Wu, Suofei; Hannig, Jan; Lee, Thomas C. M. Uncertainty quantification for principal component regression. (English) Zbl 1471.62396 Electron. J. Stat. 15, No. 1, 2157-2178 (2021). MSC: 62H25 62J02 PDFBibTeX XMLCite \textit{S. Wu} et al., Electron. J. Stat. 15, No. 1, 2157--2178 (2021; Zbl 1471.62396) Full Text: DOI
Lopes, Miles E.; Wu, Suofei; Lee, Thomas C. M. Measuring the algorithmic convergence of randomized ensembles: the regression setting. (English) Zbl 1490.62161 SIAM J. Math. Data Sci. 2, No. 4, 921-943 (2020). MSC: 62H30 62G09 68T05 PDFBibTeX XMLCite \textit{M. E. Lopes} et al., SIAM J. Math. Data Sci. 2, No. 4, 921--943 (2020; Zbl 1490.62161) Full Text: DOI arXiv
Aue, Alexander; Cheung, Rex C. Y.; Lee, Thomas C. M.; Zhong, Ming Segmented model selection in quantile regression using the minimum description length principle. (English) Zbl 1368.62092 J. Am. Stat. Assoc. 109, No. 507, 1241-1256 (2014). MSC: 62G08 62J05 62G20 62M10 PDFBibTeX XMLCite \textit{A. Aue} et al., J. Am. Stat. Assoc. 109, No. 507, 1241--1256 (2014; Zbl 1368.62092) Full Text: DOI Link
Lu, Qiqi; Lund, Robert; Lee, Thomas C. M. An MDL approach to the climate segmentation problem. (English) Zbl 1189.62180 Ann. Appl. Stat. 4, No. 1, 299-319 (2010). MSC: 62P12 62B10 62M10 90C59 90C90 PDFBibTeX XMLCite \textit{Q. Lu} et al., Ann. Appl. Stat. 4, No. 1, 299--319 (2010; Zbl 1189.62180) Full Text: DOI arXiv
Davis, Richard A.; Lee, Thomas C. M.; Rodriguez-Yam, Gabriel A. Break detection for a class of nonlinear time series models. (English) Zbl 1199.62006 J. Time Ser. Anal. 29, No. 5, 834-867 (2008). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62M10 62P05 90C59 PDFBibTeX XMLCite \textit{R. A. Davis} et al., J. Time Ser. Anal. 29, No. 5, 834--867 (2008; Zbl 1199.62006) Full Text: DOI
Lee, Thomas C. M. An introduction to coding theory and the two-part minimum description length principle. (English) Zbl 1211.62010 Int. Stat. Rev. 69, No. 2, 169-183 (2001). MSC: 62B10 94B99 PDFBibTeX XMLCite \textit{T. C. M. Lee}, Int. Stat. Rev. 69, No. 2, 169--183 (2001; Zbl 1211.62010) Full Text: DOI