non-multinormality
published 1998 · Computational Statistics & Data Analysis · 30 citations
with Kai-Tai Fang, Jiajuan Liang
Some Q-Q Probability Plots to Test Spherical and Elliptical Symmetry
published 1997 · Journal of Computational and Graphical Statistics · 49 citations
with Kai-Tai Fang, Li-Xing Zhu
Some methods for generating both an NT-net and the uniform distribution on a Stiefel manifold and their applications
published 1997 · Computational Statistics & Data Analysis · 14 citations
with Kai-Tai Fang
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