Related papers: Rejoinder: The Dantzig selector: Statistical estim…
Rejoinder to ``Demystifying Double Robustness: A Comparison of Alternative Strategies for Estimating a Population Mean from Incomplete Data'' [arXiv:0804.2958]
Rejoinder to ``Analysis of variance--why it is more important than ever'' by A. Gelman [math.ST/0504499]
In this paper, we consider statistical inference with generalized linear models in high dimensions under a longitudinal clustered data framework. Specifically, we propose a de-sparsified version of an initial Dantzig-type regularized…
Supplementary Material for "Estimation of a Multiplicative Correlation Structure in the Large Dimensional Case"
For a positive integer $n$, let $p(n)$ be the number of ways to express $n$ as a sum of positive integers. In this note, we revisit the derivation of the Rademacher's convergent series for $p(n)$ in a pedagogical way, with all the details…
Rejoinder: Expert Elicitation for Reliable System Design [arXiv:0708.0279]
We would like to take this opportunity to thank the discussants for their thoughtful comments and encouragements on our work [arXiv:0808.1012]. The discussants raised a number of issues from theoretical as well as computational…
This paper deals with the asymptotic statistical properties of a class of redescending M-estimators in linear models with increasing dimension. This class is wide enough to include popular high breakdown point estimators such as…
Given a large dataset and an estimation task, it is common to pre-process the data by reducing them to a set of sufficient statistics. This step is often regarded as straightforward and advantageous (in that it simplifies statistical…
Rejoinder of "Instrumental Variables: An Econometrician's Perspective" by Guido W. Imbens [arXiv:1410.0163].
Large-scale replication studies like the Reproducibility Project: Psychology (RP:P) provide invaluable systematic data on scientific replicability, but most analyses and interpretations of the data fail to agree on the definition of…
Rejoinder of "Bayesian Models and Methods in Public Policy and Government Settings" by S. E. Fienberg [arXiv:1108.2177]
Lasso and Dantzig selector are standard procedures able to perform variable selection and estimation simultaneously. This paper is concerned with extending these procedures to spatial point process intensity estimation. We propose adaptive…
Consider the random Dirichlet partition of the interval into $n$ fragments with parameter $\theta >0$. We recall the unordered Ewens sampling formulae from finite Dirichlet partitions. As this is a key variable for estimation purposes,…
We consider estimation procedures which are recursive in the sense that each successive estimator is obtained from the previous one by a simple adjustment. We propose a wide class of recursive estimation procedures for the general…
Pausinger recently investigated a special determinant involving prime numbers. In this short note we point out that this type of determinants was already known in linear algebra and its computation is unrelated to prime numbers.
We prove the higher-dimensional analogue of Wolff's local smoothing estimate (Geom. Funct. Anal. 2001) for large p. As in the 2+1-dimensional case, the estimate is sharp for any given value of p, but it is likely that the range of p can be…
Let $\mathbb{Z}_p$ be the ring of $p$-adic integers and $a_n(x)$ be the $n$-th digit of Schneider's $p$-adic continued fraction of $x\in p\mathbb{Z}_p$. We study the growth rate of the digits $\{a_n(x)\}_{n\geq1}$ from the viewpoint of…
We consider procedures of sampling parts from a random integer partition. We determine asymptotically the probabilty distribution of the randomly-selected part whenever the positive integer that is partitioned becomes large.
We derive an efficient method to calculate exceedance probabilities (EP) for the Dirichlet distribution when the number of event types is larger than two. Also, we present an intuitive application of Dirichlet EPs and compare our method to…