activity
20172021
most citedA New Perspective on Robust -Estimation: Finite Sample Theory and Applications to Dependence-Adjusted Multiple Testing

56 citations · 74 across the 4 of their papers we have counts for

collaborators

8 papers

stat.ME2021

Semiparametric Marginal Regression for Clustered Competing Risks Data with Missing Cause of Failure

Wenxian Zhou, Giorgos Bakoyannis, Ying Zhang +1

Clustered competing risks data are commonly encountered in multicenter studies. The analysis of such data is often complicated due to informative cluster size, a situation where th…

math.ST2020

Smoothed Quantile Regression with Large-Scale Inference

Xuming He, Xiaoou Pan, Kean Ming Tan +1

Quantile regression is a powerful tool for learning the relationship between a response variable and a multivariate predictor while exploring heterogeneous effects. In this paper,…

math.ST2019

On the Asymptotic Distribution of the Scan Statistic for Empirical Distributions

Andrew Ying, Wen-Xin Zhou

We investigate the asymptotic behavior of several variants of the scan statistic applied to empirical distributions, which can be applied to detect the presence of an anomalous int…

math.ST2019

Iteratively Reweighted -Penalized Robust Regression

Xiaoou Pan, Qiang Sun, Wen-Xin Zhou

This paper investigates tradeoffs among optimization errors, statistical rates of convergence and the effect of heavy-tailed errors for high-dimensional robust regression with nonc…

math.ST2019

Robust Inference via Multiplier Bootstrap

Xi Chen, Wen-Xin Zhou

This paper investigates the theoretical underpinnings of two fundamental statistical inference problems, the construction of confidence sets and large-scale simultaneous hypothesis…

stat.ME2018

User-Friendly Covariance Estimation for Heavy-Tailed Distributions

Yuan Ke, Stanislav Minsker, Zhao Ren +2

We offer a survey of recent results on covariance estimation for heavy-tailed distributions. By unifying ideas scattered in the literature, we propose user-friendly methods that fa…