activity
20112021
most citedValid post-selection inference

626 citations · 759 across the 13 of their papers we have counts for

collaborators

14 papers

econ.EM2021

Network regression and supervised centrality estimation

Junhui Cai, Dan Yang, Ran Chen +3

The centrality in a network is often used to measure nodes' importance and model network effects on a certain outcome. Empirical studies widely adopt a two-stage procedure, which f…

cs.LG2021★ 3 cited

Nonparametric Empirical Bayes Estimation and Testing for Sparse and Heteroscedastic Signals

Junhui Cai, Xu Han, Ya'acov Ritov +1

Large-scale modern data often involves estimation and testing for high-dimensional unknown parameters. It is desirable to identify the sparse signals, ``the needles in the haystack…

stat.ME2018

Assumption Lean Regression

Richard A. Berk, Andreas Buja, Lawrence Brown +4

It is well known that models used in conventional regression analysis are commonly misspecified. A standard response is little more than a shrug. Data analysts invoke Box's maxim t…

stat.ME2018★ 7 cited

Valid Post-selection Inference in Assumption-lean Linear Regression

Arun Kumar Kuchibhotla, Lawrence D. Brown, Andreas Buja +2

Construction of valid statistical inference for estimators based on data-driven selection has received a lot of attention in the recent times. Berk et al. (2013) is possibly the fi…

math.ST2018

Uniform-in-Submodel Bounds for Linear Regression in a Model Free Framework

Arun Kumar Kuchibhotla, Lawrence D. Brown, Andreas Buja +2

For the last two decades, high-dimensional data and methods have proliferated throughout the literature. Yet, the classical technique of linear regression has not lost its usefulne…

math.ST2016★ 6 cited

Models as Approximations II: A Model-Free Theory of Parametric Regression

Andreas Buja, Lawrence Brown, Arun Kumar Kuchibhotla +3

We develop a model-free theory of general types of parametric regression for iid observations. The theory replaces the parameters of parametric models with statistical functionals,…

math.ST2016★ 11 cited

Semi-Supervised linear regression

David Azriel, Lawrence D. Brown, Michael Sklar +3

We study a regression problem where for some part of the data we observe both the label variable () and the predictors (), while for other part of the data only the pre…

math.ST2015

Uniform Correlation Mixture of Bivariate Normal Distributions and Hypercubically-contoured Densities That Are Marginally Normal

Kai Zhang, Lawrence D. Brown, Edward George +1

The bivariate normal density with unit variance and correlation is well-known. We show that by integrating out , the result is a function of the maximum norm. The Bayesian i…

stat.ME2015★ 6 cited

Calibrated Percentile Double Bootstrap For Robust Linear Regression Inference

Daniel McCarthy, Kai Zhang, Lawrence Brown +4

We consider inference for the parameters of a linear model when the covariates are random and the relationship between response and covariates is possibly non-linear. Conventional…

stat.ME2014

Models as Approximations I: Consequences Illustrated with Linear Regression

Andreas Buja, Richard Berk, Lawrence Brown +5

In the early 1980s Halbert White inaugurated a "model-robust'' form of statistical inference based on the "sandwich estimator'' of standard error. This estimator is known to be "he…

stat.ME2013★ 10 cited

Improved Precision in Estimating Average Treatment Effects

Emil Pitkin, Richard Berk, Lawrence Brown +4

The Average Treatment Effect (ATE) is a global measure of the effectiveness of an experimental treatment intervention. Classical methods of its estimation either ignore relevant co…

math.ST2013★ 626 cited

Valid post-selection inference

Richard Berk, Lawrence Brown, Andreas Buja +2

It is common practice in statistical data analysis to perform data-driven variable selection and derive statistical inference from the resulting model. Such inference enjoys none o…

stat.ME2012★ 17 cited

A Geometrical Explanation of Stein Shrinkage

Lawrence D. Brown, Linda H. Zhao

Shrinkage estimation has become a basic tool in the analysis of high-dimensional data. Historically and conceptually a key development toward this was the discovery of the inadmiss…

stat.AP2011★ 73 cited

An autoregressive approach to house price modeling

Chaitra H. Nagaraja, Lawrence D. Brown, Linda H. Zhao

A statistical model for predicting individual house prices and constructing a house price index is proposed utilizing information regarding sale price, time of sale and location (Z…