Weichen Wang

9 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-9178-5637

Faculty of Business and Economics, The University of Hong Kong, Pokfulam, Hong Kong

Publications

• Estimation of Out-of-Sample Sharpe Ratio for High Dimensional Portfolio Optimization — Journal of the American Statistical Association 2026
• Spectral Ranking Inferences Based on General Multiway Comparisons — Operations Research 2026
• Ranking Inferences Based on the Top Choice of Multiway Comparisons — Journal of the American Statistical Association 2025
• A shrinkage principle for heavy-tailed data: High-dimensional robust low-rank matrix recovery — The Annals of Statistics 2021
• Large covariance estimation through elliptical factor models — The Annals of Statistics 2018
• An $\ell_{\infty}$ Eigenvector Perturbation Bound and Its Application — Journal of Machine Learning Research 2017 (name-matched, not ORCID-linked)
• Asymptotics of empirical eigenstructure for high dimensional spiked covariance — The Annals of Statistics 2017
• Projected principal component analysis in factor models — The Annals of Statistics 2016
• Estimation of functionals of sparse covariance matrices — The Annals of Statistics 2015