On Robustness of Principal Component Regression

Estimation of average treatment effects with panel data: Asymptotic theory and implementation

(2017) Kathleen T. Li et al.   JOURNAL OF ECONOMETRICS

Linear and conic programming estimators in high dimensional errors-in-variables models

(2016) Alexandre Belloni et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

Matrix estimation by Universal Singular Value Thresholding

(2015) Sourav Chatterjee   ANNALS OF STATISTICS

Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects

(2015) Hyungsik Roger Moon et al.   ECONOMETRICA

Weighted ℓ1-penalized corrected quantile regression for high dimensional measurement error models

(2015) Abhishek Kaul et al.   JOURNAL OF MULTIVARIATE ANALYSIS

High-dimensional regression with noisy and missing data: Provable guarantees with nonconvexity

(2012) Po-Ling Loh et al.   ANNALS OF STATISTICS

Exponential Screening and optimal rates of sparse estimation

(2011) Philippe Rigollet et al.   ANNALS OF STATISTICS

Sharp bounds on the rate of convergence of the empirical covariance matrix

(2011) Radosław Adamczak et al.   COMPTES RENDUS MATHEMATIQUE

Sparse recovery under matrix uncertainty

(2010) Mathieu Rosenbaum et al.   ANNALS OF STATISTICS

Matrix Completion From a Few Entries

(2010) Raghunandan H. Keshavan et al.   IEEE TRANSACTIONS ON INFORMATION THEORY

The Power of Convex Relaxation: Near-Optimal Matrix Completion

(2010) Emmanuel J. Candes et al.   IEEE TRANSACTIONS ON INFORMATION THEORY