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[会议论文] 作者：Kong Xin-Bing,
来源：泛华统计学会(icsa)2015年学术会议 年份：2015
The sure independence screening procedure by ranking the marginal Pearson correlation is well documented in literatures and works satisfactorily in the ultra-hi...
[会议论文] 作者：Kong Xin-Bing,Liu Cheng,
来源：上海交通大学 年份：2016
In this paper,we introduce a nonparametric test against the constancy of the factor loading matrix of large dimensional continuous time factor model using high frequency data....
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