LAUSR

Comments on: High-dimensional simultaneous inference with the bootstrap

Sign Up to like & get
recommendations!
0 Published in 2017 at "TEST"

DOI: 10.1007/s11749-017-0555-1

Abstract: We congratulate the authors on their stimulating contribution to the burgeoning high-dimensional inference literature. The bootstrap offers such an attractive methodology in these settings, but it is well-known that its naive application in the context… read more here.

Keywords: high dimensional; simultaneous inference; dimensional simultaneous; comments high ... See more keywords

Robust simultaneous inference for the mean function of functional data

Sign Up to like & get
recommendations!
1 Published in 2018 at "TEST"

DOI: 10.1007/s11749-018-0598-y

Abstract: A robust framework is proposed, based on polynomial spline estimation technique, for the estimation of the mean function of dense functional data, together with a simultaneous confidence band for the mean function. The robust simultaneous… read more here.

Keywords: simultaneous inference; robust simultaneous; mean function; inference mean ... See more keywords

Simultaneous inference for time-varying models

Sign Up to like & get
recommendations!
0 Published in 2020 at "Journal of Econometrics"

DOI: 10.1016/j.jeconom.2021.03.002

Abstract: A general class of time-varying regression models is considered in this paper. We estimate the regression coefficients by using local linear M-estimation. For these estimators, weak Bahadur representations are obtained and are used to construct… read more here.

Keywords: regression; varying models; time; inference time ... See more keywords

Distributed simultaneous inference in generalized linear models via confidence distribution

Sign Up to like & get
recommendations!
0 Published in 2020 at "Journal of multivariate analysis"

DOI: 10.1016/j.jmva.2019.104567

Abstract: We propose a distributed method for simultaneous inference for datasets with sample size much larger than the number of covariates, i.e., N ≫ p, in the generalized linear models framework. When such datasets are too… read more here.

Keywords: simultaneous inference; distributed simultaneous; confidence; generalized linear ... See more keywords

Simultaneous Inference for High-Dimensional Approximate Factor Model

Sign Up to like & get
recommendations!
0 Published in 2020 at "Entropy"

DOI: 10.3390/e22111258

Abstract: This paper studies simultaneous inference for factor loadings in the approximate factor model. We propose a test statistic based on the maximum discrepancy measure. Taking advantage of the fact that the test statistic can be… read more here.

Keywords: factor; approximate factor; factor model; simultaneous inference ... See more keywords