In this article, we develop a general method for testing threshold effects in regression
models, using sup-likelihood-ratio (LR)-type statistics. Although the sup-LR-type test statistic …

This paper studies likelihood-based estimation and inference in parametric discontinuous
threshold regression models with iid data. The setup allows heteroskedasticity and threshold …

In this article, we consider a high-dimensional quantile regression model where the sparsity
structure may differ between two sub-populations. We develop ℓ1-penalized estimators of …

This article develops a test for a single changepoint in a general setting that allows for
correlated time series regression errors, a seasonal cycle, time-varying regression factors …

Extremal quantile treatment effects Page 1 The Annals of Statistics 2018, Vol. 46, No. 6B,
3707–3740 https://doi.org/10.1214/17-AOS1673 © Institute of Mathematical Statistics, 2018 …

Statistical Testing Strategies in the Health Sciences provides a compendium of statistical
approaches for decision making, ranging from graphical methods and classical procedures …

We consider a variable selection problem for the prediction of binary outcomes. We study
the best subset selection procedure by which the covariates are chosen by maximizing …

We consider identification and estimation of a Roy model that includes a common
nonpecuniary utility component associated with each choice alternative. This augmented …

This paper develops a general procedure to check the bootstrap validity in M-estimation. We
apply the procedure in discontinuous threshold regression to show the inconsistency of the …

This article develops a novel estimation framework for the multithreshold accelerated failure
time model, which has distinct linear forms within different subdomains. One major …