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of 286
pro vyhledávání: '"Chen, Song Xi"'
We provide a review on the "optimal fingerprinting" approach as summarized in Allen and Tett (1999) from a point view of statistical inference in light of the recent criticism of McKitrick (2021). Our review finds that the "optimal fingerprinting" ap
Externí odkaz:
http://arxiv.org/abs/2205.10508
Autor:
Zhang, Huiming, Chen, Song Xi
Publikováno v:
Communications in Mathematical Research. 37(1), 1-85 (2021)
This paper gives a review of concentration inequalities which are widely employed in non-asymptotical analyses of mathematical statistics in a wide range of settings, from distribution-free to distribution-dependent, from sub-Gaussian to sub-exponent
Externí odkaz:
http://arxiv.org/abs/2011.02258
This paper provides a thorough analysis on the dynamic structures and predictability of China's Consumer Price Index (CPI-CN), with a comparison to those of the United States. Despite the differences in the two leading economies, both series can be w
Externí odkaz:
http://arxiv.org/abs/1910.13301
We consider testing the equality of two high-dimensional covariance matrices by carrying out a multi-level thresholding procedure, which is designed to detect sparse and faint differences between the covariances. A novel U-statistic composition is de
Externí odkaz:
http://arxiv.org/abs/1910.13074
Publikováno v:
In Journal of Econometrics August 2023 235(2):1337-1354
Matrix completion is a modern missing data problem where both the missing structure and the underlying parameter are high dimensional. Although missing structure is a key component to any missing data problems, existing matrix completion methods ofte
Externí odkaz:
http://arxiv.org/abs/1812.07813
Autor:
Chen, Song Xi, Peng, Liuhua
This paper considers distributed statistical inference for general symmetric statistics %that encompasses the U-statistics and the M-estimators in the context of massive data where the data can be stored at multiple platforms in different locations.
Externí odkaz:
http://arxiv.org/abs/1805.11214
Publikováno v:
Biometrika 2021, Vol. 108, No. 1, 127-147
High-dimensional statistical inference with general estimating equations are challenging and remain less explored. In this paper, we study two problems in the area: confidence set estimation for multiple components of the model parameters, and model
Externí odkaz:
http://arxiv.org/abs/1805.10742
Publikováno v:
In Atmospheric Environment 15 September 2022 285
Publikováno v:
Statistica Sinica, 2021 Jan 01. 31(4), 2005-2030.
Externí odkaz:
https://www.jstor.org/stable/27089326