2 papers
stat.ME2026
Factor-Adjusted Multiple Testing for High-Dimensional Individual Mediation Effects
Chen Shi, Zhao Chen, Christina Dan Wang
Identifying individual mediators is a central goal of high-dimensional mediation analysis, yet pervasive dependence among mediators can invalidate standard debiased inference and l…
stat.ME2025
Robust Estimation of Double Autoregressive Models via Normal Mixture QMLE
Zhao Chen, Chen Shi, Christina Dan Wang
This paper investigates the estimation of the double autoregressive (DAR) model in the presence of skewed and heavy-tailed innovations. We propose a novel Normal Mixture Quasi-Maxi…