| Estimation of extreme depth‐based quantile regions Y He, JHJ Einmahl Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 2017 | 26 | 2017 |
| Inference for conditional value-at-risk of a predictive regression Y He, Y Hou, L Peng, H Shen The Annals of Statistics 48 (6), 3442-3464, 2020 | 11 | 2020 |
| Risk Analysis via Generalized Pareto Distributions Y He, L Peng, D Zhang, Z Zhao Journal of Business & Economic Statistics 40 (2), 852-867, 2022 | 10 | 2022 |
| Extreme value estimation for heterogeneous data JHJ Einmahl, Y He Journal of Business & Economic Statistics 41 (1), 255-269, 2022 | 9 | 2022 |
| Statistical inference for a relative risk measure Y He, Y Hou, L Peng, J Sheng Journal of Business & Economic Statistics 37 (2), 301-311, 2019 | 6 | 2019 |
| Most powerful test against a sequence of high dimensional local alternatives Y He, S Jaidee, J Gao Journal of Econometrics 234 (1), 151-177, 2023 | 5 | 2023 |
| Ridge Regression Under Dense Factor Augmented Models Y He Journal of the American Statistical Association, 1-13, 2023 | 3 | 2023 |
| Extreme value inference for heterogeneous power law data JHJ Einmahl, Y He Available at SSRN 4447938, 2023 | 2 | 2023 |
| Extreme Value Inference for General Heterogeneous Data JHJ Einmahl, Y He CentER, Tilburg University, 2022 | 1 | 2022 |
| Supplement to most powerful test against a sequence of high dimensional local alternatives Y He, S Jaidee, J Gao | 1 | 2021 |
| Unified extreme value estimation for heterogeneous data JHJ Einmahl, Y He CentER Discussion Paper Series, 2020 | 1 | 2020 |
| Supplement to “Inference for conditional value-at-risk of a predictive regression.” Y He, Y Hou, L Peng, H Shen | 1 | 2020 |
| Supplement to “most powerful test against high dimensional local alternatives” Y He, S Jaidee, J Gao | 1 | 2020 |
| Multivariate extreme value statistics for risk assessment Y He CentER, Tilburg University, 2016 | 1 | 2016 |
| Detecting Spurious Factor Models Y He, B Zhang Available at SSRN 4615130, 2023 | | 2023 |
| Extreme Value Inference for General Heterogeneous Data CER Submitter, JHJ Einmahl, Y He CentER Discussion Paper, 2022 | | 2022 |
| Most Powerful Test against High Dimensional Local Alternatives Y He, S Jaidee, J Gao Available at SSRN 3793480, 2021 | | 2021 |
| Supplement to “Risk Analysis via Generalized Pareto Distributions” Y He, L Peng, D Zhang, Z Zhao | | 2020 |
| Most Powerful Test against High Dimensional Free Alternatives Y He, S Jaidee, J Gao Monash Econometrics and Business Statistics Working Papers, 2020 | | 2020 |
| High-Order Inference of Extreme Quantile Set Y He Available at SSRN 3349923, 2019 | | 2019 |
Liang PengDepartment of Risk Management and Insurance, Robinson College of Business, Georgia State UniversityVerified email at gsu.edu
