Related papers: Liu-type Shrinkage Estimations in Linear Models

We consider a broad class of semiparametric regression models in which the conditional distribution of the response takes the form $f\{Y|\bf{x}^{\rm T}\boldsymbol{\beta}+m(z), \phi\}$, which is known up to a parametric component…

There are various diagrams leading to neutrinoless double beta decay in left-right symmetric theories based on the gauge group SU(2)_L x SU(2)_R. All can in principle be tested at a linear collider running in electron-electron mode. We…

We develop a new permutation test for inference on a subvector of coefficients in linear models. The test is exact when the regressors and the error terms are independent. Then, we show that the test is asymptotically of correct level,…

This paper investigates testing for deviation of a high-dimensional mean vector $\boldsymbol{\mu}$. In contrast to the standard one-sample significance test of the form: $H_0^\texttt{e} : \boldsymbol{\mu} = \boldsymbol{\mu}_0$ versus…

Applying the Jacobi method of second variation to the Bianchi IX system in Misner variables $(\alpha, \beta_+, \beta_-)$, we specialize to the Taub space background $(\beta_- = 0)$ and obtain the governing equations for linearized…

Motivated by questions about dense (non-sparse) signals in high-dimensional data analysis, we study the unconditional out-of-sample prediction error (predictive risk) associated with three popular linear estimators for high-dimensional…

We consider a longitudinal data structure consisting of baseline covariates, time-varying treatment variables, intermediate time-dependent covariates, and a possibly time dependent outcome. Previous studies have shown that estimating the…

$Q_\beta$ represents one of the most important factors characterizing unstable nuclei, as it can lead to a better understanding of nuclei behavior and the origin of heavy atoms. Recently, machine learning methods have been shown to be a…

The functional linear model is an important extension of the classical regression model allowing for scalar responses to be modeled as functions of stochastic processes. Yet, despite the usefulness and popularity of the functional linear…

Implicit models, which allow for the generation of samples but not for point-wise evaluation of probabilities, are omnipresent in real-world problems tackled by machine learning and a hot topic of current research. Some examples include…

Mediation analysis draws increasing attention in many scientific areas such as genomics, epidemiology and finance. In this paper, we propose new statistical inference procedures for high dimensional mediation models, in which both the…

Regularized linear regression under the $\ell_1$ penalty, such as the Lasso, has been shown to be effective in variable selection and sparse modeling. The sampling distribution of an $\ell_1$-penalized estimator $\hat{\beta}$ is hard to…

This paper focuses on investigating Stein's invariant shrinkage estimators for large sample covariance matrices and precision matrices in high-dimensional settings. We consider models that have nearly arbitrary population covariance…

Functional data analysis is a fast evolving branch of modern statistics and the functional linear model has become popular in recent years. However, most estimation methods for this model rely on generalized least squares procedures and…

This paper proposes the asymmetric linear double autoregression, which jointly models the conditional mean and conditional heteroscedasticity characterized by asymmetric effects. A sufficient condition is established for the existence of a…

Under a partially linear models we study a family of robust estimates for the regression parameter and the regression function when some of the predictor variables take values on a Riemannian manifold. We obtain the consistency and the…

In this paper, we are basically discussing on a class of Baranchik type shrinkage estimators of the vector parameter in a location model, with errors belonging to a sub-class of elliptically contoured distributions. We derive conditions…

Motivated by value function estimation in reinforcement learning, we study statistical linear inverse problems, i.e., problems where the coefficients of a linear system to be solved are observed in noise. We consider penalized estimators,…

Let $X$ be a random vector with distribution $P_{\theta}$ where $\theta$ is an unknown parameter. When estimating $\theta$ by some estimator $\varphi(X)$ under a loss function $L(\theta,\varphi)$, classical decision theory advocates that…

Causal models are important tools to understand complex phenomena and predict the outcome of controlled experiments, also known as interventions. In this work, we present statistical rates of estimation for linear cyclic causal models under…