496 citations
- University of Southern CaliforniaUS45 papers
- Princeton UniversityUS3 papers
- Laboratoire de Mathématiques Jean LerayFR2 papers
- Nantes UniversitéFR2 papers
- Aarhus UniversityDK1 paper
- California Institute of TechnologyUS1 paper
- Centre National de la Recherche ScientifiqueFR1 paper
- École Normale Supérieure de LyonFR1 paper
- Ghent UniversityBE1 paper
- Hood CollegeUS1 paper
- Illinois Institute of TechnologyUS1 paper
- Istituto Nazionale di Fisica NucleareIT1 paper
7 papers · 1 filter
Functional linear regression that's interpretable
Gareth M. James, Jing Wang, Ji Zhu
Regression models to relate a scalar to a functional predictor are becoming increasingly common. Work in this area has concentrated on estimating a coefficient function,…
A unified approach to model selection and sparse recovery using regularized least squares
Jinchi Lv, Yingying Fan
Model selection and sparse recovery are two important problems for which many regularization methods have been proposed. We study the properties of regularization methods in both p…
Efficiency of the maximum partial likelihood estimator for nested case control sampling
Larry Goldstein, Haimeng Zhang
In making inference on the relation between failure and exposure histories in the Cox semiparametric model, the maximum partial likelihood estimator (MPLE) of the finite dimensiona…
Mixed-rates asymptotics
Peter Radchenko
A general method is presented for deriving the limiting behavior of estimators that are defined as the values of parameters optimizing an empirical criterion function. The asymptot…
Asymptotically optimal multistage tests of simple hypotheses
Jay Bartroff
A family of variable stage size multistage tests of simple hypotheses is described, based on efficient multistage sampling procedures. Using a loss function that is a linear combin…
Cowles commission structural equation approach in light of nonstationary time series analysis
Cheng Hsiao
We review the advancement of nonstationary time series analysis from the perspective of Cowles Commission structural equation approach. We argue that despite the rich repertoire no…