Chen Huang
Chen Huang is assistant professor at Aarhus University and CREATES . Prior to that, she worked as a postdoc scholar at the Faculty of Mathematics and Statistics, University of St. Gallen and received the PhD in Economics at Humboldt University of Berlin in 2017. Her research field covers econometrics and statistics. The topics she is interested in comprise high dimensional statistical inferences, time series analysis, and financial econometrics.
Li, Y., Huang, C. & Härdle, W. K. (2019). Spatial Functional Principal Component Analysis with Applications to Brain Image Data. Journal of Multivariate Analysis, 170, 263-274. https://doi.org/10.1016/j.jmva.2018.11.004
Chernozhukov, V., Härdle, W. K., Huang, C. & Wang, W. (2021). LASSO-Driven Inference in Time and Space. Annals of Statistics, 49(3), 1702-1735. https://doi.org/10.1214/20-AOS2019
Chao, SK., Härdle, W. K. & Huang, C. (2018). Multivariate Factorizable Expectile Regression with Application to fMRI Data. Computational Statistics & Data Analysis, 121, 1-19. https://doi.org/10.1016/j.csda.2017.12.001
Audrino, F., Huang, C. & Okhrin, O. (2019). Flexible HAR Model for Realized Volatility. Studies in Nonlinear Dynamics & Econometrics, 23(3), Article 20170080. https://doi.org/10.1515/snde-2017-0080
