Alexander Giessing

activity

20172020

most citedTime-dependent spatially varying graphical models, with application to brain fMRI data analysis

7 citations · 8 across the 2 of their papers we have counts for

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2 papers · 1 filter

math.ST2020★ 1 cited

Bootstrapping $ℓ_{p}$ -Statistics in High Dimensions

Alexander Giessing, Jianqing Fan

This paper considers a new bootstrap procedure to estimate the distribution of high-dimensional $ℓ_{p}$ -statistics, i.e. the $ℓ_{p}$ -norms of the sum of $n$ independent $d$ -dimen…

math.ST2018

On the Predictive Risk in Misspecified Quantile Regression

Alexander Giessing, Xuming He

In the present paper we investigate the predictive risk of possibly misspecified quantile regression functions. The in-sample risk is well-known to be an overly optimistic estimate…

Bootstrapping ℓp​-Statistics in High Dimensions

On the Predictive Risk in Misspecified Quantile Regression

Bootstrapping $ℓ_{p}$ -Statistics in High Dimensions