12 citations · 33 across the 9 of their papers we have counts for
Showing stat.MEShow all
2 papers · 1 filter
stat.ME2020
Adaptive Discrete Smoothing for High-Dimensional and Nonlinear Panel Data
Xi Chen, Ye Luo, Martin Spindler
In this paper we develop a data-driven smoothing technique for high-dimensional and non-linear panel data models. We allow for individual specific (non-linear) functions and estima…
stat.ME2019
Distributed High-dimensional Regression Under a Quantile Loss Function
Xi Chen, Weidong Liu, Xiaojun Mao +1
This paper studies distributed estimation and support recovery for high-dimensional linear regression model with heavy-tailed noise. To deal with heavy-tailed noise whose variance…