132 citations · 212 across the 11 of their papers we have counts for
9 papers · 1 filter
Non-Steepness and Maximum Likelihood Estimation Properties of the Truncated Multivariate Normal Distributions
Michael Levine, Donald Richards, Jianxi Su
This article considers exponential families of truncated multivariate normal distributions with one-sided truncation for some or all coordinates. We observe that if all components…
Estimation and Inference of Time-Varying Auto-Covariance under Complex Trend: A Difference-based Approach
Yan Cui, Michael Levine, Zhou Zhou
We propose a difference-based nonparametric methodology for the estimation and inference of the time-varying auto-covariance functions of a locally stationary time series when it i…
Independence Properties of the Truncated Multivariate Elliptical Distributions
Michael Levine, Donald Richards, Jianxi Su
Truncated multivariate distributions arise extensively in econometric modelling when non-negative random variables are intrinsic to the data-generation process. More broadly, trunc…
Identifiability of two-component skew normal mixtures with one known component
Shantanu Jain, Michael Levine, Predrag Radivojac +1
We give sufficient identifiability conditions for estimating mixing proportions in two-component mixtures of skew normal distributions with one known component. We consider the uni…
Robust functional estimation in the multivariate partial linear model
Michael Levine
We consider the problem of adaptive estimation of the functional component in a multivariate partial linear model where the argument of the function is defined on a -dimensional…
Minimax Optimal Estimation in Partially Linear Additive Models under High Dimension
Zhuqing Yu, Michael Levine, Guang Cheng
In this paper, we derive minimax rates for estimating both parametric and nonparametric components in partially linear additive models with high dimensional sparse vectors and smoo…