Selected Publications

Wang, Y. and Zou, J. (2010). Vast volatility matrix estimation for high-frequency financial data. Annals of Statistics 38, 943-978. Download: pdf file

Wang, Y. (2010). Quantum Monte Carlo Simulation. To be published in Annals of Applied Statistics. Download: pdf file

Jun Shao, Yazhen Wang, Xinwei Deng and Sijian Wang (2011). Sparse linear discriminant analysis with high dimensional data. Annals of Statistics 39, 1241-1265. Download: pdf file

Tao, M., Wang, Y., Yao, Q. and Zou, J. (2011). Large Volatility Matrix Inference via Combining Low-Frequency and High-Frequency Approaches. To appear in Journal of the American Statistical Association. Download: pdf file