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Dive into the research topics where Rong Chen is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Collaborations and top research areas from the last five years
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Analysis of Non-Gaussian Tensor Time Series
Chen, R. (PI) & Xiao, H. (CoPI)
8/1/24 → 7/31/27
Project: Research project
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ATD: Dynamic Modeling for Extreme Event Prediction with Uncertainty Quantification with Multi-panel Time Series
Xiao, H. (PI), Xie, M. (CoPI) & Chen, R. (CoPI)
8/1/23 → 7/31/26
Project: Research project
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FRG: Collaborative Research: Dynamic Tensors: Statistical Methods, Theory, and Applications
Xiao, H. (CoPI), Zhang, C. (PI) & Chen, R. (CoPI)
9/1/21 → 8/31/25
Project: Research project
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ATD: Anomaly Detection with Confidence and Precision
Xie, M. (PI), Chen, R. (CoPI) & Xiao, H. (CoPI)
8/1/20 → 7/31/24
Project: Research project
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BIGDATA:F: Statistical Learning with Large Dynamic Tensor Data
Chen, R. (PI), Zhang, C. (CoPI), Liu, R. (CoPI) & Yang, D. (CoPI)
9/1/17 → 8/31/23
Project: Research project
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Improving estimation of portfolio risk using new statistical factors
Liu, X., Guerard, J., Chen, R. & Tsay, R., Mar 2025, In: Annals of Operations Research. 346, 1, p. 245-261 17 p.Research output: Contribution to journal › Article › peer-review
Open Access1 Scopus citations -
CP factor model for dynamic tensors
Han, Y., Yang, D., Zhang, C. H. & Chen, R., Nov 1 2024, In: Journal of the Royal Statistical Society. Series B: Statistical Methodology. 86, 5, p. 1383-1413 31 p.Research output: Contribution to journal › Article › peer-review
Open Access11 Scopus citations -
Functional quantile autoregression
Dong, C., Chen, R., Xiao, Z. & Liu, W., Sep 2024, In: Journal of Econometrics. 244, 2, 105765.Research output: Contribution to journal › Article › peer-review
3 Scopus citations -
RESAMPLING STRATEGY IN SEQUENTIAL MONTE CARLO FOR CONSTRAINED SAMPLING PROBLEMS
Cai, C., Chen, R. & Lin, M., Apr 2024, In: Statistica Sinica. 34, p. 1187-1214 28 p.Research output: Contribution to journal › Article › peer-review
Open Access -
Simultaneous Decorrelation of Matrix Time Series
Han, Y., Chen, R., Zhang, C. H. & Yao, Q., 2024, In: Journal of the American Statistical Association. 119, 546, p. 957-969 13 p.Research output: Contribution to journal › Article › peer-review
Open Access3 Scopus citations