145 citations · 555 across the 30 of their papers we have counts for
4 papers · 1 filter
Penalized Maximum Tangent Likelihood Estimation and Robust Variable Selection
Yichen Qin, Shaobo Li, Yang Li +1
We introduce a new class of mean regression estimators -- penalized maximum tangent likelihood estimation -- for high-dimensional regression estimation and variable selection. We f…
Copula Modeling for Data with Ties
Yan Li, Yang Li, Yichen Qin +1
Copula modeling has gained much attention in many fields recently with the advantage of separating dependence structure from marginal distributions. In real data, however, serious…
Model Confidence Bounds for Variable Selection
Yang Li, Yuetian Luo, Davide Ferrari +2
In this article, we introduce the concept of model confidence bounds (MCB) for variable selection in the context of nested models. Similarly to the endpoints in the familiar confid…
Pairwise Sequential Randomization and Its Properties
Yichen Qin, Yang Li, Wei Ma +1
In comparative studies, such as in causal inference and clinical trials, balancing important covariates is often one of the most important concerns for both efficient and credible…