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stat.ME2026
Tail postcoloring in long-run variance estimation of time series
Xu Liu, Kin Wai Chan
Prewhitening is a common approach to deal with strong autocorrelation. In this article, we propose a new approach called tail postcoloring, motivated by it. It uses parametric mode…
stat.ME2024
Robust subgroup-classifier learning and testing in change-plane regressions
Xu Liu, Jian Huang, Yong Zhou +1
Considered here are robust subgroup-classifier learning and testing in change-plane regressions with heavy-tailed errors, which can identify subgroups as a basis for making optimal…