Results 21 to 30 of about 4,185 (251)

Non-Asymptotic Bounds of AIPW Estimators for Means with Missingness at Random

Mathematics, 2023
The augmented inverse probability weighting is well known for its double robustness in missing data and causal inference. If either the propensity score model or the outcome regression model is correctly specified, the estimator is guaranteed to be ...
Fei Wang, Yuhao Deng
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Sequential Hashing with Minimum Padding

Cryptography, 2018
This article presents a sequential domain extension scheme with minimum padding for hashing using a compression function. The proposed domain extension scheme is free from the length extension property.
Shoichi Hirose
doaj   +1 more source

Multivariate functional group sparse regression: Functional predictor selection.

PLoS ONE, 2022
In this paper, we propose methods for functional predictor selection and the estimation of smooth functional coefficients simultaneously in a scalar-on-function regression problem under a high-dimensional multivariate functional data setting.
Ali Mahzarnia, Jun Song
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Bicluster Analysis of Heterogeneous Panel Data via M-Estimation

Mathematics, 2023
This paper investigates the latent block structure in the heterogeneous panel data model. It is assumed that the regression coefficients have group structures across individuals and structural breaks over time, where change points can cause changes to ...
Weijie Cui, Yong Li
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Adaptive efficient sparse estimator achieving oracle properties

IET Signal Processing, 2013
Compressed Sensing is the new trend in the signal processing context which aims to sample a compressible signal with a rate less than the Nyquist lower bound sampling rate. The main challenge arises due to the non‐convex optimisation problem to be solved in the reconstruction stage.
Tohid Yousefi Rezaii, Mohammad Ali Tinati, Soosan Beheshti   +2 more
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On the Convergence Rate of the SCAD-Penalized Empirical Likelihood Estimator

Econometrics, 2019
This paper investigates the asymptotic properties of a penalized empirical likelihood estimator for moment restriction models when the number of parameters ( p n ) and/or the number of moment restrictions increases with the sample size.
Tomohiro Ando, Naoya Sueishi
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Bootstrap inference for penalized GMM estimators with oracle properties [PDF]

Econometric Reviews, 2019
We study the validity of bootstrap methods in approximating the sampling distribution of penalized GMM estimators with oracle properties. More precisely, we focus on bridge estimators with Lq penalty for 0 < q < 1, and adaptive lasso estimators. We show that the nonparametric bootstrap with recentered moment conditions provides a valid method for ...
openaire   +2 more sources

A Probably Secure Bi-GISIS Based Modified AKE Scheme With Reusable Keys

IEEE Access, 2020
In this paper, we propose a novel authenticated key exchange scheme based on the Bi-GISIS problem for the post-quantum world. The security of the proposed scheme is based on the hardness assumption of the Bi-GISIS problem.
Sedat Akleylek, Kubra Seyhan
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Robust Variable Selection Based on Penalized Composite Quantile Regression for High-Dimensional Single-Index Models

Mathematics, 2022
The single-index model is an intuitive extension of the linear regression model. It has been increasingly popular due to its flexibility in modeling. In this work, we focus on the estimators of the parameters and the unknown link function for the single ...
Yunquan Song, Zitong Li, Minglu Fang
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L0-regularized high-dimensional sparse multiplicative models

Statistical Theory and Related Fields
In this paper, we study high-dimensional sparse multiplicative models for positive response data and propose a variable sorted active set (VSAS) algorithm for finding the [Formula: see text] regularized least product relative error (LPRE) estimator.
Hao Ming, Hu Yang, Xiaochao Xia
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