output
19992026
most citedSparsistency and rates of convergence in large covariance matrix estimation

421 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.

collaborating institutions
Showing 2017 · math.STShow all

5 papers · 2 filters

math.ST2017★ 12 cited

On sparsity, power-law and clustering properties of graphex processes

François Caron, Francesca Panero, Judith Rousseau

This paper investigates properties of the class of graphs based on exchangeable point processes. We provide asymptotic expressions for the number of edges, number of nodes and degr…

math.ST2017★ 1 cited

Homogeneity Pursuit in Single Index Models based Panel Data Analysis

Heng Lian, Xinghao Qiao, Wenyang Zhang

Panel data analysis is an important topic in statistics and econometrics. Traditionally, in panel data analysis, all individuals are assumed to share the same unknown parameters, e…

math.ST2017

Parameter Estimation for Thurstone Choice Models

Milan Vojnovic, Se-Young Yun

We consider the estimation accuracy of individual strength parameters of a Thurstone choice model when each input observation consists of a choice of one item from a set of two or…

math.ST2017

Optimal experimental design that minimizes the width of simultaneous confidence bands

Satoshi Kuriki, Henry P. Wynn

We propose an optimal experimental design for a curvilinear regression model that minimizes the band-width of simultaneous confidence bands. Simultaneous confidence bands for curvi…

math.ST2017★ 62 cited

Robust inference for threshold regression models

Javier Hidalgo, Jungyoon Lee, Myung Hwan Seo

This paper is concerned with inference in threshold regression models when the practitioners do not know whether at the threshold point the true specification has a kink or a jump.…