31 citations · 38 across the 5 of their papers we have counts for
5 papers
Fast Computational Methods for Regularized Estimating Equations
Weihua Shi, Yixuan Li, Yi Lian +2
Estimating equations arise in a wide range of statistical applications, including longitudinal and clustered data analysis, survival analysis, econometrics, and semiparametric infe…
A Unified Framework for Regularized Estimating Equations via Fixed-Point and Variational Inequality Problems
Archer Y. Yang, Yue Zhao, Yi Lian +2
Many statistics problems are formulated within an estimating equation framework instead of a minimization framework. However, the regularized estimating equations (REE) have been m…
Semiparametric Gaussian copula classification
Yue Zhao, Marten Wegkamp
This paper studies the binary classification of two distributions with the same Gaussian copula in high dimensions. Under this semiparametric Gaussian copula setting, we derive an…
Weak convergence of empirical copula processes indexed by functions
Dragan Radulovic, Marten Wegkamp, Yue Zhao
Weak convergence of the empirical copula process indexed by a class of functions is established. Two scenarios are considered in which either some smoothness of these functions or…
Adaptive estimation of the copula correlation matrix for semiparametric elliptical copulas
Marten Wegkamp, Yue Zhao
We study the adaptive estimation of copula correlation matrix for the semi-parametric elliptical copula model. In this context, the correlations are connected to Kendall's tau…