56 citations · 337 across the 23 of their papers we have counts for
4 papers · 1 filter
Max-Norm Optimization for Robust Matrix Recovery
Ethan X. Fang, Han Liu, Kim-Chuan Toh +1
This paper studies the matrix completion problem under arbitrary sampling schemes. We propose a new estimator incorporating both max-norm and nuclear-norm regularization, based on…
Testing for high-dimensional white noise using maximum cross-correlations
Jinyuan Chang, Qiwei Yao, Wen Zhou
We propose a new omnibus test for vector white noise using the maximum absolute auto-correlations and cross-correlations of the component series. Based on the newly established app…
On Gaussian Comparison Inequality and Its Application to Spectral Analysis of Large Random Matrices
Fang Han, Sheng Xu, Wen-Xin Zhou
Recently, Chernozhukov, Chetverikov, and Kato [Ann. Statist. 42 (2014) 1564--1597] developed a new Gaussian comparison inequality for approximating the suprema of empirical process…
Nonparametric covariate-adjusted regression
Aurore Delaigle, Peter Hall, Wen-Xin Zhou
We consider nonparametric estimation of a regression curve when the data are observed with multiplicative distortion which depends on an observed confounding variable. We suggest s…