C. Tang

发表

Nonparametric Inference of Value-at-Risk for Dependent Financial Returns

S. Chen, C. Tang, 2005 .

Sparse Matrix Graphical Models

Chenlei Leng, C. Tang, 2012 .

A state space model approach to integrated covariance matrix estimation with high frequency data

Cheng Liu, C. Tang, Cheng Liu, 2013 .

Parameter estimation and bias correction for diffusion processes

S. Chen, C. Tang, 2009 .

A test for model specification of diffusion processes

S. Chen, C. Tang, Jiti Gao, 2005 .

Tuning parameter selection in high dimensional penalized likelihood

Yingying Fan, C. Tang, 2013, 1605.03321.

Empirical Likelihood for Censored Linear Regression and Variable Selection

T. Wu, Gang Li, C. Tang, 2015, Scandinavian journal of statistics, theory and applications.

Nested coordinate descent algorithms for empirical likelihood

T. Wu, C. Tang, Tong Tong Wu, 2014 .

Optimal covariance matrix estimation for high-dimensional noise in high-frequency data

Cheng Liu, Cheng Yong Tang, Jinyuan Chang, 2018, Journal of Econometrics.

Information criteria for latent factor models: a study on factor pervasiveness and adaptivity.

C. Tang, Xiaoming Guo, Yu Chen, 2022, Journal of econometrics.

Penalized high-dimensional empirical likelihood

Chenlei Leng, Cheng Yong Tang, Chenlei Leng, 2010 .

Empirical Frequency Band Analysis of Nonstationary Time Series

C. Tang, M. Hall, R. Krafty, 2019, Journal of the American Statistical Association.

Surface organization of aqueous MgCl2 and application to atmospheric marine aerosol chemistry

H. Allen, D. Tobias, C. Tang, 2010, Proceedings of the National Academy of Sciences.

A Test for model specification of diffusion processes

S. Chen, C. Tang, Jiti Gao, 2007, math/0702123.

A frequency domain analysis of the error distribution from noisy high-frequency data

P. Hall, A. Delaigle, C. Tang, 2018, 1801.06669.

Empirical likelihood and quantile regression in longitudinal data analysis

Chenlei Leng, Cheng Yong Tang, Chenlei Leng, 2011 .

High-dimensional empirical likelihood inference

T. Wu, C. Tang, Jinyuan Chang, 2018 .

High-dimensional statistical inferences with over-identification: confidence set estimation and specification test

Song Xi Chen, Tong Tong Wu, Cheng Yong Tang, 2018, 1805.10742.

Pre-processing with Orthogonal Decompositions for High-dimensional Explanatory Variables

Ethan X. Fang, Cheng Yong Tang, Xu Han, 2021, 2106.09071.

Improving variance function estimation in semiparametric longitudinal data analysis

Chenlei Leng, C. Tang, 2011 .

LOCAL INDEPENDENCE FEATURE SCREENING FOR NONPARAMETRIC AND SEMIPARAMETRIC MODELS BY MARGINAL EMPIRICAL LIKELIHOOD.

Yichao Wu, Cheng Yong Tang, Jinyuan Chang, 2015, Annals of statistics.

Penalized empirical likelihood and growing dimensional general estimating equations

Chenlei Leng, Cheng Yong Tang, Chenlei Leng, 2012 .

MARGINAL EMPIRICAL LIKELIHOOD AND SURE INDEPENDENCE FEATURE SCREENING.

Yichao Wu, Cheng Yong Tang, Jinyuan Chang, 2013, Annals of statistics.

Local Post-Stratification in Dual System Accuracy and Coverage Evaluation for the U.S. Census

Cheng Yong Tang, S. Chen, C. Tang, 2010 .

Parameter estimation and bias correction for diffusion processes, and, A nonparametric approach to census population size estimation

C. Tang, 2008 .

A new scope of penalized empirical likelihood with high-dimensional estimating equations

Cheng Yong Tang, Jinyuan Chang, T. Wu, 2017, The Annals of Statistics.

An empirical likelihood approach to quantile regression with auxiliary information

Chenlei Leng, Cheng Yong Tang, Chenlei Leng, 2012 .

An efficient empirical likelihood approach for estimating equations with missing data

C. Tang, Yongsong Qin, 2012 .

The Leverage Effect Puzzle under Semi-nonparametric Stochastic Volatility Models

C. Tang, Chenxu Li, Dachuan Chen, 2023, Journal of Business & Economic Statistics.

Specification tests for covariance structures in high-dimensional statistical models

C. Tang, C. Tang, X. Guo, 2020 .

Missing at Random or Not: A Semiparametric Testing Approach

Yong Chen, Rui Duan, Cheng Yong Tang, 2020, 2003.11181.

A quasi-maximum likelihood approach for integrated covariance matrix estimation with high frequency data

C. Tang, Cheng Liu, 2014 .

Estimating the inter-occurrence time distribution from superposed renewal processes

Zhi-Sheng Ye, Cheng Yong Tang, Xiao-Yang Li, 2021 .

Precision Matrix Estimation by Inverse Principal Orthogonal Decomposition

C. Tang, 2020, Communications in Mathematical Research.

Peter Hall's Contribution to Empirical Likelihood

C. Tang, Jinyuan Chang, Jianjun Guo, 2018 .

Peter Hall’s Contribution to Empirical Likelihood

C. Tang, Jianjun Guo, 2017 .

Disentangling and assessing uncertainties in multiperiod corporate default risk predictions

Yili Hong, C. Tang, Jian Yang, 2018, The Annals of Applied Statistics.

A joint modelling approach for longitudinal studies

Chenlei Leng, Weiping Zhang, Cheng Yong Tang, 2015 .

Regression Analysis of Correlations for Correlated Data

Chenlei Leng, University of Warwick, Temple University, 2021 .

Mann–Whitney test with adjustments to pretreatment variables for missing values and observational study

S. Chen, Jing Qin, C. Tang, 2013 .

Discrete Longitudinal Data Modeling with a Mean-Correlation Regression Approach

Chenlei Leng, C. Tang, Weiping Zhang, 2019, Statistica Sinica.

Multivariate Calibrations with Auxiliary Information

S. Chen, C. Tang, Peifeng Tong, 2023, Statistica Sinica.

Robust matrix estimations meet Frank–Wolfe algorithm

Ethan X. Fang, C. Tang, Naimin Jing, 2023, Machine-mediated learning.

Nonparametric regression with discrete covariate and missing values

S. Chen, C. Tang, 2011 .

Dynamic Covariance Matrix Estimation and Portfolio Analysis with High-Frequency Data

C. Tang, Binyan Jiang, Cheng Liu, 2023, Journal of Financial Econometrics.