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most citedComposite quantile regression and the oracle Model Selection Theory

614 citations

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6 papers · 1 filter

math.ST20092 cited

Likelihood Inference in Exponential Families and Directions of Recession

Charles J. Geyer

When in a full exponential family the maximum likelihood estimate (MLE) does not exist, the MLE may exist in the Barndorff-Nielsen completion of the family. We propose a practical…

math.ST200814 cited

Rejoinder: One-step sparse estimates in nonconcave penalized likelihood models

Hui Zou, Runze Li

We would like to take this opportunity to thank the discussants for their thoughtful comments and encouragements on our work [arXiv:0808.1012]. The discussants raised a number of i…

math.ST2008123 cited

Parametric bootstrap approximation to the distribution of EBLUP and related prediction intervals in linear mixed models

Snigdhansu Chatterjee, Partha Lahiri, Huilin Li

Empirical best linear unbiased prediction (EBLUP) method uses a linear mixed model in combining information from different sources of information. This method is particularly usefu…

math.ST2008614 cited

Composite quantile regression and the oracle Model Selection Theory

Hui Zou, Ming Yuan

Coefficient estimation and variable selection in multiple linear regression is routinely done in the (penalized) least squares (LS) framework. The concept of model selection oracle…

math.ST2008171 cited

Consistency of cross validation for comparing regression procedures

Yuhong Yang

Theoretical developments on cross validation (CV) have mainly focused on selecting one among a list of finite-dimensional models (e.g., subset or order selection in linear regressi…

math.ST20073 cited

Evaluation of Formal posterior distributions via Markov chain arguments

Morris L. Eaton, James P. Hobert, Galin L. Jones +1

We consider evaluation of proper posterior distributions obtained from improper prior distributions. Our context is estimating a bounded function of a parameter when the loss i…