2 papers
stat.ME2025
Factor Augmented Quantile Regression Model
Xiaoyang Wei, Yanlin Tang, Xu Guo +2
Along with the widespread adoption of high-dimensional data, traditional statistical methods face significant challenges in handling problems with high correlation of variables, he…
stat.ME2025
Estimation and inference of high-dimensional partially linear regression models with latent factors
Yanmei Shi, Meiling Hao, Yanlin Tang +1
In this paper, we introduce a novel high-dimensional Factor-Adjusted sparse Partially Linear regression Model (FAPLM), to integrate the linear effects of high-dimensional latent fa…