:: Library Catalog

Cover Image

Saved in:

Bibliographic Details
Main Authors:	Wang, Daowei, Wu, Mian, Zhou, Haojin
Format:	Preprint
Published:	2022
Subjects:	Statistics Theory
Online Access:	https://arxiv.org/abs/2204.10488
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)

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)

Fixed-order PCA: Theory for Overestimated Factor Models
by: Liao, Yuan, et al.
Published: (2026)

An Optimized Franz-Parisi Criterion and its Equivalence with SQ Lower Bounds
by: Chen, Siyu, et al.
Published: (2025)

Partition-Insensitive Parallel ADMM Algorithm for High-dimensional Linear Models
by: Wu, Xiaofei, et al.
Published: (2023)

On Uncertainty Calibration for Equivariant Functions
by: Berman, Edward, et al.
Published: (2025)

On the Assessment of Bootstrap Intervals for Samples of Fixed Size
by: Wang, Weizhen, et al.
Published: (2024)

Subsampling for Big Data Linear Models with Measurement Errors
by: Ju, Jiangshan, 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)

Robust Inference for High-dimensional Linear Models with Heavy-tailed Errors via Partial Gini Covariance
by: Zhang, Yilin, et al.
Published: (2024)

Profiled Transfer Learning for High Dimensional Linear Model
by: Lin, Ziqian, et al.
Published: (2024)

Power Enhancement of Permutation-Augmented Partial-Correlation Tests via Fixed-Row Permutations
by: Wang, Tianyi, et al.
Published: (2025)

Optimal Change-point Testing for High-dimensional Linear Models with Temporal Dependence
by: Zhao, Zifeng, et al.
Published: (2022)

Sharp Information-Theoretic Thresholds for Shuffled Linear Regression
by: Lufkin, Leon, et al.
Published: (2024)

Finite- and Large- Sample Inference for Model and Coefficients in High-dimensional Linear Regression with Repro Samples
by: Wang, Peng, et al.
Published: (2022)

Worst-Case Optimal Multi-Armed Gaussian Best Arm Identification with a Fixed Budget
by: Kato, Masahiro
Published: (2023)

Asymptotic Equivalence for Nonparametric Generalized Linear Models
by: Grama, Ion, et al.
Published: (2024)

From Model Selection to Model Averaging: A Comparison for Nested Linear Models
by: Xu, Wenchao, et al.
Published: (2022)

Fixed-level calibration of the Cauchy combination test
by: Ota, Hirofumi
Published: (2026)

When Locally Linear Embedding Hits Boundary
by: Wu, Hau-tieng, et al.
Published: (2018)

Precise Asymptotics for Linear Mixed Models with Crossed Random Effects
by: Jiang, Jiming, et al.
Published: (2024)

Fixed and Increasing Domain Asymptotics for the Roughness and Scale of Isotropic Gaussian Random Fields
by: Kotharkar, Varun, et al.
Published: (2025)

Fixed-Confidence Best Arm Identification with Decreasing Variance
by: Roychowdhury, Tamojeet, et al.
Published: (2025)

Fixed-strength spherical designs
by: Dillon, Travis
Published: (2025)

Variance Inference Beyond the Sandwich for Asymptotically Linear Estimators with Second-Order Remainders
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)

Benign overfitting in Fixed Dimension via Physics-Informed Learning with Smooth Inductive Bias
by: Wong, Honam, et al.
Published: (2024)

Confidence Intervals for Linear Models with Arbitrary Noise Contamination
by: Xie, Dong, et al.
Published: (2025)

Moment-Based Adjustments of Statistical Inference in High-Dimensional Generalized Linear Models
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)

Asymptotic Results for Penalized Quasi-Likelihood Estimation in Generalized Linear Mixed Models
by: Ning, Xu, et al.
Published: (2024)

Inference for Spiked Eigenstructure under Generalized Covariance and Correlation Models
by: Yin, Yanqing, et al.
Published: (2024)

Criterion for the resemblance between the mother and the model distribution
by: Sheena, Yo
Published: (2022)

The Fixed-b Limiting Distribution and the ERP of HAR Tests Under Nonstationarity
by: Casini, Alessandro
Published: (2021)

Functional Adaptive Double-Sparsity Estimator for Functional Linear Regression Model with Multiple Functional Covariates
by: Cao, Cheng, et al.
Published: (2023)

Sampling from the Random Linear Model via Stochastic Localization Up to the AMP Threshold
by: Cui, Han, et al.
Published: (2024)

Fixed-Point Estimation of the Drift Parameter in Stochastic Differential Equations Driven by Rough Multiplicative Fractional Noise
by: Amorino, Chiara, et al.
Published: (2025)