| Distributed inference for quantile regression processes S Volgushev, SK Chao, G Cheng Annals of Statistics 47 (3), 1634-1662, 2019 | 144 | 2019 |
| Quantile regression in risk calibration SK Chao, WK Härdle, W Wang Handbook of Financial Econometrics and Statistics, 1467-1489, 2015 | 54 | 2015 |
| Directional pruning of deep neural networks SK Chao, Z Wang, Y Xing, G Cheng Advances in neural information processing systems 33, 13986-13998, 2020 | 42 | 2020 |
| Quantile Process for Semi and Nonparametric Regression Models SK Chao, S Volgushev, G Cheng Electronic Journal of Statistics 11 (2), 3272-3331, 2017 | 30 | 2017 |
| Quantile regression in risk calibration SK Chao Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät, 2015 | 30 | 2015 |
| A generalization of regularized dual averaging and its dynamics SK Chao, G Cheng ArXiv preprint arXiv:1909.10072, 2019 | 21 | 2019 |
| Factorisable multitask quantile regression SK Chao, WK Härdle, M Yuan Econometric Theory, 2020 | 19* | 2020 |
| Simultaneous Inference for Massive Data: Distributed Bootstrap Y Yu, SK Chao, G Cheng International Conference on Machine Learning 119, 2020 | 17 | 2020 |
| Distributed bootstrap for simultaneous inference under high dimensionality Y Yu, SK Chao, G Cheng Journal of Machine Learning Research 23 (195), 1-77, 2022 | 13 | 2022 |
| Confidence corridors for multivariate generalized quantile regression SK Chao, K Proksch, H Dette, WK Härdle Journal of Business & Economic Statistics 35 (1), 70-85, 2017 | 11 | 2017 |
| Multivariate Factorizable Expectile Regression with Application to fMRI Data SK Chao, W Hardle, C Huang Computational Statistics & Data Analysis 121, 1-19, 2018 | 7 | 2018 |
| A note on the impact of news on US household inflation expectations W B. Z., J Sheen, S Truck, SK Chao, W Hardle Macroeconomic Dynamics 24 (4), 995-1015, 2018 | 6* | 2018 |
| Simultaneous inference for the partially linear model with a multivariate unknown function when the covariates are measured with errors KH Kim, SK Chao, WK Härdle SFB 649 Discussion Paper 2016-024, 2016 | 5* | 2016 |
| Balancing approach for causal inference at scale S Lin, M Xu, X Zhang, SK Chao, YK Huang, X Shi Proceedings of the 29th ACM SIGKDD Conference on Knowledge Discovery and …, 2023 | 3 | 2023 |
| On high dimensional post-regularization prediction intervals SK Chao, Y Ning, H Liu Technical report, arXiv, 2015 | 3 | 2015 |
| Discussion on “Of quantiles and expectiles: consistent scoring functions, Choquet representation and forecast rankings” SK Chao, G Cheng | | 2016 |
| Confidence Corridors for Multivariate Generalized Quantile Regression SK Chao, K Proksch, H Dette, WK Härdle Journal of Business and Economic Statistics, DOI 10 (07350015.2015), 1054493, 2015 | | 2015 |
| Credit Risk Calibration based on CDS Spreads SK Chao, WK Härdle, PT Hien SFB 649 Discussion Paper 2014-026, 2014 | | 2014 |
| Kun Ho Kim* Shih-Kang Chao* ² Wolfgang K. Härdle SK Chao | | |
| FASTEC-FActorizable Sparse Tail Event Curves SK Chao, WK Härdle, M Yuan | | |
