Selected Publications
- A Generalized Knockoff Procedure for FDR Control in Structural Change Detection
Jingyuan Liu, Ao Sun and Yuan Ke
Journal of Econometrics, accepted, 2022 [DOI] [arXiv] - Estimation of Low Rank High Dimensional Multivariate Linear Models for Multi-response Data
Changliang Zou, Yuan Ke, and Wenyang Zhang
Journal of the American Statistical Association, 117, 693-703, 2022 [DOI] - Model-free Feature Screening and FDR Control with Knockoff Features
Wanjun Liu, Yuan Ke, Jingyuan Liu and Runze Li
Journal of the American Statistical Association, 117, 428-443, 2022 [DOI] - Augmented Factor Models with Applications to Validating Market Risk Factors and Forecasting Bond Risk Premia
Jianqing Fan, Yuan Ke and Yuan Liao
Journal of Econometrics, 222, 269-294, 2021 [DOI] - Homogeneity Structure Learning in Large-scale Panel Data with Heavy-tailed Errors
Di Xiao, Yuan Ke, and Runze Li
Journal of Machine Learning Research, 22, 1-42, 2021 [DOI] - Factor-Adjusted Regularized Model Selection
Jianqing Fan, Yuan Ke and Kaizheng Wang
Journal of Econometrics, 216, 71-85, 2020 [PDF] [DOI] - User-friendly covariance estimation for heavy-tailed distributions
Yuan Ke, Stanislav Minsker, Zhao Ren, Qiang Sun and Wen-xin Zhou
Statistical Science, 34, 454-471, 2019 [PDF] [Supp] [DOI] - FarmTest: Factor-Adjusted Robust Multiple Testing With Approximate False Discovery Control
Jianqing Fan, Yuan Ke, Qiang Sun and Wen-xin Zhou
Journal of the American Statistical Association, 114, 1880-1893, 2019 [PDF] [Supp] [DOI] - Structure Identification in Panel Data Analysis
Yuan Ke, Jialiang Li and Wenyang Zhang
The Annals of Statistics, 44, 1193 – 1233, 2016 [PDF] [Supp] [DOI] - Model selection and structure specification in ultra-high dimensional generalised semi-varying coefficient models
Degui Li, Yuan Ke and Wenyang Zhang
The Annals of Statistics, 43, 2676-2705, 2015 [PDF] [Supp] [DOI]
