4 papers
Debiased Machine Learning for Partially Linear Accelerated Failure Time Models
Tomoki Okuno, Sijie Zheng, Brendon Chau +3
The Cox model remains the default for survival analysis, but the proportional hazards assumption is often violated and hazard ratios can be difficult to interpret. Accelerated fail…
A Machine Learning--Based Surrogate EKMA Framework for Diagnosing Urban Ozone Formation Regimes: Evidence from Los Angeles
Sijie Zheng
Surface ozone pollution remains a persistent challenge in many metropolitan regions worldwide, as the nonlinear dependence of ozone formation on nitrogen oxides and volatile organi…
Estimation of Semiparametric Factor Models with Missing Data
Sijie Zheng
We study semiparametric factor models in high-dimensional panels where the factor loadings consist of a nonparametric component explained by observed covariates and an idiosyncrati…
Efficient Covariance Estimation for Sparsified Functional Data
Sijie Zheng, Fandong Meng, Jie Zhou
Motivated by recent work involving the analysis of leveraging spatial correlations in sparsified mean estimation, we present a novel procedure for constructing covariance estimator…