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- Yanyuan Ma, Marc G. Genton
- 1998

In this paper, the problem of the robustness of the sample autocovariance function is addressed. We propose a new autocovariance estimator, based on a highly robust estimator of scale. Its robustness properties are studied by means of the in¯uence function, and a new concept of temporal breakdown point. As the theoretical variance of the estimator does not… (More)

- Yanyuan Ma, Liping Zhu
- Annals of statistics
- 2013

We develop an efficient estimation procedure for identifying and estimating the central subspace. Using a new way of parameterization, we convert the problem of identifying the central subspace to the problem of estimating a finite dimensional parameter in a semiparametric model. This conversion allows us to derive an efficient estimator which reaches the… (More)

- Yanyuan Ma, Liping Zhu
- International statistical review = Revue…
- 2013

Summarizing the effect of many covariates through a few linear combinations is an effective way of reducing covariate dimension and is the backbone of (sufficient) dimension reduction. Because the replacement of high-dimensional covariates by low-dimensional linear combinations is performed with a minimum assumption on the specific regression form, it… (More)

- YANYUAN MA
- 2010

We construct a semiparametric estimator in case-control studies where the gene and the environment are assumed to be independent. A discrete or continuous parametric distribution of the genes is assumed in the model. A discrete distribution of the genes can be used to model the mutation or presence of certain group of genes. A continuous distribution allows… (More)

This article considers a wide class of semiparametric regression models in which interest focuses on population-level quantities that combine both the parametric and the nonparametric parts of the model. Special cases in this approach include generalized partially linear models, generalized partially linear single-index models, structural measurement error… (More)

- Yanyuan Ma, Liping Zhu
- Journal of the American Statistical Association
- 2012

We provide a novel and completely different approach to dimension-reduction problems from the existing literature. We cast the dimension-reduction problem in a semiparametric estimation framework and derive estimating equations. Viewing this problem from the new angle allows us to derive a rich class of estimators, and obtain the classical dimension… (More)

We consider a class of generalized skew-normal distributions that is useful for selection modeling and robustness analysis and derive a class of semiparametric estimators for the location and scale parameters of the central part of the model. We show that these estimators are consistent and asymptotically normal. We present the semiparametric efficiency… (More)

We derive constructive locally efficient estimators in semiparametric measurement error models. The setting is one where the likelihood function depends on variables measured with and without error, where the variables measured without error can be modelled nonpara-metrically. The algorithm is based on backfitting. We show that if one adopts a parametric… (More)

- Tianle Chen, Yuanjia Wang, Yanyuan Ma, Karen Marder, Douglas R Langbehn
- Journal of probability and statistics
- 2012

Huntington's disease (HD) is a progressive neurodegenerative disorder caused by an expansion of CAG repeats in the IT15 gene. The age-at-onset (AAO) of HD is inversely related to the CAG repeat length and the minimum length thought to cause HD is 36. Accurate estimation of the AAO distribution based on CAG repeat length is important for genetic counseling… (More)

SUMMARY A local likelihood estimator for a nonparametric nuisance function is proposed in the context of semiparametric skew-normal distributions. Constraints imposed on such functions result in a nonparametric estimator with a different target function for maximization from classical local likelihood estimators. The optimal asymptotic semiparametric… (More)