Statistical inference for high-dimensional random processes addresses the problem of making reliable conclusions when the number of variables or dimensions grows as fast as, or faster than, the sample ...

Time series analysis concerns the study of data collected sequentially over time, with the dual objectives of understanding its dependence structure and generating reliable forecasts. Model selection ...

This paper develops new econometric methods to infer hospital quality in a model with discrete dependent variables and non-random selection. Mortality rates in patient discharge records are widely ...