4 citations · 7 across the 2 of their papers we have counts for
4 papers · 1 filter
On the Theoretical Properties of the Network Jackknife
Qiaohui Lin, Robert Lunde, Purnamrita Sarkar
We study the properties of a leave-node-out jackknife procedure for network data. Under the sparse graphon model, we prove an Efron-Stein-type inequality, showing that the network…
Subsampling Sparse Graphons Under Minimal Assumptions
Robert Lunde, Purnamrita Sarkar
We establish a general theory for subsampling network data generated by the sparse graphon model. In contrast to previous work for networks, we demonstrate validity under minimal a…
Sample Splitting and Weak Assumption Inference For Time Series
Robert Lunde
We consider the problem of inference after model selection under weak assumptions in the time series setting. Even when the data are not independent, we show that sample splitting…
Bootstrapping Generalization Error Bounds for Time Series
Robert Lunde, Cosma Rohilla Shalizi
We consider the problem of finding confidence intervals for the risk of forecasting the future of a stationary, ergodic stochastic process, using a model estimated from the past of…