Michael Levine

Mathematical Statistics and Data Science

Purdue Department of Statistics
Home ยป Publications

Publications

Shen, Z., Levine, M., and Shang, Z.  "A maximum smoothed likelihood based estimation for two component semiparametric density mixtures with a known component" An Arxiv link

Yu, Z., Levine, M., and Cheng, G. "Minimax optimal estimation in high-dimensional semiparametric models"  An Arxiv link

Brown, L.D., Levine, M., and Wang, L. "A semiparametric multivariate partially linear model: a difference approach" – Journal of Statistical Planning and Inference, 2016, vol. 178, pp. 99-111

Hass, Z., Levine, M., Sands, L.P., Ting, J. C-Y., and Xu, H. "The modeling of medical expenditure data from a longitudinal survey using the Generalized Method of Moments (GMM) approach"- Statistics in Medicine, 2016,  vol. 35(15), pp. 2652-2664

M. Levine "Minimax rate of convergence for an estimator of the functional component in a semiparametric multivariate partially linear model" – Journal of Multivariate Analysis, 2015, vol. 140, pp. 283-290 

Mohamed, A.S., Goodin, K., Pope, R., Hubbard. M., Levine, M. "Association between asthma hospital visits and ozone concentration in Maricopa County, Arizona (2007-2012)" – Journal of Environmental Health, 2016, vol. 78(9)

Hunter, D.R., Chauveau, D., and Levine, M. "Semiparametric estimation for conditional independence multivariate finite mixture models" – Statistics Surveys 9, pp. 1-31 , 37 pp.

Lee, H.S., Levine, M., Guptill-Yoran, C., Johnson, A., von Kamecke, P., Moore. G.E. "Regional and Temporal Variations of Canine Leptospirosis in the United States, 2000-2010" - Journal of Veterinary Internal Medicine, 2014, vol. 28 (3), pp. 779-788

Mohamed, A.S., Levine, M., Camp Jr., J.W., Lund, E., Yoder, J.S. L.T. Glickman, G.E. Moore "Human and canine giardia infection in the united states: 2003-2009" - Preventive Veterinary Medicine, 2014, vol. 113 (2), pp. 249-256

Figueroa-Lopez, Jose E., and Levine, M. (2012) "Nonparametric regression with rescaled time series errors" - Journal of Time Series Analysis, 2013, vol. 34 (3), pp. 345-361

Lee, H.S., Her, M., Levine, M., and Moore, G.E. "Time series analysis of human and bovine brucellosis in South Korea between 2005 and 2010" - Preventive Veterinary Medicine, 2013, Vol.110 (2), pp. 190-197

Levine, M., and Li, T. (Jinguang) (2012b) "A simple additivity test for conditionally heteroscedastic nonlinear autoregression" - Computational Statistics and Data Analysis, Vol.56 (8), pp. 2421-2429

Cressie, N. C., Assuncao, R., Holan, S.H., Levine, M. , Nicolis, O., Zhang, J., and Zou, J. (2012) "Dynamical Random-Set Modeling of Concentrated Precipitation in North America" - Statistics and its Interface, Vol.5, pp.169-181

Levine, M., and Li, T. (Jinguang) (2012a) "Local Instrumental Variable (LIVE) Method For The Generalized Additive-Interactive Nonlinear Volatility Model" - Econometric Theory, Vol.28 (3), pp. 629-669

Appendix II: Proof of Theorem 2

Appendix I: Simulations

Levine, M., Hunter, D.R., and Chaveau, D. (2011) "Maximum Smoothed Likelihood for Multivariate Mixtures" - Biometrika, Vol. 98(2), pp. 403-416

Levine, M., and Moore, G. (2009) "A time series model of the occurrence of gastric dilatation-volvulus in a population of dogs" - BMC Veterinary Research, Vol.5 (12), pp.5-12

Moore, G., Levine, M., Anderson, J. and Trapp, J. (2008)"Meteorological influence on the occurrence of gastric dilatation-volvulus in military working dogs in Texas" - International Journal of Biometeorology, Vol.52 (3), pp.219-222

Levine, M., Torres, S. and Viens, F. (2009) "Estimators for the long-memory parameter in LARCH models, and fractional Brownian motion" - Statistical Inference for Stochastic Processes, Vol.12 (3), pp. 221-250

Liu, L., Levine, M., and Zhu, Y. (2009) "A Functional EM Algorithm for Mixing Density Estimation via Nonparametric Maximum Likelihood Maximization" - Journal of Computational and Graphical Statistics, Vol.18 (2), pp. 481-504

Wang, L., Brown, L.D., Cai, T. and Levine, M. (2009) "Variance Function Estimation in Multivariate Nonparametric Regression" - Journal of Multivariate Analysis, Vol.100 (1), pp.126-136

Wang, L., Brown, L.D., Cai, T. and Levine, M. (2008) "Effect of Mean on Variance Function Estimation in Nonparametric Regression" - The Annals of Statistics, Vol.36 (2), pp.646-664

Brown, L. D. and Levine, M. (2007) "Variance estimation in nonparametric regression via the difference sequence method" - The Annals of Statistics, Vol.35 (5), pp.2219-2232

Levine, M. (2006) "Bandwidth selection for a class of difference-based variance estimators in the nonparametric regression: a possible approach" - Computational Statistics and Data Analysis, Vol.50 (12), pp.3405-3431

Dahl, C. and Levine, M. (2006) "Nonparametric estimation of volatility models with serially dependent innovations" - Statistics and Probability Letters, Vol. 76 (18), pp. 2007-2016