Yuan Liao - Concepedia

Author

Yuan Liao

Rutgers, The State University of New Jersey ORCID

Also Known As

Liao, Yuan, Vella, Francis, Yuan Liao

110

Publications

3.2K

Citations

H-Index

Concepts

All Affiliations

Rutgers, The State University of New Jersey Princeton University Columbia University University of Maryland, College Park Rutgers Sexual and Reproductive Health and Rights

About

Yuan Liao is an author at Rutgers, The State University of New Jersey specializing in statistics, statistical inference, and engineering.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Engineering	10	10	1.7K
2	Business	9	9	1.3K
3	Public Health	2	2	62
4	Biostatistics	1	1	24
5	Computer Science	1	1	19

Yuan Liao

Publications

Citations

H-Index

Page 1

	Year	Citations
Large Covariance Estimation by Thresholding Principal Orthogonal Complements Jianqing Fan, Yuan Liao, Martina Mincheva Journal of the Royal Statistical Society Series B (Statistical Methodology) EngineeringLarge Covariance EstimationData ScienceHigh-dimensional MethodPattern Recognition	2013	889
An overview of the estimation of large covariance and precision matrices Jianqing Fan, Yuan Liao, Han Liu Econometrics Journal Precision MatricesParameter EstimationEngineeringApplied EconometricsPanel Data	2016	387
High-dimensional covariance matrix estimation in approximate factor models Jianqing Fan, Yuan Liao, Martina Mincheva The Annals of Statistics EconomicsLatent ModelingHigh-dimensional MethodMatrix FactorizationApproximate Factor Models	2011	362
Power Enhancement in High-Dimensional Cross-Sectional Tests Jianqing Fan, Yuan Liao, Jiawei Yao Econometrica	2015	333
Feasible generalized least squares for panel data with cross-sectional and serial correlations Jushan Bai, Sung Hoon Choi, Yuan Liao Empirical Economics Econometric ModelEconomicsSerial CorrelationsBusinessEconomic Analysis	2020	257
Endogeneity in high dimensions Jianqing Fan, Yuan Liao The Annals of Statistics EngineeringEndogenous Growth TheoryHigh DimensionsData ScienceRobust Statistic	2014	116
Thousands of Alpha Tests Stefano Giglio, Yuan Liao, Dacheng Xiu Review of Financial Studies Empirical FinanceEngineeringAlpha TestsEmpirical Asset PricingComputational Finance	2020	105
Efficient estimation of approximate factor models via penalized maximum likelihood Jushan Bai, Yuan Liao Journal of Econometrics Latent ModelingEngineeringHigh-dimensional MethodMatrix FactorizationPenalized Maximum Likelihood	2015	71
High Dimensional Covariance Matrix Estimation in Approximate Factor Models Jianqing Fan, Yuan Liao, Martina Mincheva SSRN Electronic Journal	2011	69
A lava attack on the recovery of sums of dense and sparse signals Victor Chernozhukov, Christian Hansen, Yuan Liao The Annals of Statistics	2017	39

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