Nonnegative-lasso and application in index tracking L Wu, Y Yang*, H Liu Computational Statistics & Data Analysis 70, 116-126, 2014 | 109 | 2014 |
Nonnegative elastic net and application in index tracking L Wu, Y Yang* Applied Mathematics and Computation 227, 541-552, 2014 | 63 | 2014 |
Nonnegative adaptive lasso for ultra-high dimensional regression models and a two-stage method applied in financial modeling Y Yang*, L Wu Journal of Statistical Planning and Inference 174, 52-67, 2016 | 46 | 2016 |
Regression-adjusted average treatment effect estimates in stratified randomized experiments H Liu, Y Yang* Biometrika 107 (4), 935-948, 2020 | 45 | 2020 |
Community detection for statistical citation network by d-score T Gao, R Pan, S Wang, Y Yang, Y Zhang Statistics and its Interface 14 (3), 279-294, 2021 | 10 | 2021 |
Randomization-based Joint Central Limit Theorem and Efficient Covariate Adjustment in Randomized Block 2 K Factorial Experiments H Liu, J Ren, Y Yang* Journal of the American Statistical Association, 1-15, 2022 | 8 | 2022 |
An iterative model-free feature screening procedure: Forward recursive selection S Xia, Y Yang* Knowledge-Based Systems 246, 108745, 2022 | 8 | 2022 |
Undirected and directed network analysis of the chinese stock market B Li, Y Yang* Computational Economics 60 (3), 1155-1173, 2022 | 6 | 2022 |
An Adaptive and Reversed Penalty for High-Dimensional Correlated Data Analysis Y Yang*, H Yang Applied Mathematical Modelling 92, 63-77, 2021 | 6* | 2021 |
High-dimensional sparse portfolio selection with nonnegative constraint S Xia, Y Yang#, H Yang Applied Mathematics and Computation 443, 127766, 2023 | 5 | 2023 |
A model-free feature selection technique of feature screening and random forest based recursive feature elimination S Xia, Y Yang* International Journal of Intelligent Systems, 2023, 2400194, 2023 | 4 | 2023 |
MSP: A Multi-step Screening Procedure for Sparse Recovery Y Yang*, J Zhu, EI George Stat, 2021, 352, 2021 | 4 | 2021 |
Randomization-based joint central limit theorem and efficient covariate adjustment in stratified factorial experiments H Liu, J Ren, Y Yang arXiv preprint arXiv:2103.04050, 2021 | 4 | 2021 |
Penalized regression adjusted causal effect estimates in high dimensional randomized experiments H Liu, Y Yang* arXiv preprint arXiv:1809.08732, 2018 | 4 | 2018 |
Combining random forest and multicollinearity modeling for index tracking Y Cao, H Li, Y Yang* Communications in Statistics-Simulation and Computation, 1-12, 2022 | 3 | 2022 |
Multiple penalized regularization for clusters with varying correlation levels W Cao, L Wang, Y Yang* Statistics and Its Interface 15 (3), 373-382, 2022 | 3 | 2022 |
Sparse Laplacian shrinkage with the graphical lasso estimator for regression problems S Xia, Y Yang, H Yang TEST 31, 255-277, 2022 | 3 | 2022 |
Rates of convergence of the adaptive elastic net and the post-selection procedure in ultra-high dimensional sparse models Y Yang*, H Yang Communications in Statistics-Theory and Methods 50 (1), 73-94, 2021 | 3* | 2021 |
Community detection for New York stock market by SCORE-CCD Y Yan, Y Yang* Computational Statistics 38 (3), 1255-1282, 2023 | 2 | 2023 |
Blocking, rerandomization, and regression adjustment in randomized experiments with high-dimensional covariates K Zhu, H Liu, Y Yang* arXiv preprint arXiv:2109.11271, 2021 | 2 | 2021 |