3 papers
stat.ME2026
Generalized Rank Regression
Jiyuan Tu, Suqi Wu, Yichen Zhang +1
Rank regression offers robustness to outliers and heavy-tailed response distributions, invariance to monotonic transformations, and improved efficiency under non-Gaussian errors, m…
stat.ME2026
Adapting to noise tails in private linear regression
Jinyuan Chang, Lin Yang, Mengyue Zha +1
While the traditional goal of statistics is to infer population parameters, modern practice increasingly demands protection of individual privacy. One way to address this need is t…
stat.ME2024
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…