LASSO-Driven Inference in Time and Space. / Chernozhukov, V.; Härdle, W.K.; Huang, Chen; Wang, W.
In: Annals of Statistics, 2020.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Flexible HAR Model for Realized Volatility. / Audrino, F.; Huang, Chen; Okhrin, O.
In: Studies in Nonlinear Dynamics & Econometrics, Vol. 23, No. 3, 20170080, 06.2019.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Spatial Functional Principal Component Analysis with Applications to Brain Image Data. / Li, Y; Huang, Chen; Härdle, W.K.
In: Journal of Multivariate Analysis, Vol. 170, 03.2019, p. 263-274.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
LASSO-Driven Inference in Time and Space. / Chernozhukov, Victor; Härdle, Wolfgang K.; Huang, Chen; Wang, Weining.
arXiv.org, 2019.Research output: Working paper › Research › peer-review
Multivariate Factorizable Expectile Regression with Application to fMRI Data. / Chao, SK; Härdle, W.K; Huang, Chen.
In: Computational Statistics & Data Analysis, Vol. 121, 2018, p. 1-19.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review