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math.ST2020★ 3 cited
Detangling robustness in high dimensions: composite versus model-averaged estimation
Jing Zhou, Gerda Claeskens, Jelena Bradic
Robust methods, though ubiquitous in practice, are yet to be fully understood in the context of regularized estimation and high dimensions. Even simple questions become challenging…
math.ST2005★ 17 cited
Bayesian-motivated tests of function fit and their asymptotic frequentist properties
Marc Aerts, Gerda Claeskens, Jeffrey D. Hart
We propose and analyze nonparametric tests of the null hypothesis that a function belongs to a specified parametric family. The tests are based on BIC approximations, π_{BIC}, to t…