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E-mail:
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Chen.huang@hu-berlin.de
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Phone:
Fax:
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+49 30 2093-1470
+49 30 2093-5649
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Office:
Office hours:
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Spandauer Str. 1, Room 311
On agreement
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Ladislaus von Bortkiewicz Chair of Statistics
School of Business and Economics
Humboldt-University of Berlin
Unter den Linden 6
10099 Berlin, Germany
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Teaching
Education
Research Interests
- High Dimensional Statistical Inference
- Quantile Regression
- Non-stationary Time Series
- Functional Data Analysis
Publications
- Härdle, WK and Huang, C. (2016) Discussion of "Choquet representations and forecast rankings" by Werner Ehm, Tilmann Gneiting, Alexander Jordan and Fabian Krüger. Journal of the Royal Statistical Society: Series B Statistical Methodology 78 (3): 545, DOI : 10.1111/rssb.12154
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Härdle, WK, Huang, C. and Chao, SK (2016) Factorisable Sparse Tail Event Curves with Expectiles. Oberwolfach Report No.12 / 2016: New Developments in Functional and Highly Multivariate Statistical Methodology : 26-29, DOI : 10.4171/OWR/2016/12 (See also SFB 649 Discussion Paper 2016-018)
Working Papers
- Audrino, F., Huang, C. and Okhrin, O. (2016) Flexible HAR Model for Realized Volatility. Submitted .
- Chao, S.-K., Härdle, WK and Huang, C. (2016) Multivariate Factorisable Sparse Asymmetric Least Squares Regression. [codes] [SFB 649 Discussion Paper 2016-058]
- Chen, H., Huang, C. and Liao, X. (2017) Robust Inference for Quantile Predictive Regression with Persistent Predictors. [codes] [slides]
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