352 citations · 680 across the 21 of their papers we have counts for
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math.ST2016★ 27 cited
Local M-estimation with Discontinuous Criterion for Dependent and Limited Observations
Myung Hwan Seo, Taisuke Otsu
This paper examines asymptotic properties of local M-estimators under three sets of high-level conditions. These conditions are sufficiently general to cover the minimum volume pre…
stat.ME2016★ 36 cited
Oracle Estimation of a Change Point in High Dimensional Quantile Regression
Sokbae Lee, Yuan Liao, Myung Hwan Seo +1
In this paper, we consider a high-dimensional quantile regression model where the sparsity structure may differ between two sub-populations. We develop -penalized estimator…