Zhou, Jing; Lan, Wei; Wang, Hansheng Asymptotic covariance estimation by Gaussian random perturbation. (English) Zbl 07512642 Comput. Stat. Data Anal. 171, Article ID 107459, 13 p. (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{J. Zhou} et al., Comput. Stat. Data Anal. 171, Article ID 107459, 13 p. (2022; Zbl 07512642) Full Text: DOI
Ma, Yingying; Lan, Wei; Wang, Hansheng Testing predictor significance with ultra high dimensional multivariate responses. (English) Zbl 1507.62132 Comput. Stat. Data Anal. 83, 275-286 (2015). MSC: 62-08 62J05 62H15 PDFBibTeX XMLCite \textit{Y. Ma} et al., Comput. Stat. Data Anal. 83, 275--286 (2015; Zbl 1507.62132) Full Text: DOI
Lan, Wei; Wang, Hansheng; Tsai, Chih-Ling Testing covariates in high-dimensional regression. (English) Zbl 1334.62113 Ann. Inst. Stat. Math. 66, No. 2, 279-301 (2014). MSC: 62J05 62J12 62H10 62H15 62P20 PDFBibTeX XMLCite \textit{W. Lan} et al., Ann. Inst. Stat. Math. 66, No. 2, 279--301 (2014; Zbl 1334.62113) Full Text: DOI
Lan, Wei; Wang, Hansheng; Tsai, Chih-Ling A Bayesian information criterion for portfolio selection. (English) Zbl 1241.91142 Comput. Stat. Data Anal. 56, No. 1, 88-99 (2012). MSC: 91G70 91G10 PDFBibTeX XMLCite \textit{W. Lan} et al., Comput. Stat. Data Anal. 56, No. 1, 88--99 (2012; Zbl 1241.91142) Full Text: DOI