Michael Levine

Mathematical Statistics and Data Science

Purdue Department of Statistics
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Publications

Cui, Y., Levine, M., and Zhou, Z. "Estimation and inference of time-varying autocovariance under complex trend: a difference-based approach" - accepted by the Electronic Journal of Statistics https://doi.org/10.1214/21-EJS1893

Levine, M., and Tecuapetla-Gomez, I.R. "Autocorrelation function estimation via difference schemes for a semiparametric model with m-dependent errors Arxiv link 

Duan, J., Levine, M., Luo, J., and Qu, Y. "Estimation of Group Means in Generalized Linear Mixed Models"  - accepted by Pharmaceutical Statistics DOI link 

Levine, M., Richards, D., and Su, J. "Independence properties of the truncated multivariate normal distributions"  - accepted by Statistics and Probability Letters DOI link

Jain, S., Levine, M., Radivojac, P., and Trosset, M. "Identifiability of two-component skew normal mixtures with one known component"  - Scandinavian Journal of Statistics, 2019, vol. 46(4), pp. 955-986 DOI link

Levine, M. "Robust functional estimation in the multivariate partial linear model"  - Annals of the Institute of Statistical Mathematics, vol. 71(4), pp. 743-770 DOI link

Shen, Z., Levine, M., and Shang, Z.  "A maximum smoothed likelihood based estimation for two component semiparametric density mixtures with a known component"  - Electronic Journal of Statistics, 2018, Vol. 12, No. 1, 1181-1209 DOI link

Yu, Z., Levine, M., and Cheng, G. "Minimax optimal estimation in high-dimensional semiparametric models"-  Bernoulli, 2019, vol. 25(2), pp. 1289-1325  DOI 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