| Publication | Date of Publication | Type |
|---|
Dynamic covariate balancing: estimating treatment effects over time with potential local projections
Biometrika | 2026-06-09 | Paper |
Linear hypothesis testing in high-dimensional expected shortfall regression with heavy-tailed errors
Journal of Machine Learning Research (JMLR) | 2025-12-09 | Paper |
Doubly robust estimation under a possibly misspecified marginal structural Cox model
Biometrika | 2025-10-15 | Paper |
Fair Policy Targeting
Journal of the American Statistical Association | 2024-03-19 | Paper |
Double robust semi-supervised inference for the mean: selection bias under MAR labeling with decaying overlap
Information and Inference: A Journal of the IMA | 2023-07-28 | Paper |
Treatment Effect Estimation Under Additive Hazards Models With High-Dimensional Confounding
Journal of the American Statistical Association | 2023-07-03 | Paper |
Synthetic learner: model-free inference on treatments over time
Journal of Econometrics | 2023-06-09 | Paper |
Synthetic learner: model-free inference on treatments over time
Journal of Econometrics | 2023-06-09 | Paper |
High-dimensional semi-supervised learning: in search of optimal inference of the mean
Biometrika | 2022-06-17 | Paper |
Testability of high-dimensional linear models with nonsparse structures
The Annals of Statistics | 2022-04-25 | Paper |
| High-dimensional Inference for Dynamic Treatment Effects | 2021-10-10 | Paper |
Confidence intervals for high-dimensional Cox models
(available as arXiv preprint) | 2021-04-27 | Paper |
Fixed effects testing in high-dimensional linear mixed models
Journal of the American Statistical Association | 2021-01-22 | Paper |
A tuning-free robust and efficient approach to high-dimensional regression
Journal of the American Statistical Association | 2021-01-22 | Paper |
Rejoinder to “A Tuning-Free Robust and Efficient Approach to High-Dimensional Regression”
Journal of the American Statistical Association | 2021-01-22 | Paper |
Detangling robustness in high dimensions: composite versus model-averaged estimation
Electronic Journal of Statistics | 2020-08-17 | Paper |
Detangling robustness in high dimensions: composite versus model-averaged estimation
Electronic Journal of Statistics | 2020-08-17 | Paper |
Inference under Fine-Gray competing risks model with high-dimensional covariates
Electronic Journal of Statistics | 2019-11-26 | Paper |
Inference under Fine-Gray competing risks model with high-dimensional covariates
Electronic Journal of Statistics | 2019-11-26 | Paper |
Penalized composite quasi-likelihood for ultrahigh dimensional variable selection
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-04-30 | Paper |
Penalized composite quasi-likelihood for ultrahigh dimensional variable selection
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-04-30 | Paper |
Linear hypothesis testing in dense high-dimensional linear models
Journal of the American Statistical Association | 2019-03-20 | Paper |
Generalized M-estimators for high-dimensional Tobit I models
Electronic Journal of Statistics | 2019-03-19 | Paper |
Boosting in the presence of outliers: adaptive classification with nonconvex loss functions
Journal of the American Statistical Association | 2018-11-02 | Paper |
Significance testing in non-sparse high-dimensional linear models
Electronic Journal of Statistics | 2018-11-01 | Paper |
Significance testing in non-sparse high-dimensional linear models
Electronic Journal of Statistics | 2018-11-01 | Paper |
Comments on: ``High-dimensional simultaneous inference with the bootstrap''
Test | 2018-02-02 | Paper |
Robustness in sparse high-dimensional linear models: relative efficiency and robust approximate message passing
Electronic Journal of Statistics | 2017-01-11 | Paper |
Robustness in sparse high-dimensional linear models: relative efficiency and robust approximate message passing
Electronic Journal of Statistics | 2017-01-11 | Paper |
Randomized maximum-contrast selection: subagging for large-scale regression
Electronic Journal of Statistics | 2016-03-03 | Paper |
Randomized maximum-contrast selection: subagging for large-scale regression
Electronic Journal of Statistics | 2016-03-03 | Paper |
Structured estimation for the nonparametric Cox model
Electronic Journal of Statistics | 2015-04-21 | Paper |
Structured estimation for the nonparametric Cox model
Electronic Journal of Statistics | 2015-04-21 | Paper |
Regularization for Cox's proportional hazards model with NP-dimensionality
The Annals of Statistics | 2012-09-03 | Paper |
Regularization for Cox's proportional hazards model with NP-dimensionality
The Annals of Statistics | 2012-09-03 | Paper |
