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Phase I analysis of high-dimensional covariance matrices based on sparse leading eigenvalues Journal article
Fan, Jinyu, Shu, Lianjie, Yang, Aijun, Li, Yanting. Phase I analysis of high-dimensional covariance matrices based on sparse leading eigenvalues[J]. Journal of Quality Technology, 2021, 53(4), 333-346.
Authors:  Fan, Jinyu;  Shu, Lianjie;  Yang, Aijun;  Li, Yanting
Favorite | TC[WOS]:13 TC[Scopus]:13  IF:2.6/3.2 | Submit date：2022/05/13
Statistical Process Control  Two-sample Tests  Eigenvalues Control Chart  
Improving minimum-variance portfolios by alleviating overdispersion of eigenvalues Journal article
Shi, Fangquan, Shu, Lianjie, Yang, Aijun, He, Fangyi. Improving minimum-variance portfolios by alleviating overdispersion of eigenvalues[J]. Journal of Financial and Quantitative Analysis, 2020, 55(8), 2700-2731.
Authors:  Shi, Fangquan;  Shu, Lianjie;  Yang, Aijun;  He, Fangyi
Favorite | TC[WOS]:6 TC[Scopus]:7  IF:3.7/4.7 | Submit date：2021/12/07
Improving Minimum Variance Portfolios by Alleviating Over-Dispersion of Eigenvalues Journal article
Fangquan Shi, Lianjie Shu, Aijun Yang, Fangyi He. Improving Minimum Variance Portfolios by Alleviating Over-Dispersion of Eigenvalues[J]. Journal of Financial and Quantitative Analysis, 2019, 55(8), 2700-2731.
Authors:  Fangquan Shi;  Lianjie Shu;  Aijun Yang;  Fangyi He
Favorite | TC[WOS]:6 TC[Scopus]:7  IF:3.7/4.7 | Submit date：2019/12/10
Sparse bayesian kernel multinomial probit regression model for high-dimensional data classification Journal article
Aijun Yang, Xuejun Jiang, Lianjie Shu, Pengfei Liu. Sparse bayesian kernel multinomial probit regression model for high-dimensional data classification[J]. Communications in Statistics - Theory and Methods, 2019, 48(1), 165-176.
Authors:  Aijun Yang;  Xuejun Jiang;  Lianjie Shu;  Pengfei Liu
Favorite | TC[WOS]:3 TC[Scopus]:3  IF:0.6/0.8 | 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
Aijun Yang, Ju Xiang, Lianjie Shu, Hongqiang Yang. Sparse Bayesian Variable Selection with Correlation Prior for Forecasting Macroeconomic Variable using Highly Correlated Predictors[J]. COMPUTATIONAL ECONOMICS, 2018, 51(2), 323-338.
Authors:  Aijun Yang;  Ju Xiang;  Lianjie Shu;  Hongqiang Yang
Favorite | TC[WOS]:4 TC[Scopus]:3  IF:1.9/1.8 | 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
Aijun Yang, Xuejun Jiang, Lianjie Shu, Jinguan Lin. Bayesian variable selection with sparse and correlation priors for high-dimensional data analysis[J]. COMPUTATIONAL STATISTICS, 2017, 32(1), 127-143.
Authors:  Aijun Yang;  Xuejun Jiang;  Lianjie Shu;  Jinguan Lin
Favorite | TC[WOS]:5 TC[Scopus]:6  IF:1.0/1.3 | Submit date：2018/10/30
Bayesian Variable Selection  Sparse Prior  Correlation Prior  Probit Model  High-dimensional Data Classification