Web7 de out. de 2024 · ABSTRACT. This article considers the estimation and inference of the low-rank components in high-dimensional matrix-variate factor models, where each … Web22 de jun. de 2024 · Download a PDF of the paper titled Inference in High-dimensional Linear Regression, by Heather S. Battey and Nancy Reid Download PDF Abstract: This …
Estimation and Inference for High-Dimensional Generalized Linear …
WebIn the field of high-dimensional statistical inference more generally, uncertainty quantification has become a major theme over the last decade, originating with influential work on the debiased Lasso in (generalized) linear models (Javanmard and Montanari 2014; van de Geer et al. 2014; Zhang and Zhang 2014), and subsequently developed in other ... WebCommunication-efficient estimation and inference for high-dimensional quantile regression based on smoothed decorrelated score. Fengrui Di, Fengrui Di. School of Statistics ... we … citing usc in apa
High-dimensional robust inference for censored linear models
WebHigh-Dimensional Methods and Inference on Structural and Treatment Effects† Alexandre Belloni is Associate Professor of Decision Sciences, Fuqua School of Business, Duke University, Durham, North Carolina. Victor Chernozhukov is Professor of Economics, Massachusetts Institute of Technology, Cambridge, Massachusetts. Christian Hansen is Web15 de nov. de 2024 · In this paper we develop valid inference for high-dimensional time series. We extend the desparsified lasso to a time series setting under Near-Epoch Dependence (NED) assumptions allowing for non-Gaussian, serially correlated and heteroskedastic processes, where the number of regressors can possibly grow faster … Web1 de jan. de 2024 · High-dimensional linear models with independent errors have been well-studied. However, statistical inference on a high-dimensional linear model with heteroskedastic, dependent (and possibly ... dibartolo\\u0027s bakery collingswood