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math.ST2026
Is the regression -test doubly robust?
Lucy Xia, Oliver Y. Feng, Yang Feng +2
We study the robustness of the -test in random design linear models, and reach a somewhat nuanced conclusion. On the positive side, one of our main results is that the size of t…
math.ST2017
On the estimation of correlation in a binary sequence model
Haolei Weng, Yang Feng
We consider a binary sequence generated by thresholding a hidden continuous sequence. The hidden variables are assumed to have a compound symmetry covariance structure with a singl…
math.ST2014
Model Selection in High-Dimensional Misspecified Models
Pallavi Basu, Yang Feng, Jinchi Lv
Model selection is indispensable to high-dimensional sparse modeling in selecting the best set of covariates among a sequence of candidate models. Most existing work assumes implic…