Zhu, Yinchu and Jelena Bradic. "Linear Hypothesis Testing in Dense High-Dimensional Linear Models." Journal of the American Statistical Association 113, no. 524: 1583-1600. https://doi.org/10.1080/01621459.2017.1356319.
November 2018Zhu, Yinchu and Jelena Bradic. "Significance Testing in Non-Sparse High-Dimensional Linear Models." Electronic Journal of Statistics 12, no. 2: 3312-3364. https://doi.org/10.1214/18-EJS1443.
October 2018Smith, Simon, Allan Timmermann, and Yinchu Zhu. "Variable Selection in Panel Models with Breaks." Journal of Econometrics, forthcoming. http://dx.doi.org/10.2139/ssrn.3238230.
September 2018Chernozhukov, Victor, Kaspar Wuthrich, Yinchu Zhu. "Exact and Robust Conformal Inference Methods for Predictive Machine Learning with Dependent Data." Conference on Learning Theory, forthcoming.
July 2018
