Bootstrap Inference for Quantile-based Modal Regression

In this article, we develop uniform inference methods for the conditional mode based on quantile regression. Specifically, we propose to estimate the conditional mode by minimizing the derivative o…

Model Checking for Logistic Models When the Number of Parameters Tends to Inf…

We propose a projection-based test to check logistic regression models when the dimension of the covariate vector may be divergent. The proposed test achieves a reduction in dimension, and the prop…

Semiparametric regression

Iterative Likelihood : A Unified Inference Tool

We propose a framework for inference based on an “iterative likelihood function,” which provides a unified representation for a number of iterative approaches, including the EM algorithm and th…

Statistics and finance an introduction

Optimal Sampling for Generalized Linear Models Under Measurement Constraints

Under “measurement constraints,” responses are expensive to measure and initially unavailable on most of records in the dataset, but the covariates are available for the entire dataset. Our goa…

Density Deconvolution With Additive Measurement Errors Using Quadratic Progra…

Distribution estimation for noisy data via density deconvolution is a notoriously difficult problem, especially for typical noise distributions like Gaussian. We develop a density deconvolution est…

Linear Non-Gaussian Component Analysis Via Maximum Likelihood

Additive Function-on-Function Regression

Local Derivative-Free Approximation of Computationally Expensive Posterior De…