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20162021
most citedConfidence Bands for Coefficients in High Dimensional Linear Models with Error-in-variables

3 citations · 7 across the 5 of their papers we have counts for

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Showing 2020Show all

2 papers · 1 filter

stat.ME2020

Inference on the change point in high dimensional time series models via plug in least squares

Abhishek Kaul, Stergios B. Fotopoulos, Venkata K. Jandhyala +1

We study a plug in least squares estimator for the change point parameter where change is in the mean of a high dimensional random vector under subgaussian or subexponential distri…

math.ST2020

Inference on the Change Point for High Dimensional Dynamic Graphical Models

Abhishek Kaul, Hongjin Zhang, Konstantinos Tsampourakis +1

We develop an estimator for the change point parameter for a dynamically evolving graphical model, and also obtain its asymptotic distribution under high dimensional scaling. To pr…