no code implementations • 25 Aug 2018 • Emre Demirkaya, Yingying Fan, Lan Gao, Jinchi Lv, Patrick Vossler, Jingbo Wang
The weighted nearest neighbors (WNN) estimator has been popularly used as a flexible and easy-to-implement nonparametric tool for mean regression estimation.
no code implementations • 17 Mar 2018 • Emre Demirkaya, Yang Feng, Pallavi Basu, Jinchi Lv
Our new information criterion characterizes the impacts of both model misspecification and high dimensionality on model selection.
no code implementations • 31 Aug 2017 • Yingying Fan, Emre Demirkaya, Gaorong Li, Jinchi Lv
We provide theoretical justifications on the robustness of our modified procedure by showing that the false discovery rate (FDR) is asymptotically controlled at the target level and the power is asymptotically one with the estimated covariate distribution.