3 papers
stat.ME2022
Calibrated regression estimation using empirical likelihood under data fusion
Wei Li, Shanshan Luo, Wangli Xu
Data analysis based on information from several sources is common in economic and biomedical studies. This setting is often referred to as the data fusion problem, which differs fr…
econ.EM2018
Optimal Linear Instrumental Variables Approximations
Juan Carlos Escanciano, Wei Li
This paper studies the identification and estimation of the optimal linear approximation of a structural regression function. The parameter in the linear approximation is called th…
math.ST2018
Posterior Contraction and Credible Sets for Filaments of Regression Functions
Wei Li, Subhashis Ghosal
A filament consists of local maximizers of a smooth function when moving in a certain direction. A filamentary structure is an important feature of the shape of an object and i…