Liu, Liping Estimation of high dimensional portfolio risk. (Chinese. English summary) Zbl 1424.62095 J. Syst. Sci. Math. Sci. 38, No. 8, 919-930 (2018). MSC: 62H12 91G10 62P05 62H25 PDFBibTeX XMLCite \textit{L. Liu}, J. Syst. Sci. Math. Sci. 38, No. 8, 919--930 (2018; Zbl 1424.62095)
Wang, Guanpeng; Huang, Xudong Efficient distributed estimation of high-dimensional sparse precision matrix. (Chinese. English summary) Zbl 1399.62091 J. Syst. Sci. Math. Sci. 37, No. 11, 2271-2280 (2017). MSC: 62H12 62J07 PDFBibTeX XMLCite \textit{G. Wang} and \textit{X. Huang}, J. Syst. Sci. Math. Sci. 37, No. 11, 2271--2280 (2017; Zbl 1399.62091)
Huang, Wenhuan; Qi, Jiajin; Huang, Nantian Liu-type estimators for linear models with linear restrictions. (Chinese. English summary) Zbl 1210.62092 J. Syst. Sci. Math. Sci. 29, No. 7, 937-946 (2009). MSC: 62J05 62F10 62F30 62J07 PDFBibTeX XMLCite \textit{W. Huang} et al., J. Syst. Sci. Math. Sci. 29, No. 7, 937--946 (2009; Zbl 1210.62092)