output
20092026
most citedIntersection Bounds: Estimation and Inference

324 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

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Showing 2012 · math.STShow all

2 papers · 2 filters

math.ST2012★ 111 cited

The Lasso for High-Dimensional Regression with a Possible Change-Point

Sokbae Lee, Myung Hwan Seo, Youngki Shin

We consider a high-dimensional regression model with a possible change-point due to a covariate threshold and develop the Lasso estimator of regression coefficients as well as the…

math.ST2012★ 46 cited

Testing Functional Inequalities

Sokbae Lee, Kyungchul Song, Yoon-Jae Whang

This paper develops tests for inequality constraints of nonparametric regression functions. The test statistics involve a one-sided version of -type functionals of kernel esti…