The Equivariance Criterion in a Linear Model for Fixed-X Cases
Fuente:
arXiv
Saved in:
| Main Authors: | Wang, Daowei, Wu, Mian, Zhou, Haojin |
|---|---|
| Format: | Preprint |
| Published: |
2022
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Generalization of Pearl's Front-Door Criterion
by: Wu, Carol, et al.
Published: (2026)
by: Wu, Carol, et al.
Published: (2026)
A Unified Graphical Criterion for Characterizing a Linear Causal Interpretation of Partial Regression Coefficients
by: Shimokawa, Masato
Published: (2025)
by: Shimokawa, Masato
Published: (2025)
The Pivotal Information Criterion
by: Sardy, Sylvain, et al.
Published: (2026)
by: Sardy, Sylvain, et al.
Published: (2026)
Consistency of the Bayesian Information Criterion for Model Selection in Exploratory Factor Analysis
by: Nguyen, Hien Duy, et al.
Published: (2026)
by: Nguyen, Hien Duy, et al.
Published: (2026)
Matching Criterion for Identifiability in Sparse Factor Analysis
by: Sturma, Nils, et al.
Published: (2025)
by: Sturma, Nils, et al.
Published: (2025)
Fixed-order PCA: Theory for Overestimated Factor Models
by: Liao, Yuan, et al.
Published: (2026)
by: Liao, Yuan, et al.
Published: (2026)
Partition-Insensitive Parallel ADMM Algorithm for High-dimensional Linear Models
by: Wu, Xiaofei, et al.
Published: (2023)
by: Wu, Xiaofei, et al.
Published: (2023)
Subsampling for Big Data Linear Models with Measurement Errors
by: Ju, Jiangshan, et al.
Published: (2024)
by: Ju, Jiangshan, et al.
Published: (2024)
An Optimized Franz-Parisi Criterion and its Equivalence with SQ Lower Bounds
by: Chen, Siyu, et al.
Published: (2025)
by: Chen, Siyu, et al.
Published: (2025)
On the Assessment of Bootstrap Intervals for Samples of Fixed Size
by: Wang, Weizhen, et al.
Published: (2024)
by: Wang, Weizhen, et al.
Published: (2024)
Information Criterion-Based Rank Estimation Methods for Factor Analysis: A Unified Selection Consistency Theorem and Numerical Comparison
by: Morimoto, Toshinari, et al.
Published: (2024)
by: Morimoto, Toshinari, et al.
Published: (2024)
On Uncertainty Calibration for Equivariant Functions
by: Berman, Edward, et al.
Published: (2025)
by: Berman, Edward, et al.
Published: (2025)
Robust Inference for High-dimensional Linear Models with Heavy-tailed Errors via Partial Gini Covariance
by: Zhang, Yilin, et al.
Published: (2024)
by: Zhang, Yilin, et al.
Published: (2024)
Profiled Transfer Learning for High Dimensional Linear Model
by: Lin, Ziqian, et al.
Published: (2024)
by: Lin, Ziqian, et al.
Published: (2024)
Optimal Change-point Testing for High-dimensional Linear Models with Temporal Dependence
by: Zhao, Zifeng, et al.
Published: (2022)
by: Zhao, Zifeng, et al.
Published: (2022)
Asymptotic Equivalence for Nonparametric Generalized Linear Models
by: Grama, Ion, et al.
Published: (2024)
by: Grama, Ion, et al.
Published: (2024)
Sharp Information-Theoretic Thresholds for Shuffled Linear Regression
by: Lufkin, Leon, et al.
Published: (2024)
by: Lufkin, Leon, et al.
Published: (2024)
Power Enhancement of Permutation-Augmented Partial-Correlation Tests via Fixed-Row Permutations
by: Wang, Tianyi, et al.
Published: (2025)
by: Wang, Tianyi, et al.
Published: (2025)
From Model Selection to Model Averaging: A Comparison for Nested Linear Models
by: Xu, Wenchao, et al.
Published: (2022)
by: Xu, Wenchao, et al.
Published: (2022)
Finite- and Large- Sample Inference for Model and Coefficients in High-dimensional Linear Regression with Repro Samples
by: Wang, Peng, et al.
Published: (2022)
by: Wang, Peng, et al.
Published: (2022)
Precise Asymptotics for Linear Mixed Models with Crossed Random Effects
by: Jiang, Jiming, et al.
Published: (2024)
by: Jiang, Jiming, et al.
Published: (2024)
Fixed-level calibration of the Cauchy combination test
by: Ota, Hirofumi
Published: (2026)
by: Ota, Hirofumi
Published: (2026)
Fixed and Increasing Domain Asymptotics for the Roughness and Scale of Isotropic Gaussian Random Fields
by: Kotharkar, Varun, et al.
Published: (2025)
by: Kotharkar, Varun, et al.
Published: (2025)
When Locally Linear Embedding Hits Boundary
by: Wu, Hau-tieng, et al.
Published: (2018)
by: Wu, Hau-tieng, et al.
Published: (2018)
Worst-Case Optimal Multi-Armed Gaussian Best Arm Identification with a Fixed Budget
by: Kato, Masahiro
Published: (2023)
by: Kato, Masahiro
Published: (2023)
Moment-Based Adjustments of Statistical Inference in High-Dimensional Generalized Linear Models
by: Sawaya, Kazuma, et al.
Published: (2023)
by: Sawaya, Kazuma, et al.
Published: (2023)
The relative value of interventional and observational samples in Bayesian Causal Linear Gaussian Models
by: Lungu, Valentinian, et al.
Published: (2026)
by: Lungu, Valentinian, et al.
Published: (2026)
Asymptotic Results for Penalized Quasi-Likelihood Estimation in Generalized Linear Mixed Models
by: Ning, Xu, et al.
Published: (2024)
by: Ning, Xu, et al.
Published: (2024)
Inference for Spiked Eigenstructure under Generalized Covariance and Correlation Models
by: Yin, Yanqing, et al.
Published: (2024)
by: Yin, Yanqing, et al.
Published: (2024)
Variance Inference Beyond the Sandwich for Asymptotically Linear Estimators with Second-Order Remainders
by: Li, Lin, et al.
Published: (2026)
by: Li, Lin, et al.
Published: (2026)
Provably Efficient Posterior Sampling for Sparse Linear Regression via Measure Decomposition
by: Montanari, Andrea, et al.
Published: (2024)
by: Montanari, Andrea, et al.
Published: (2024)
Confidence Intervals for Linear Models with Arbitrary Noise Contamination
by: Xie, Dong, et al.
Published: (2025)
by: Xie, Dong, et al.
Published: (2025)
Sampling from the Random Linear Model via Stochastic Localization Up to the AMP Threshold
by: Cui, Han, et al.
Published: (2024)
by: Cui, Han, et al.
Published: (2024)
Adaptive Kernel Ridge Regression with Linear Structure: Sharp Oracle Inequalities and Minimax Optimality
by: Bing, Xin, et al.
Published: (2026)
by: Bing, Xin, et al.
Published: (2026)
Divergence and Model Adequacy, A Semiparametric Case Study
by: Broniatowski, Michel, et al.
Published: (2025)
by: Broniatowski, Michel, et al.
Published: (2025)
Fixed-Point Estimation of the Drift Parameter in Stochastic Differential Equations Driven by Rough Multiplicative Fractional Noise
by: Amorino, Chiara, et al.
Published: (2025)
by: Amorino, Chiara, et al.
Published: (2025)
Functional Adaptive Double-Sparsity Estimator for Functional Linear Regression Model with Multiple Functional Covariates
by: Cao, Cheng, et al.
Published: (2023)
by: Cao, Cheng, et al.
Published: (2023)
Fixed-Confidence Best Arm Identification with Decreasing Variance
by: Roychowdhury, Tamojeet, et al.
Published: (2025)
by: Roychowdhury, Tamojeet, et al.
Published: (2025)
Uniform Consistency of Generalized Cross-Validation for Ridge Regression in High-Dimensional Misspecified Linear Models
by: Shinkyu, Akira
Published: (2026)
by: Shinkyu, Akira
Published: (2026)
Toward Optimal Statistical Inference in Noisy Linear Quadratic Reinforcement Learning over a Finite Horizon
by: Pan, Bo, et al.
Published: (2025)
by: Pan, Bo, et al.
Published: (2025)
Similar Items
-
Generalization of Pearl's Front-Door Criterion
by: Wu, Carol, et al.
Published: (2026) -
A Unified Graphical Criterion for Characterizing a Linear Causal Interpretation of Partial Regression Coefficients
by: Shimokawa, Masato
Published: (2025) -
The Pivotal Information Criterion
by: Sardy, Sylvain, et al.
Published: (2026) -
Consistency of the Bayesian Information Criterion for Model Selection in Exploratory Factor Analysis
by: Nguyen, Hien Duy, et al.
Published: (2026) -
Matching Criterion for Identifiability in Sparse Factor Analysis
by: Sturma, Nils, et al.
Published: (2025)