| Publication | Date of Publication | Type |
|---|
How do noise tails impact on deep ReLU networks?
The Annals of Statistics | 2024-10-18 | Paper |
Robust estimation and inference for expected shortfall regression with many regressors
Journal of the Royal Statistical Society. Series B. Statistical Methodology | 2024-09-16 | Paper |
Gaussian differentially private robust mean estimation and inference
Bernoulli | 2024-08-20 | Paper |
Low-rank matrix recovery under heavy-tailed errors
Bernoulli | 2024-07-02 | Paper |
Retire: robust expectile regression in high dimensions
Journal of Econometrics | 2024-03-06 | Paper |
Large-Scale Inference of Multivariate Regression for Heavy-Tailed and Asymmetric Data
STATISTICA SINICA | 2023-11-23 | Paper |
Smoothed quantile regression with large-scale inference
Journal of Econometrics | 2023-02-01 | Paper |
Scalable estimation and inference for censored quantile regression process
The Annals of Statistics | 2022-12-08 | Paper |
Scalable estimation and inference for censored quantile regression process
| 2022-10-23 | Paper |
High-Dimensional Quantile Regression: Convolution Smoothing and Concave Regularization
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2022-09-27 | Paper |
Distributed adaptive Huber regression
Computational Statistics and Data Analysis | 2022-02-18 | Paper |
Multiplier bootstrap for quantile regression: non-asymptotic theory under random design
Information and Inference: A Journal of the IMA | 2021-12-16 | Paper |
Iteratively reweighted \(\ell_1\)-penalized robust regression
Electronic Journal of Statistics | 2021-08-09 | Paper |
Smoothed Quantile Regression with Large-Scale Inference
| 2020-12-09 | Paper |
Adaptive Huber Regression
Journal of the American Statistical Association | 2020-08-03 | Paper |
User-friendly covariance estimation for heavy-tailed distributions
Statistical Science | 2020-02-03 | Paper |
Farmtest: factor-adjusted robust multiple testing with approximate false discovery control
Journal of the American Statistical Association | 2020-01-15 | Paper |
On the Asymptotic Distribution of the Scan Statistic for Empirical Distributions
| 2019-10-04 | Paper |
User-Friendly Covariance Estimation for Heavy-Tailed Distributions
Statistical Science | 2019-08-01 | Paper |
FarmTest: Factor-Adjusted Robust Multiple Testing With Approximate False Discovery Control
Journal of the American Statistical Association | 2019-03-20 | Paper |
Simulation‐based hypothesis testing of high dimensional means under covariance heterogeneity
Biometrics | 2018-11-16 | Paper |
A new perspective on robust \(M\)-estimation: finite sample theory and applications to dependence-adjusted multiple testing
The Annals of Statistics | 2018-10-24 | Paper |
Max-norm optimization for robust matrix recovery
Mathematical Programming. Series A. Series B | 2018-02-12 | Paper |
Nonparametric and parametric estimators of prevalence from group testing data with aggregated covariates
Journal of the American Statistical Association | 2017-10-13 | Paper |
Comparing large covariance matrices under weak conditions on the dependence structure and its application to gene clustering
Biometrics | 2017-05-23 | Paper |
Two-sample smooth tests for the equality of distributions
Bernoulli | 2017-04-05 | Paper |
Guarding against spurious discoveries in high dimensions
| 2017-01-05 | Paper |
Cramér-type moderate deviations for Studentized two-sample \(U\)-statistics with applications
The Annals of Statistics | 2016-11-18 | Paper |
Nonparametric covariate-adjusted regression
The Annals of Statistics | 2016-11-18 | Paper |
Cramér type moderate deviation theorems for self-normalized processes
Bernoulli | 2016-07-14 | Paper |
Matrix completion via max-norm constrained optimization
Electronic Journal of Statistics | 2016-07-05 | Paper |
Stein's method for nonlinear statistics: a brief survey and recent progress
Journal of Statistical Planning and Inference | 2015-12-22 | Paper |
A Max-Norm Constrained Minimization Approach to 1-Bit Matrix Completion
| 2014-12-08 | Paper |
Necessary and sufficient conditions for the asymptotic distributions of coherence of ultra-high dimensional random matrices
The Annals of Probability | 2014-04-25 | Paper |
