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| Improving Minimum Variance Portfolios by Alleviating Over-Dispersion of Eigenvalues Journal article Journal of Financial and Quantitative Analysis, 2019,Page: 1-62 Authors: Fangquan Shi; Lianjie Shu ; Aijun Yang; Fangyi He
 Favorite | View/Download:24/0 | TC[WOS]:0 TC[Scopus]:1 | Submit date:2019/12/10 |
| Sparse bayesian kernel multinomial probit regression model for high-dimensional data classification Journal article Communications in Statistics - Theory and Methods, 2019,Volume: 48,Issue: 1,Page: 165-176 Authors: Aijun Yang; Xuejun Jiang; Lianjie Shu ; Pengfei Liu
 Favorite | View/Download:12/0 | TC[WOS]:1 TC[Scopus]:1 | Submit date:2019/08/01 Correlation Prior High-dimensional Data Classification Multicategory Support Vector Machine Sparse Bayesian Method |
| Sparse Bayesian Variable Selection with Correlation Prior for Forecasting Macroeconomic Variable using Highly Correlated Predictors Journal article COMPUTATIONAL ECONOMICS, 2018,Volume: 51,Issue: 2,Page: 323-338 Authors: Aijun Yang; Ju Xiang; Lianjie Shu ; Hongqiang Yang
 Favorite | View/Download:26/0 | TC[WOS]:1 TC[Scopus]:1 | Submit date:2018/10/30 Sparse Bayesian Variable Selection Correlation Prior Highly Correlated Predictors Out-of-sample Forecasting |
| Bayesian variable selection with sparse and correlation priors for high-dimensional data analysis Journal article COMPUTATIONAL STATISTICS, 2017,Volume: 32,Issue: 1,Page: 127-143 Authors: Aijun Yang; Xuejun Jiang; Lianjie Shu ; Jinguan Lin
 Favorite | View/Download:31/0 | TC[WOS]:3 TC[Scopus]:4 | Submit date:2018/10/30 Bayesian Variable Selection Sparse Prior Correlation Prior Probit Model High-dimensional Data Classification |