2 papers
stat.ME2026
Efficient Federated Estimation and Inference for High-Dimensional Tail Index Regression
Haoyu Geng, Liuhua Peng, Changliang Zou +1
Tail index regression studies how covariates affect tail heaviness in heavy-tailed data. In many applications, data are distributed across heterogeneous sources, where direct pooli…
stat.ME2025
ART: Distribution-Free and Model-Agnostic Changepoint Detection with Finite-Sample Guarantees
Xiaolong Cui, Haoyu Geng, Guanghui Wang +2
We introduce ART, a distribution-free and model-agnostic framework for changepoint detection that provides finite-sample guarantees. ART transforms independent observations into re…