Related papers: Rejoinder to "Least angle regression" by Efron et …
When the regressors of a econometric linear model are nonorthogonal, it is well known that their estimation by ordinary least squares can present various problems that discourage the use of this model. The ridge regression is the most…
This is a survey article with a limited list of references (as required by the publisher) which appears in the Encyclopedia of Mathematical Physics, eds. J.-P. Francoise, G.L. Naber and Tsou S.T. Oxford: Elsevier, 2006. vol.4, pp.94--104.
Regression analysis is an important instrument to determine the effect of the explanatory variables on response variables. When outliers and bias errors are present, the standard weighted least squares estimator may perform poorly. For this…
We consider least squares estimation in a general nonparametric regression model. The rate of convergence of the least squares estimator (LSE) for the unknown regression function is well studied when the errors are sub-Gaussian. We find…
Researchers now routinely use AI or other machine learning methods to estimate latent variables of economic interest, then plug-in the estimates as covariates in a regression. We show both theoretically and empirically that naively treating…
Supplementary Material for "Estimation of a Multiplicative Correlation Structure in the Large Dimensional Case"
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 is about optimal estimation of the additive components of a nonparametric, additive isotone regression model. It is shown that asymptotically up to first order, each additive component can be estimated as well as it could be by a…
Comment on ``Gibbs Sampling, Exponential Families, and Orthogonal Polynomials'' [arXiv:0808.3852]
We respond to comments on our paper, titled "Instrumental variable estimation of the causal hazard ratio."
A comment to the paper by S. Chen, H. B\"uttner, and J. Voit, [Phys. Rev. Lett. {\bf 87}, 087205 (2001)].
Comment on paper "Towards a bulk theory of flexoelectricity" by R.Resta [Phys.Rew. Lett. v. 105, 127601 (2010)]
This paper presents a counterexample for the approximation algorithm proposed by Durocher and Mehrabi [1] for the general problem of finding a rectangular partition of a rectilinear polygon with minimum stabbing number.
We propose a class of weighted least squares estimators for the tail index of a distribution function with a regularly varying upper tail. Our approach is based on the method developed by \cite{Holan2010} for the Parzen tail index.…
This note corrects Example 3.2 in Two-Variable Wiman-Valiron Theory and PDEs by the authors which appeared in Ann. Acad. Sci. Fenn Math. (35) (2010), 571-580.
We comment on some misunderstandings exhibited in a recent paper by Matolcsi et al. (Gen. Rel. Grav.39 413 (2007)).
New (infinitely many) rational approximants to \zeta(3) proving its irrationality are given. The recurrence relations for the numerator and denominator of these approximants as well as their continued fraction expansions are obtained. A…
We obtain limit theorems for extreme residuals in linear regression model in the case of minimax estimation of parameters.
New simple proofs are given to some elementary approximate and explicit inversion formulas for Riesz potentials. The results are applied to reconstruction of functions from their integrals over Euclidean planes in integral geometry.
In this comment, we raise serious concerns over the derivation of the rate of convergence of fractional steepest descent algorithm in Fractional Adaptive Learning (FAL) approach presented in `Fractional Extreme Value Adaptive Training…