Abstract We consider high‐dimensional inference for potentially misspecified Cox proportional hazard models based on low‐dimensional results by Lin and Wei (1989). A desparsified Lasso estimator is proposed the log partial likelihood function shown to converge a pseudo‐true parameter vector. Interestingly, sparsity of true can be inferred from that above limiting parameter. Moreover, each compo...

relative to a hereditary torsion theory $tau$ we introduce a dimension for a module $m$, called {em $tau$-rank of} $m$, which coincides with the reduced rank of $m$ whenever $tau$ is the goldie torsion theory. it is shown that the $tau$-rank of $m$ is measured by the length of certain decompositions of the $tau$-injective hull of $m$. moreover, some relations between the $tau$-rank of $m$ and c...

Let C be a unital AH-algebra and let A be a unital separable simple C∗-algebra with tracial rank zero. Suppose that φ1, φ2 : C → A are two unital monomorphisms. We show that there is a continuous path of unitaries {ut : t ∈ [0,∞)} of A such that lim t→∞ u∗tφ1(a)ut = φ2(a) for all a ∈ C if and only if [φ1] = [φ2] in KK(C,A), τ ◦ φ1 = τ ◦ φ2 for all τ ∈ T (A) and the rotation map η̃φ1,φ2 associate...

Standard methods, such as sequential procedures based on Johansen’s (pseudo-)likelihood ratio (PLR) test, for determining the co-integration rank of a vector autoregressive (VAR) system variables integrated order one can be significantly affected, even asymptotically, by unconditional heteroskedasticity (non-stationary volatility) in data. Known solutions to this problem include wild bootstrap ...

a definition of two jointly asymptotically nonexpansive mappings s and t on uniformly convex banach space e is studied to approximate common fixed points of two such mappings through weak and strong convergence of an ishikawa type iteration scheme generated by s and t on a bounded closed and convex subset of e. as a consequence of the notion of two jointly asymptotically nonexpansive maps, we c...

Fisher’s randomization test (frt) delivers exact p-values under the strong null hypothesis of no treatment effect on any units whatsoever and allows for flexible covariate adjustment to improve power. Of interest is whether resulting covariate-adjusted procedure could also be valid testing weak zero average effect. To this end, we evaluate two general strategies conducting in frts: pseudo-outco...

The pseudo-Gaussian portmanteau tests of Chitturi, Hosking, and Li McLeod for VARMA models are revisited from a Le Cam perspective, providing precise more rigorous description the asymptotic behavior multivariate test statistic, which depends on dimension d observations, number m lags involved, length n observation period. Then, based concepts center-outward ranks signs recently developed (Hall...