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math.ST2019★ 1 cited
Sparse Density Estimation with Measurement Errors
Xiaowei Yang, Huiming Zhang, Haoyu Wei +1
This paper aims to build an estimate of an unknown density of the data with measurement error as a linear combination of functions from a dictionary. Inspired by the penalization a…
math.ST2019
Law of the Iterated Logarithm and Model Selection Consistency for GLMs with Independent and Dependent Responses
Xiaowei Yang, Shuang Song, Huiming Zhang
We study the law of the iterated logarithm (LIL) for the maximum likelihood estimation of the parameters (as a convex optimization problem) in the generalized linear models with in…