Discussion of the Paper "Connecting Model-Based and Model-Free Approaches to Linear Least Squares Regression" by Lutz Dümbgen and Laurie Davies (2024)

Larry Wasserman

doi:10.60923/issn.1973-2201/22202

Discussion of the Paper "Connecting Model-Based and Model-Free Approaches to Linear Least Squares Regression" by Lutz Dümbgen and Laurie Davies (2024)

Authors

Larry Wasserman Carnegie Mellon, Pittsburgh, PA, USA

Department of Statistics & Data Science

DOI:

https://doi.org/10.60923/issn.1973-2201/22202

References

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R. BERAN (1977). Minimum hellinger distance estimates for parametric models. The Annals of Statistics, pp. 445–463.

A. BUJA, L. BROWN, R. BERK, E. GEORGE, E. PITKIN, M. TRASKIN, K. ZHANG, L. ZHAO (2019). Models as approximations I. Statistical Science, 34, no. 4, pp. 523–544.

B.-E. CHÉRIEF-ABDELLATIF, P. ALQUIER (2022). Finite sample properties of parametric MMD estimation: robustness to misspecification and dependence. Bernoulli, 28, no. 1, pp. 181–213.

L. DÜMBGEN, L. DAVIES (2024). Connecting model-based and model-free approaches to linear least squares regression. Statistica, 84, no. 2, pp. 65–81.

B. PARK, S. BALAKRISHNAN, L.WASSERMAN (2023). Robust universal inference. arXiv preprint arXiv:2307.04034.

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Published

2025-11-25

How to Cite

Wasserman, L. (2024). Discussion of the Paper "Connecting Model-Based and Model-Free Approaches to Linear Least Squares Regression" by Lutz Dümbgen and Laurie Davies (2024). Statistica, 84(2), 115–117. https://doi.org/10.60923/issn.1973-2201/22202