An overview of the estimation of large covariance and precision matrices

J Fan, Y Liao, H Liu - The Econometrics Journal, 2016 - academic.oup.com
The estimation of large covariance and precision matrices is fundamental in modern
multivariate analysis. However, problems arise from the statistical analysis of large panel …

Generalized fiducial inference: A review and new results

J Hannig, H Iyer, RCS Lai, TCM Lee - Journal of the American …, 2016 - Taylor & Francis
RA Fisher, the father of modern statistics, proposed the idea of fiducial inference during the
first half of the 20th century. While his proposal led to interesting methods for quantifying …

[图书][B] Modeling discrete time-to-event data

G Tutz, M Schmid - 2016 - Springer
In recent years, a large variety of textbooks dealing with time-to-event analysis has been
published. Most of these books focus on the statistical analysis of observations in continuous …

Robust cyber–physical systems: Concept, models, and implementation

F Hu, Y Lu, AV Vasilakos, Q Hao, R Ma, Y Patil… - Future generation …, 2016 - Elsevier
In this paper we comprehensively survey the concept and strategies for building a resilient
and integrated cyber–physical system (CPS). Here resilience refers to a 3S-oriented design …

A sharp condition for exact support recovery with orthogonal matching pursuit

J Wen, Z Zhou, J Wang, X Tang… - IEEE Transactions on …, 2016 - ieeexplore.ieee.org
Support recovery of sparse signals from noisy measurements with orthogonal matching
pursuit (OMP) has been extensively studied. In this paper, we show that for any K-sparse …

Coauthorship and citation networks for statisticians

P Ji, J Jin - 2016 - projecteuclid.org
We have collected and cleaned two network data sets: Coauthorship and Citation networks
for statisticians. The data sets are based on all research papers published in four of the top …

Phase transitions in semidefinite relaxations

A Javanmard, A Montanari… - Proceedings of the …, 2016 - National Acad Sciences
Statistical inference problems arising within signal processing, data mining, and machine
learning naturally give rise to hard combinatorial optimization problems. These problems …

SLOPE is adaptive to unknown sparsity and asymptotically minimax

W Su, E Candes - 2016 - projecteuclid.org
SLOPE is adaptive to unknown sparsity and asymptotically minimax Page 1 The Annals of
Statistics 2016, Vol. 44, No. 3, 1038–1068 DOI: 10.1214/15-AOS1397 © Institute of …

High dimensional ordinary least squares projection for screening variables

X Wang, C Leng - Journal of the Royal Statistical Society Series …, 2016 - academic.oup.com
Variable selection is a challenging issue in statistical applications when the number of
predictors p far exceeds the number of observations n. In this ultrahigh dimensional setting …

Inference in high-dimensional panel models with an application to gun control

A Belloni, V Chernozhukov, C Hansen… - Journal of Business & …, 2016 - Taylor & Francis
We consider estimation and inference in panel data models with additive unobserved
individual specific heterogeneity in a high-dimensional setting. The setting allows the …