Bayesian Graphical Lasso Models and Efficient Posterior Computation H Wang Bayesian Analysis 7 (2), 771-790, 2012 | 332 | 2012 |
Efficient Gaussian graphical model determination under G-Wishart prior distributions H Wang, SZ Li | 150 | 2012 |
Scaling it up: Stochastic search structure learning in graphical models H Wang | 145 | 2015 |
Bayesian analysis of matrix normal graphical models H Wang, M West Biometrika 96 (4), 821-834, 2009 | 121 | 2009 |
Sparse seemingly unrelated regression modelling: Applications in finance and econometrics H Wang Computational Statistics & Data Analysis 54 (11), 2866-2877, 2010 | 80 | 2010 |
Pervasive underreaction: Evidence from high-frequency data H Jiang, SZ Li, H Wang Journal of Financial Economics 141 (2), 573-599, 2021 | 57 | 2021 |
news momentum H Jiang, S Li, H Wang | 56* | 2015 |
Multiple imputation for sharing precise geographies in public use data H Wang, JP Reiter The annals of applied statistics 6 (1), 229, 2012 | 55 | 2012 |
Simulation of hyper-inverse Wishart distributions for non-decomposable graphs H Wang, CM Carvalho | 54 | 2010 |
Coordinate descent algorithm for covariance graphical lasso H Wang Statistics and Computing 24, 521-529, 2014 | 51 | 2014 |
Multinomial probit Bayesian additive regression trees BP Kindo, H Wang, EA Peña Stat 5 (1), 119-131, 2016 | 48 | 2016 |
Dynamic financial index models: Modeling conditional dependencies via graphs H Wang, C Reeson, CM Carvalho | 48 | 2011 |
On a Class of Shrinkage Priors for Covariance Matrix Estimation H Wang, NS Pillai arXiv preprint arXiv:1109.3409, 2011 | 36 | 2011 |
Identifying pediatric cancer clusters in Florida using log-linear models and generalized lasso penalties H Wang, A Rodríguez Statistics and Public Policy 1 (1), 86-96, 2014 | 29 | 2014 |
Cojumps in China's spot and stock index futures markets H Wang, M Yue, H Zhao Pacific-Basin Finance Journal 35, 541-557, 2015 | 12 | 2015 |
Bayesian quantile additive regression trees BP Kindo, H Wang, T Hanson, EA Pena arXiv preprint arXiv:1607.02676, 2016 | 10 | 2016 |
news momentum hao jiang | 6* | |
Jump Tail dependence in the Chinese stock market SZ Li, H Wang, H Zhao Emerging Markets Finance and Trade 52 (10), 2379-2396, 2016 | 5 | 2016 |
Covariance analysis for temporal data, with applications to DNA modelling I Dryden, B Hill, H Wang, C Laughton Stat 6 (1), 218-230, 2017 | 3 | 2017 |
Modeling correlated samples via sparse matrix Gaussian graphical models Y He, X Chen, H Wang Journal of Zhejiang University-SCIENCE 2013, 01-14, 2013 | 2 | 2013 |