相关论文: A note on critical dimensions in profile semiparam…

This paper revisits the classical inference results for profile quasi maximum likelihood estimators (profile MLE) in the semiparametric estimation problem. We mainly focus on two prominent theorems: the Wilks phenomenon and Fisher expansion…

Andresen and Spokoiny's (2013) ``critical dimension in semiparametric estimation`` provide a technique for the finite sample analysis of profile M-estimators. This paper uses very similar ideas to derive two convergence results for the…

This note extends the results of classical parametric statistics like Fisher and Wilks theorem to modern setups with a high or infinite parameter dimension, limited sample size, and possible model misspecification. We consider a special…

This paper extends some prominent statistical results including \emph{Fisher Theorem and Wilks phenomenon} to the penalized maximum likelihood estimation with a quadratic penalization. It appears that sharp expansions for the penalized MLE…

In the 1960's, four famous scaling relations were developed which relate the six standard critical exponents describing continuous phase transitions in the thermodynamic limit of statistical physics models. They are well understood at a…

The aim of this note is to state a couple of general results about the properties of the penalized maximum likelihood estimators (pMLE) and of the posterior distribution for parametric models in a non-asymptotic setup and for possibly large…

We rederive the finite size scaling formula for the apparent critical temperature by using Mean Field Theory for the Ising Model above the upper critical dimension. We have also performed numerical simulations in five dimensions and our…

We apply the results of Andresen A. and Spokoiny V. on profile M-estimators and the alternating maximization procedure to analyse a sieve profile quasi maximum likelihood estimator in the single index model with linear index function. The…

This paper revisits the prominent Fisher, Wilks, and Bernstein -- von Mises (BvM) results from different viewpoints. Particular issues to address are: nonasymptotic framework with just one finite sample, possible model misspecification, and…

We review Quasi Maximum Likelihood estimation of factor models for high-dimensional panels of time series. We consider two cases: (1) estimation when no dynamic model for the factors is specified (Bai and Li, 2012, 2016); (2) estimation…

One goal in survival analysis of right-censored data is to estimate the marginal survival function in the presence of dependent censoring. When many auxiliary covariates are sufficient to explain the dependent censoring, estimation based on…

We consider estimating the parametric components of semi-parametric multiple index models in a high-dimensional and non-Gaussian setting. Such models form a rich class of non-linear models with applications to signal processing, machine…

Motivated by optimization with differential equations, we consider optimization problems with Hilbert spaces as decision spaces. As a consequence of their infinite dimensionality, the numerical solution necessitates finite dimensional…

Critical effects at complete and critical wetting in three dimensions are studied using a coupled effective Hamiltonian H[s(y),\ell]. The model is constructed via a novel variational principle which ensures that the choice of collective…

The aim of this research is to make a step towards providing a tool for model selection for log-density estimation. The author revisits the procedure for local log-density estimation suggested by Clive Loader (1996) and extends the…

The recent paper \cite{GSZ2023} on estimation and inference for top-ranking problem in Bradley-Terry-Lice (BTL) model presented a surprising result: component-wise estimation and inference can be done under much weaker conditions on the…

The purpose of this article is to develop a general parametric estimation theory that allows the derivation of the limit distribution of estimators in non-regular models where the true parameter value may lie on the boundary of the…

The family of rank estimators, including Han's maximum rank correlation (Han, 1987) as a notable example, has been widely exploited in studying regression problems. For these estimators, although the linear index is introduced for…

The majority-voter model is studied by Monte Carlo simulations on hypercubic lattices of dimension $d=2$ to 7 with periodic boundary conditions. The critical exponents associated to the Finite-Size Scaling of the magnetic susceptibility are…

This paper reexamines Abadie and Imbens (2016)'s work on propensity score matching for average treatment effect estimation. We explore the asymptotic behavior of these estimators when the number of nearest neighbors, $M$, grows with the…