1 code implementation • 6 Mar 2024 • Paul Wilsens, Katrien Antonio, Gerda Claeskens
We apply our methodology on a real dataset and find that the reduced hierarchy is an improvement over the original hierarchical structure and reduced structures proposed in the literature.
no code implementations • 24 Jun 2023 • Yiling Huang, Sarah Pirenne, Snigdha Panigrahi, Gerda Claeskens
Selective inference methods are developed for group lasso estimators for use with a wide class of distributions and loss functions.
no code implementations • 9 Feb 2021 • Marija Tepegjozova, Jing Zhou, Gerda Claeskens, Claudia Czado
Further, we show that the nonparametric conditional quantile estimator is consistent.
Methodology
no code implementations • 12 Jun 2020 • Jing Zhou, Gerda Claeskens, Jelena Bradic
We find, however, that model-averaged and composite quantile estimators often outperform least-squares methods, even in the case of Gaussian model noise.
no code implementations • 14 Aug 2017 • Jelena Bradic, Gerda Claeskens, Thomas Gueuning
A robust matching moment construction is used for creating a test that adapts to the size of the model sparsity.