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The task of estimating a Gaussian graphical model in the high-dimensional setting is considered. The graphical lasso, which involves maximizing the Gaussian log likelihood subject to a lasso penalty, is a well-studied approach for this task. A surprising connection between the graphical lasso...
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The exon tiling array offers a high throughput technology to search for aberrant splicing in biomedical research, but few methods of analysis for splicing detection have been tested both statistically and empirically. Noisy measurements on nonresponsive probe selection regions and outlying...
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We consider the problem of estimating quantile regression coefficients in errors-in-variables models. When the error variables for both the response and the manifest variables have a joint distribution that is spherically symmetric but otherwise unknown, the regression quantile estimates based...
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Quantile regression offers a semiparametric approach to modeling data with possible heterogeneity. It is particularly attractive for censored responses, where the conditional mean functions are unidentifiable without parametric assumptions on the distributions. A new algorithm is proposed to...
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Quantile regression in the presence of fixed censoring has been studied extensively in the literature. However, existing methods either suffer from computational instability or require complex procedures involving trimming and smoothing, which complicates the asymptotic theory of the resulting...
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