High-dimensional data bootstrap
V Chernozhukov, D Chetverikov… - Annual Review of …, 2023 - annualreviews.org
This article reviews recent progress in high-dimensional bootstrap. We first review high-
dimensional central limit theorems for distributions of sample mean vectors over the …
dimensional central limit theorems for distributions of sample mean vectors over the …
Robust nonparametric regression: A review
P Čížek, S Sadıkoğlu - Wiley Interdisciplinary Reviews …, 2020 - Wiley Online Library
Nonparametric regression methods provide an alternative approach to parametric
estimation that requires only weak identification assumptions and thus minimizes the risk of …
estimation that requires only weak identification assumptions and thus minimizes the risk of …
A statistical learning approach to modal regression
This paper studies the nonparametric modal regression problem systematically from a
statistical learning viewpoint. Originally motivated by pursuing a theoretical understanding of …
statistical learning viewpoint. Originally motivated by pursuing a theoretical understanding of …
Density level sets: Asymptotics, inference, and visualization
YC Chen, CR Genovese… - Journal of the American …, 2017 - Taylor & Francis
We study the plug-in estimator for density level sets under Hausdorff loss. We derive
asymptotic theory for this estimator, and based on this theory, we develop two bootstrap …
asymptotic theory for this estimator, and based on this theory, we develop two bootstrap …
Robust distributed modal regression for massive data
K Wang, S Li - Computational Statistics & Data Analysis, 2021 - Elsevier
Modal regression is a good alternative of the mean regression and likelihood based
methods, because of its robustness and high efficiency. A robust communication-efficient …
methods, because of its robustness and high efficiency. A robust communication-efficient …
Quantile regression approach to conditional mode estimation
In this paper, we consider estimation of the conditional mode of an outcome variable given
regressors. To this end, we propose and analyze a computationally scalable estimator …
regressors. To this end, we propose and analyze a computationally scalable estimator …
Asymptotic theory for density ridges
YC Chen, CR Genovese, L Wasserman - 2015 - projecteuclid.org
Asymptotic theory for density ridges Page 1 The Annals of Statistics 2015, Vol. 43, No. 5,
1896–1928 DOI: 10.1214/15-AOS1329 © Institute of Mathematical Statistics, 2015 …
1896–1928 DOI: 10.1214/15-AOS1329 © Institute of Mathematical Statistics, 2015 …
The modal age of statistics
JE Chacón - International Statistical Review, 2020 - Wiley Online Library
Recently, a number of statistical problems have found an unexpected solution by inspecting
them through a 'modal point of view'. These include classical tasks such as clustering or …
them through a 'modal point of view'. These include classical tasks such as clustering or …
Modal regression using kernel density estimation: A review
YC Chen - Wiley Interdisciplinary Reviews: Computational …, 2018 - Wiley Online Library
We review recent advances in modal regression studies using kernel density estimation.
Modal regression is an alternative approach for investigating the relationship between a …
Modal regression is an alternative approach for investigating the relationship between a …
Sparse modal additive model
Sparse additive models have been successfully applied to high-dimensional data analysis
due to the flexibility and interpretability of their representation. However, the existing …
due to the flexibility and interpretability of their representation. However, the existing …