Jiajing Sun

Jiajing Sun

PhD, CFA, FIMA, Member of the London Mathematical Society. Associate Professor and the Deputy Director of the Department of Statistics and Data Science, School of Economics and Management, University of the Chinese Academy of Sciences.

9th ERCIM WG on Computational and Methodological Statistics; 10th International Conference on Computational and Financial Econometrics

Date:

This talk discusses RKHS-based approach to SCAD-penalized regression in high-dimensional partially linear models, presented at the 9th ERCIM WG on Computational and Methodological Statistics; 10th International Conference on Computational and Financial Econometrics.

Citation: Jiajing Sun. (2016). “RKHS-based approach to SCAD-penalized regression in high-dimensional partially linear models.” Presented at the 9th ERCIM WG on Computational and Methodological Statistics; 10th International Conference on Computational and Financial Econometrics, University of Seville, Spain.