4 papers
On prediction-powered inference for quantile regression via convolution smoothing
Shota Takeishi, Jimin Ding, Xuming He
This paper studies quantile regression in a data-limited setting where the gold-standard outcome is available only for a limited number of observations, whereas a surrogate outcome…
Calibrated Estimation and Inference for Semiparametric Regression Models
Yuming Zhang, Yanyuan Ma, Xuming He +2
We consider a broad class of semiparametric regression models in which the conditional distribution of the response takes the form , k…
A Statistical Market-Design Framework for Academic Job Markets
Ali Kaazempur-Mofrad, Xiaowu Dai, Xuming He
The academic job market for new statisticians is highly congested at the interview stage, where departments must rank and select candidates from large applicant pools without credi…
High-Dimensional Expected Shortfall Regression
Shushu Zhang, Xuming He, Kean Ming Tan +1
Expected shortfall is defined as the average over the tail below (or above) a certain quantile of a probability distribution. Expected shortfall regression provides powerful tools…