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20042026
most citedRandom lasso

193 citations · 438 across the 22 of their papers we have counts for

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7 papers · 1 filter

math.ST2014★ 21 cited

Estimation of Large Covariance and Precision Matrices from Temporally Dependent Observations

Hai Shu, Bin Nan

We consider the estimation of large covariance and precision matrices from high-dimensional sub-Gaussian or heavier-tailed observations with slowly decaying temporal dependence. Th…

math.ST2013

Estimating mean survival time: when is it possible?

Ying Ding, Bin Nan

For right censored survival data, it is well known that the mean survival time can be consistently estimated when the support of the censoring time contains the support of the surv…

math.ST2012

A general semiparametric Z-estimation approach for case-cohort studies

Bin Nan, Jon A. Wellner

Case-cohort design, an outcome-dependent sampling design for censored survival data, is increasingly used in biomedical research. The development of asymptotic theory for a case-co…

math.ST2012★ 21 cited

Non-asymptotic Oracle Inequalities for the High-Dimensional Cox Regression via Lasso

Shengchun Kong, Bin Nan

We consider the finite sample properties of the regularized high-dimensional Cox regression via lasso. Existing literature focuses on linear models or generalized linear models wit…

math.ST2012★ 68 cited

A sieve M-theorem for bundled parameters in semiparametric models, with application to the efficient estimation in a linear model for censored data

Ying Ding, Bin Nan

In many semiparametric models that are parameterized by two types of parameters---a Euclidean parameter of interest and an infinite-dimensional nuisance parameter---the two paramet…

math.ST2009★ 40 cited

Asymptotic theory for the semiparametric accelerated failure time model with missing data

Bin Nan, John D. Kalbfleisch, Menggang Yu

We consider a class of doubly weighted rank-based estimating methods for the transformation (or accelerated failure time) model with missing data as arise, for example, in case-coh…