4 papers
Errors-in-variables regression for dependent data with estimated error covariance matrix: To prewhiten or not?
Jingkun Qiu, Hanyue Chen, Song Xi Chen
We consider statistical inference for errors-in-variables regression models with dependent observations under the high dimensionality of the error covariance matrix. It is tempting…
Versatile Differentially Private Learning for General Loss Functions
Qilong Lu, Songxi Chen, Yumou Qiu
This paper aims to provide a versatile privacy-preserving release mechanism along with a unified approach for subsequent parameter estimation and statistical inference. We propose…
Transfer Learning with General Estimating Equations
Han Yan, Song Xi Chen
We consider statistical inference for parameters defined by general estimating equations under the covariate shift transfer learning. Different from the commonly used density ratio…
Statistical Inference for Four-Regime Segmented Regression Models
Han Yan, Song Xi Chen
Segmented regression models offer model flexibility and interpretability as compared to the global parametric and the nonparametric models, and yet are challenging in both estimati…