One Sentence Summary: We reveal a partial consistency phenomenon where structural parameters are consistently estimated but sparse incidental parameters are not.
One Sentence Summary: We reveal a natural connection between Gaussian and Chernoff's distributions, the most important limiting distributions in classic parametric problems and isotonic regression problems, respectively.
One Sentence Summary: We propose an essentially nonparametric two-stage procedure that achieves the parametric convergence rate.
Tang, R., Yan, C. and Zhang, S. (2005), Time Series Analysis of the Monthly Averaged Price of Hong-Ta Products (In Chinese), Application of Statistics and Management, Number 1, 10--15; more info
One Sentence Summary: We use time series methods to predict cigarette prices.