Dr. James McCaffrey from Microsoft Research presents a complete end-to-end demonstration of linear regression with two-way interactions between predictor variables. Compared to standard linear ...

Using a simplified approach developed by Severini and Tripathi (2001), we calculate the semiparametric efficiency bound for the finite-dimensional parameters of censored linear regression models with ...

Jianqing Fan, Quefeng Li, Yuyan Wang, Estimation of high dimensional mean regression in the absence of symmetry and light tail assumptions, Journal of the Royal Statistical Society.