Citation Analysis – On LASSO for High Dimensional Predictive Regression

On LASSO for High Dimensional Predictive Regression
Ziwei Mei, Zhentao Shi
https://arxiv.org/abs/2212.07052

109

Citation mentions

Cited references

Sections

12,075

Words (approx)

References by Citation Intensity

Ordered by composite index (descending). Higher values indicate more intensive citation.

#	Reference	Year	Mentions	Breadth	Sec. Wtd	Share	Composite	Main %
1	Bu	2011	5	4	9.0	0.046	1.000	100%
2	Lee, Ji Hyung and Shi, Zhentao and Gao, Zhan (self)	2022	10	5	17.0	0.092	1.000	100%
3	Smeekes, Stephan and Wijler, Etienne	2021	7	6	13.0	0.064	1.000	100%
4	Wijler, Etienne	2022	7	3	11.0	0.064	1.000	100%
5	Wainwright, Martin J	2019	5	3	8.0	0.046	1.000	100%
6	Bickel, Peter J and Ritov, Ya’acov and Tsybakov, A...	2009	6	3	12.0	0.055	1.000	100%
7	Merleve	2011	4	3	8.0	0.037	0.928	100%
8	Zhang, Rongmao and Robinson, Peter and Yao, Qiwei	2019	3	3	5.0	0.028	0.843	100%
9	Wong, Kam Chung and Li, Zifan and Tewari, Ambuj	2020	3	3	6.0	0.028	0.843	100%
10	Tibshirani, Robert	1996	3	2	4.0	0.028	0.737	100%
11	Medeiros, Marcelo C and Vasconcelos, Gabriel FR an...	2021	2	2	3.0	0.018	0.644	100%
12	Komlo	1975	2	2	3.0	0.018	0.644	100%
13	Komlo	1976	2	2	4.0	0.018	0.644	100%
14	Kock, Anders Bredahl and Callot, Laurent	2015	2	1	2.0	0.018	0.511	100%
15	M	2016	2	1	4.0	0.018	0.511	100%
16	Smeekes, Stephan and Wijler, Etienne	2020	2	1	4.0	0.018	0.511	100%
17	Gu, Shihao and Kelly, Bryan and Xiu, Dacheng	2020	1	1	1.0	0.009	0.406	100%
18	Stock, James H and Watson, Mark W	2012	1	1	1.0	0.009	0.406	100%
19	Ng, Serena	2013	1	1	1.0	0.009	0.406	100%
20	Medeiros, Marcelo C and Mendes, Eduardo F	2016	1	1	1.0	0.009	0.406	100%
21	Mogliani, Matteo and Simoni, Anna	2021	1	1	1.0	0.009	0.406	100%
22	Koo, Bonsoo and Anderson, Heather M and Seo, Myung...	2020	1	1	1.0	0.009	0.406	100%
23	Fan, Rui and Lee, Ji Hyung and Shin, Youngki	2023	1	1	1.0	0.009	0.406	100%
24	Zhang, Bo and Pan, Guangming and Gao, Jiti	2018	1	1	1.0	0.009	0.406	100%
25	Onatski, Alexei and Wang, Chen	2018	1	1	1.0	0.009	0.406	100%
26	Bykhovskaya, Anna and Gorin, Vadim	2022	1	1	1.0	0.009	0.406	100%
27	Bykhovskaya, Anna and Gorin, Vadim	2022	1	1	1.0	0.009	0.406	100%
28	Onatski, Alexei and Wang, Chen	2021	1	1	1.0	0.009	0.406	100%
29	Chernozhukov, Victor and Chetverikov, Denis and De...	2017	1	1	1.0	0.009	0.406	100%
30	C	2018	1	1	1.0	0.009	0.406	100%
31	Su, Liangjun and Shi, Zhentao and Phillips, Peter ... (self)	2016	1	1	1.0	0.009	0.406	100%
32	Shi, Zhentao and Su, Liangjun and Xie, Tian (self)	2023	1	1	1.0	0.009	0.406	100%
33	Shi, Zhentao and Huang, Jingyi (self)	2023	1	1	1.0	0.009	0.406	100%
34	Y	2021	1	1	1.0	0.009	0.406	100%
35	Babii, Andrii and Ghysels, Eric and Striaukas, Jon...	2022	1	1	1.0	0.009	0.406	100%
36	Phillips, Peter C B and S	2021	1	1	1.0	0.009	0.406	100%
37	Mei, Ziwei and Phillips, Peter CB and Shi, Zhentao (self)	2022	1	1	1.0	0.009	0.406	100%
38	Masini, Ricardo and Medeiros, Marcelo C	2022	1	1	1.0	0.009	0.406	100%
39	Belloni, Alexandre and Chen, Daniel and Chernozhuk...	2012	1	1	2.0	0.009	0.406	100%
40	Phillips, Peter C	1992	1	1	2.0	0.009	0.406	100%
41	Fan, Jianqing and Liao, Yuan and Mincheva, Martina	2011	1	1	2.0	0.009	0.406	100%
42	Fan, Jianqing and Liao, Yuan and Mincheva, Martina	2013	1	1	2.0	0.009	0.406	100%
43	Ding, Yi and Li, Yingying and Zheng, Xinghua	2021	1	1	2.0	0.009	0.406	100%
44	Phillips, Peter C B	1986	1	1	2.0	0.009	0.406	100%
45	Phillips, Peter C	1990	1	1	2.0	0.009	0.406	100%
46	Phillips, Peter C	2015	1	1	2.0	0.009	0.406	100%
47	Zou, Hui	2006	1	1	2.0	0.009	0.406	100%
48	Phillips, Peter C B	1991	1	1	2.0	0.009	0.406	100%
49	Fan, Jianqing and Li, Runze	2001	1	1	2.0	0.009	0.406	100%
50	Cun-Hui Zhang	2010	1	1	2.0	0.009	0.406	100%
51	Huang, Jian and Ma, Shuangge and Zhang, Cun-Hui	2008	1	1	2.0	0.009	0.406	100%
52	Smeekes, Stephan and Wijler, Etienne	2018	1	1	2.0	0.009	0.406	100%
53	Stock, James H and Watson, Mark W	2002	1	1	2.0	0.009	0.406	100%
54	Bai, Jushan and Ng, Serena	2008	1	1	2.0	0.009	0.406	100%
55	Phillips, Peter C B	1998	1	1	2.0	0.009	0.406	100%
56	Merikoski, Jorma K and Kumar, Ravinder	2004	1	1	2.0	0.009	0.406	100%
57	Gorodetskii, VV	1978	1	1	2.0	0.009	0.406	100%
58	Bradley, Richard C	1993	1	1	2.0	0.009	0.406	100%
59	Bradley, Richard C	2005	1	1	2.0	0.009	0.406	100%
60	Vershynin, Roman	2018	1	1	2.0	0.009	0.406	100%

Reference

Year

Mentions

Breadth

Sec. Wtd

Composite

Main %

2011

9.0

0.046

1.000

100%

Lee, Ji Hyung and Shi, Zhentao and Gao, Zhan (self)

2022

17.0

0.092

1.000

100%

Smeekes, Stephan and Wijler, Etienne

2021

13.0

0.064

1.000

100%

Wijler, Etienne

2022

11.0

0.064

1.000

100%

Wainwright, Martin J

2019

8.0

0.046

1.000

100%

Bickel, Peter J and Ritov, Ya’acov and Tsybakov, A...

2009

12.0

0.055

1.000

100%

Merleve

2011

8.0

0.037

0.928

100%

Zhang, Rongmao and Robinson, Peter and Yao, Qiwei

2019

5.0

0.028

0.843

100%

Wong, Kam Chung and Li, Zifan and Tewari, Ambuj

2020

6.0

0.028

0.843

100%

Tibshirani, Robert

1996

4.0

0.028

0.737

100%

Medeiros, Marcelo C and Vasconcelos, Gabriel FR an...

2021

3.0

0.018

0.644

100%

Komlo

1975

3.0

0.018

0.644

100%

Komlo

1976

4.0

0.018

0.644

100%

Kock, Anders Bredahl and Callot, Laurent

2015

2.0

0.018

0.511

100%

2016

4.0

0.018

0.511

100%

Smeekes, Stephan and Wijler, Etienne

2020

4.0

0.018

0.511

100%

Gu, Shihao and Kelly, Bryan and Xiu, Dacheng

2020

1.0

0.009

0.406

100%

Stock, James H and Watson, Mark W

2012

1.0

0.009

0.406

100%

Ng, Serena

2013

1.0

0.009

0.406

100%

Medeiros, Marcelo C and Mendes, Eduardo F

2016

1.0

0.009

0.406

100%

Mogliani, Matteo and Simoni, Anna

2021

1.0

0.009

0.406

100%

Koo, Bonsoo and Anderson, Heather M and Seo, Myung...

2020

1.0

0.009

0.406

100%

Fan, Rui and Lee, Ji Hyung and Shin, Youngki

2023

1.0

0.009

0.406

100%

Zhang, Bo and Pan, Guangming and Gao, Jiti

2018

1.0

0.009

0.406

100%

Onatski, Alexei and Wang, Chen

2018

1.0

0.009

0.406

100%

Bykhovskaya, Anna and Gorin, Vadim

2022

1.0

0.009

0.406

100%

Bykhovskaya, Anna and Gorin, Vadim

2022

1.0

0.009

0.406

100%

Onatski, Alexei and Wang, Chen

2021

1.0

0.009

0.406

100%

Chernozhukov, Victor and Chetverikov, Denis and De...

2017

1.0

0.009

0.406

100%

2018

1.0

0.009

0.406

100%

Su, Liangjun and Shi, Zhentao and Phillips, Peter ... (self)

2016

1.0

0.009

0.406

100%

Shi, Zhentao and Su, Liangjun and Xie, Tian (self)

2023

1.0

0.009

0.406

100%

Shi, Zhentao and Huang, Jingyi (self)

2023

1.0

0.009

0.406

100%

2021

1.0

0.009

0.406

100%

Babii, Andrii and Ghysels, Eric and Striaukas, Jon...

2022

1.0

0.009

0.406

100%

Phillips, Peter C B and S

2021

1.0

0.009

0.406

100%

Mei, Ziwei and Phillips, Peter CB and Shi, Zhentao (self)

2022

1.0

0.009

0.406

100%

Masini, Ricardo and Medeiros, Marcelo C

2022

1.0

0.009

0.406

100%

Belloni, Alexandre and Chen, Daniel and Chernozhuk...

2012

2.0

0.009

0.406

100%

Phillips, Peter C

1992

2.0

0.009

0.406

100%

Fan, Jianqing and Liao, Yuan and Mincheva, Martina

2011

2.0

0.009

0.406

100%

Fan, Jianqing and Liao, Yuan and Mincheva, Martina

2013

2.0

0.009

0.406

100%

Ding, Yi and Li, Yingying and Zheng, Xinghua

2021

2.0

0.009

0.406

100%

Phillips, Peter C B

1986

2.0

0.009

0.406

100%

Phillips, Peter C

1990

2.0

0.009

0.406

100%

Phillips, Peter C

2015

2.0

0.009

0.406

100%

Zou, Hui

2006

2.0

0.009

0.406

100%

Phillips, Peter C B

1991

2.0

0.009

0.406

100%

Fan, Jianqing and Li, Runze

2001

2.0

0.009

0.406

100%

Cun-Hui Zhang

2010

2.0

0.009

0.406

100%

Huang, Jian and Ma, Shuangge and Zhang, Cun-Hui

2008

2.0

0.009

0.406

100%

Smeekes, Stephan and Wijler, Etienne

2018

2.0

0.009

0.406

100%

Stock, James H and Watson, Mark W

2002

2.0

0.009

0.406

100%

Bai, Jushan and Ng, Serena

2008

2.0

0.009

0.406

100%

Phillips, Peter C B

1998

2.0

0.009

0.406

100%

Merikoski, Jorma K and Kumar, Ravinder

2004

2.0

0.009

0.406

100%

Gorodetskii, VV

1978

2.0

0.009

0.406

100%

Bradley, Richard C

1993

2.0

0.009

0.406

100%

Bradley, Richard C

2005

2.0

0.009

0.406

100%

Vershynin, Roman

2018

2.0

0.009

0.406

100%

Measures: Mentions = total in-text citations; Breadth = distinct sections; Sec. Wtd = section-weighted count (body ×2, lit review/appendix ×0.5); Share = mentions / total citations in paper; Composite = geometric mean of normalised count, breadth, and main-text ratio; Main % = fraction of mentions in main text (excl. appendix). (self) = self-citation.