Related papers: Rejoinder to "Least angle regression" by Efron et …

Estimates of the approximate factor model are increasingly used in empirical work. Their theoretical properties, studied some twenty years ago, also laid the ground work for analysis on large dimensional panel data models with cross-section…

The paper by Alfons, Croux and Gelper (2013), Sparse least trimmed squares regression for analyzing high-dimensional large data sets, considered a combination of least trimmed squares (LTS) and lasso penalty for robust and sparse…

We correct a simple error in Percolation on random Johnson-Mehl tessellations and related models, Probability Theory and Related Fields 140 (2008), 417-468. (See also arXiv:math/0610716)

Additive regression models are actively researched in the statistical field because of their usefulness in the analysis of responses determined by non-linear relationships with multivariate predictors. In this kind of statistical models,…

We propose an optimal estimating equation for logistic regression with linked data while accounting for false positives. It builds on a previous solution but estimates the regression coefficients with a smaller variance, in large samples.

A recently proposed method (O. Miramontes, P. Rohani, Physica D 166 (2002) 147) for estimating the scaling exponent in very short time series may give wrong results, especially in case of undersampled data.

A product relative error estimation method for single index regression model is proposed as an alternative to absolute error methods, such as the least square estimation and the least absolute deviation estimation. It is scale invariant for…

We present an adaptation of two recent low-rank approximation technique proposed for first-order model reduction systems to the second-order systems. The resulting reduced order models are guaranteed to keep the second order structure which…

A few iterations of alternating least squares with a random starting point provably suffice to produce nearly optimal spectral- and Frobenius-norm accuracies of low-rank approximations to a matrix; iterating to convergence is unnecessary.…

Alternative approaches to Lebesgue integration are considered.

This note summarizes the steps to computing the best-fitting affine reflection that aligns two sets of corresponding points.

This is a comment on "Universal Fluctuations in Correlated Systems", by Bramwell et al, Phys. Rev. Lett., 84, 3744 (2000.

Brad Efron's paper [arXiv:0808.0572] has inspired a return to the ideas behind Bayes, frequency and empirical Bayes. The latter preferably would not be limited to exchangeable models for the data and hyperparameters. Parallels are revealed…

Corrigendum : An inverse problem in corrosion detection:stability estimates, J. Inv. Ill-posed Problems 12 (4) (2004), 349-367.

Discussion on "Regression by Composition" by Farewell, Daniel, Stensrud, and Huitfeldt.

In this note, the correction to the proof of one theorem in some our previous paper [arXiv:1302.0589] will be given.

Introduction to papers on the modeling and analysis of network data---II

Reply to the Comment on "Unified Formulism of Andreev Reflection at a Ferromagnetic/Superconductor Interface" by Eschrig et al

When a linear model is adjusted to control for additional explanatory variables the sign of a fitted coefficient may reverse. Here these reversals are studied using coefficients of determination. The resulting theory can be used to…

The elastic net combines lasso and ridge regression to fuse the sparsity property of lasso with the grouping property of ridge regression. The connections between ridge regression and gradient descent and between lasso and forward stagewise…