Statistica Sinica loves us! Well, not truly but it’s OK…
I found out earlier tonight that a year’s old issues are freely available from their website! And that’s a good thing, tight? Moreover, preprints sit there waiting for us to right click and save them to our disks!
I really like the following article,
Zhang, Shaojun; Niu, Xu-Feng; Ang, James S., Building tracking portfolios based on a Generalized Information Criterion, Statist.Sinica 13, No. 4, 1075-1096 , 2003. [link]