跳到正文
收录说明
收录范围
保留计量方法研究、相关统计基础,以及实质涉及计量方法的应用、教程、比较和综述。书评、刊务及明确无关内容不公开;身份或相关性证据不足的记录保留待核,补充可靠材料后可重新判断。
当前期刊来源见下方官网链接及期刊目录。综合经济学与金融期刊逐篇筛查计量方向,证据不足时暂不公开。正刊、在线优先论文和已核实接收稿合并展示;按标题、可靠摘要、目录及身份匹配的出版社 JEL 分类核验相关性;计量类 JEL 与摘要相互印证,无 JEL 不直接排除。历史回补以可取得的注册题录和目录为准,不等于覆盖全部纸本。
日期与排序
默认按最近发表排序:正刊使用刊期,待刊使用上线日期;缺少上线日期时,排序参考登记或首次收录时间,并在卡片注明。更多筛选可选择出版状态和日期口径;卷期依据出版社元数据,不因待刊时间较长而推定已编入正刊。仅有月份或年份时,日期区间相交也会纳入。

日期精度:到日 6 篇 · 到月 0 篇 · 到年 0 篇

分类与引用
领域和方法依据题名、摘要初步分类,可人工修正;分类不代表论文质量。引用数采用 OpenAlex 单条关联记录,不合计版本。
更新与 AI 解读
正常题录、可靠摘要与引用同步继续;日、周、月简报按核实的发表与修订日期汇总,历史补录保留在文献库。AI 解读依据可靠摘要或已核实原文片段,已有解读保留供阅读参考;缺少可靠材料的条目保持待解读,浏览页面不会触发生成。
6 篇论文
导出

Asymptotic FDR Control with Model-X Knockoffs: Is Moments Matching Sufficient?

Model-X Knockoffs 的渐近错误发现率控制:矩匹配是否足够?

We propose a unified theoretical framework for studying the robustness of the model-X knockoffs framework by investigating the asymptotic false discovery rate (FDR) control of the practically implemented approximate knockoffs procedure. This procedure deviates from the model-X knockoffs framework by substituting the true covariate distribution with a user-specified distribution that can be learned using in-sample observations. By replacing the distributional exchangeability…

AI 解读阅读原文 ↗BibTeX ↓

Knockoff inference under privacy constraints

隐私约束下的 Knockoff 推断

Abstract Model-X knockoff framework offers a model-free variable selection method that ensures finite-sample false discovery rate (FDR) control. However, the complexity of generating knockoff variables, coupled with the model-free assumption, presents significant challenges for protecting data privacy in this context. We propose a comprehensive framework for knockoff inference within the differential privacy paradigm. Our proposed method guarantees robust privacy protection…

AI 解读阅读原文 ↗BibTeX ↓

ARK: Robust knockoffs inference with coupling

ARK:通过耦合实现稳健的 knockoffs 推断

We investigate the robustness of the model-X knockoffs framework with respect to the misspecified or estimated feature distribution. We achieve such a goal by theoretically studying the feature selection performance of a practically implemented knockoffs algorithm, which we name as the approximate knockoffs (ARK) procedure, under the measures of the false discovery rate (FDR) and k-familywise error rate (k-FWER). The approximate knockoffs procedure differs from the model-X…

AI 解读阅读原文 ↗BibTeX ↓

Optimal Nonparametric Inference with Two-Scale Distributional Nearest Neighbors

基于双尺度分布近邻的最优非参数推断

The weighted nearest neighbors (WNN) estimator has been popularly used as a flexible and easy-to-implement nonparametric tool for mean regression estimation. The bagging technique is an elegant way to form WNN estimators with weights automatically generated to the nearest neighbors (Steele, 2009; Biau et al., 2010); we name the resulting estimator as the distributional nearest neighbors (DNN) for easy reference. Yet, there is a lack of distributional results for such…

AI 解读阅读原文 ↗BibTeX ↓

Refined Cramér-type moderate deviation theorems for general self-normalized sums with applications to dependent random variables and winsorized mean

一般自标准化和的精细 Cramér 型中偏差定理及相关变量与缩尾均值应用

Let {(Xi,Yi)}i=1n be a sequence of independent bivariate random vectors. In this paper, we establish a refined Cramér-type moderate deviation theorem for the general self-normalized sum ∑ i=1nXi/(∑i=1nYi2)1/2, which unifies and extends the classical Cramér (Actual. Sci. Ind. 736 (1938) 5–23) theorem and the self-normalized Cramér-type moderate deviation theorems by Jing, Shao and Wang (Ann. Probab. 31 (2003) 2167–2215) as well as the further refined version by Wang (J.…

AI 解读阅读原文 ↗BibTeX ↓

Asymptotic distributions of high-dimensional distance correlation inference

高维距离相关推断的渐近分布

Distance correlation has become an increasingly popular tool for detecting the nonlinear dependence between a pair of potentially high-dimensional random vectors. Most existing works have explored its asymptotic distributions under the null hypothesis of independence between the two random vectors when only the sample size or the dimensionality diverges. Yet its asymptotic null distribution for the more realistic setting when both sample size and dimensionality diverge in…

AI 解读阅读原文 ↗BibTeX ↓