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 2014 · stat.MEShow all

5 papers · 2 filters

stat.ME2014★ 1 cited

Structural Change in Sparsity

Sokbae Lee, Yuan Liao, Myung Hwan Seo +1

In the high-dimensional sparse modeling literature, it has been crucially assumed that the sparsity structure of the model is homogeneous over the entire population. That is, the i…

stat.ME2014★ 56 cited

Principal component analysis for second-order stationary vector time series

Jinyuan Chang, Bin Guo, Qiwei Yao

We extend the principal component analysis (PCA) to second-order stationary vector time series in the sense that we seek for a contemporaneous linear transformation for a -varia…

stat.ME2014

Estimation for Dynamic and Static Panel Probit Models with Large Individual Effects

Wei Gao, Wicher Bergsma, Qiwei Yao

For discrete panel data, the dynamic relationship between successive observations is often of interest. We consider a dynamic probit model for short panel data. A problem with esti…

stat.ME2014★ 24 cited

A Parametric Framework for the Comparison of Methods of Very Robust Regression

Marco Riani, Anthony C. Atkinson, Domenico Perrotta

There are several methods for obtaining very robust estimates of regression parameters that asymptotically resist 50% of outliers in the data. Differences in the behaviour of these…

stat.ME2014

Bayesian regression discontinuity designs: Incorporating clinical knowledge in the causal analysis of primary care data

Sara Geneletti, Aidan G. O'Keeffe, Linda D. Sharples +2

The regression discontinuity (RD) design is a quasi-experimental design that estimates the causal effects of a treatment by exploiting naturally occurring treatment rules. It can b…