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 2020 · stat.MEShow all

5 papers · 2 filters

stat.ME2020★ 5 cited

An Automatic Finite-Sample Robustness Metric: When Can Dropping a Little Data Make a Big Difference?

Tamara Broderick, Ryan Giordano, Rachael Meager

Study samples often differ from the target populations of inference and policy decisions in non-random ways. Researchers typically believe that such departures from random sampling…

stat.ME2020★ 2 cited

Unfolding-Model-Based Visualization: Theory, Method and Applications

Yunxiao Chen, Zhiliang Ying, Haoran Zhang

Multidimensional unfolding methods are widely used for visualizing item response data. Such methods project respondents and items simultaneously onto a low-dimensional Euclidian sp…

stat.ME2020★ 4 cited

Probabilistic Forecasting for Daily Electricity Loads and Quantiles for Curve-to-Curve Regression

Xiuqin Xu, Ying Chen, Yannig Goude +1

Probabilistic forecasting of electricity load curves is of fundamental importance for effective scheduling and decision making in the increasingly volatile and competitive energy m…

stat.ME2020★ 21 cited

Computation for Latent Variable Model Estimation: A Unified Stochastic Proximal Framework

Siliang Zhang, Yunxiao Chen

Latent variable models have been playing a central role in psychometrics and related fields. In many modern applications, the inference based on latent variable models involves one…

stat.ME2020

Testing for unit roots based on sample autocovariances

Jinyuan Chang, Guanghui Cheng, Qiwei Yao

We propose a new unit-root test for a stationary null hypothesis against a unit-root alternative . Our approach is nonparametric as only assumes that the process c…