139 citations · 725 across the 72 of their papers we have counts for
5 papers · 2 filters
Minimax Optimal Estimation in Partially Linear Additive Models under High Dimension
Zhuqing Yu, Michael Levine, Guang Cheng
In this paper, we derive minimax rates for estimating both parametric and nonparametric components in partially linear additive models with high dimensional sparse vectors and smoo…
Embracing the Blessing of Dimensionality in Factor Models
Quefeng Li, Guang Cheng, Jianqing Fan +1
Factor modeling is an essential tool for exploring intrinsic dependence structures among high-dimensional random variables. Much progress has been made for estimating the covarianc…
Quantile Processes for Semi and Nonparametric Regression
Shih-Kang Chao, Stanislav Volgushev, Guang Cheng
A collection of quantile curves provides a complete picture of conditional distributions. Properly centered and scaled versions of estimated curves at various quantile levels give…
Simultaneous Inference for High-dimensional Linear Models
Xianyang Zhang, Guang Cheng
This paper proposes a bootstrap-assisted procedure to conduct simultaneous inference for high dimensional sparse linear models based on the recent de-sparsifying Lasso estimator (v…
Nonparametric Heterogeneity Testing For Massive Data
Junwei Lu, Guang Cheng, Han Liu
A massive dataset often consists of a growing number of (potentially) heterogeneous sub-populations. This paper is concerned about testing various forms of heterogeneity arising fr…