|
1
|
Han Y, Tsay RS, Wu WB. High dimensional generalized linear models for temporal dependent data. BERNOULLI 2023. [DOI: 10.3150/21-bej1451] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/30/2022]
Affiliation(s)
- Yuefeng Han
- Department of Statistics, Rutgers University, Piscataway, NJ 08854, USA
| | - Ruey S. Tsay
- Booth School of Business, University of Chicago, Chicago, IL 60637, USA
| | - Wei Biao Wu
- Department of Statistics, University of Chicago, Chicago, IL 60637, USA
| |
Collapse
|
|
2
|
Robust parameter estimation of regression models under weakened moment assumptions. Stat Probab Lett 2022. [DOI: 10.1016/j.spl.2022.109678] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Submit a Manuscript] [Subscribe] [Scholar Register] [Indexed: 11/18/2022]
|
|
3
|
Luo B, Gao X. High-dimensional robust approximated M-estimators for mean regression with asymmetric data. J MULTIVARIATE ANAL 2022. [DOI: 10.1016/j.jmva.2022.105080] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/29/2022]
|
|
4
|
Zhang Y, Shen W, Kong D. Covariance Estimation for Matrix-valued Data. J Am Stat Assoc 2022. [DOI: 10.1080/01621459.2022.2068419] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/18/2022]
Affiliation(s)
- Yichi Zhang
- Department of Statistics, North Carolina State University
| | - Weining Shen
- Department of Statistics, University of California, Irvine
| | - Dehan Kong
- Department of Statistical Sciences, University of Toronto
| |
Collapse
|
|
5
|
Fan J, Yang Z, Yu M. Understanding Implicit Regularization in Over-Parameterized Single Index Model. J Am Stat Assoc 2022. [DOI: 10.1080/01621459.2022.2044824] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.5] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/19/2022]
Affiliation(s)
- Jianqing Fan
- Financial Engineering, Princeton University, Princeton, USA
| | - Zhuoran Yang
- Department of Operations Research and Financial Engineering, Princeton University, Princeton, NJ 08544, USA
| | - Mengxin Yu
- Department of Operations Research and Financial Engineering, Princeton University, Princeton, NJ 08544, USA
| |
Collapse
|
|
6
|
Robust covariance estimation for distributed principal component analysis. METRIKA 2021. [DOI: 10.1007/s00184-021-00848-9] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/19/2022]
|