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

421 citations

Showing 2021 · stat.MEShow all

7 papers · 2 filters

stat.ME2021★ 41 cited

Modelling matrix time series via a tensor CP-decomposition

Jinyuan Chang, Jing He, Lin Yang +1

We consider to model matrix time series based on a tensor CP-decomposition. Instead of using an iterative algorithm which is the standard practice for estimating CP-decompositions,…

stat.ME2021★ 1 cited

An Online Sequential Test for Qualitative Treatment Effects

Chengchun Shi, Shikai Luo, Hongtu Zhu +1

Tech companies (e.g., Google or Facebook) often use randomized online experiments and/or A/B testing primarily based on the average treatment effects to compare their new product w…

stat.ME2021★ 1 cited

Jump Interval-Learning for Individualized Decision Making

Hengrui Cai, Chengchun Shi, Rui Song +1

An individualized decision rule (IDR) is a decision function that assigns each individual a given treatment based on his/her observed characteristics. Most of the existing works in…

stat.ME2021★ 24 cited

DIF Statistical Inference without Knowing Anchoring Items

Yunxiao Chen, Chengcheng Li, Jing Ouyang +1

Establishing the invariance property of an instrument is a key step for establishing its measurement validity. Measurement invariance is typically assessed by differential item fun…

stat.ME2021★ 3 cited

Nonparametric, tuning-free estimation of S-shaped functions

Oliver Y. Feng, Yining Chen, Qiyang Han +2

We consider the nonparametric estimation of an S-shaped regression function. The least squares estimator provides a very natural, tuning-free approach, but results in a non-convex…

stat.ME2021★ 16 cited

Nonparametric Statistical Inference via Metric Distribution Function in Metric Spaces

Xueqin Wang, Jin Zhu, Wenliang Pan +2

Distribution function is essential in statistical inference, and connected with samples to form a directed closed loop by the correspondence theorem in measure theory and the Glive…

stat.ME2021★ 2 cited

Latent variable models for multivariate dyadic data with zero inflation: Analysis of intergenerational exchanges of family support

Jouni Kuha, Siliang Zhang, Fiona Steele

Understanding the help and support that is exchanged between family members of different generations is of increasing importance, with research questions in sociology and social po…