Related papers: Comment: Performance of Double-Robust Estimators W…
The Mann-Whitney-Wilcoxon rank sum test (MWWRST) is a widely used method for comparing two treatment groups in randomized control trials, particularly when dealing with highly skewed data. However, when applied to observational study data,…
We propose a general approach to construct weighted likelihood estimating equations with the aim of obtain robust estimates. The weight, attached to each score contribution, is evaluated by comparing the statistical data depth at the model…
Efficiency is a core concept of multi-objective optimization problems and multi-attribute decision making. In the case of pairwise comparison matrices a weight vector is called efficient if the approximations of the elements of the pairwise…
Doubly robust estimators have gained widespread popularity in various fields due to their ability to provide unbiased estimates under model misspecification. However, the asymptotic theory for doubly robust estimators with continuous-time…
Nonresponse after probability sampling is a universal challenge in survey sampling, often necessitating adjustments to mitigate sampling and selection bias simultaneously. This study explored the removal of bias and effective utilization of…
Robust estimation and variable selection procedure are developed for the extended t-process regression model with functional data. Statistical properties such as consistency of estimators and predictions are obtained. Numerical studies show…
We consider the conditional treatment effect for competing risks data in observational studies. While it is described as a constant difference between the hazard functions given the covariates, we do not assume specific functional forms for…
We give a new characterization of the two weight inequality for a vector-valued positive operator. Our characterization has a different flavor than the one of Scurry's and H\"{a}nninen's. The proof can be essentially derived from the…
We propose an approach to the estimation of infinite sets of random vectors. The problem addressed is as follows. Given two infinite sets of random vectors, find a single estimator that estimates vectors from with a controlled associated…
Rejoinder to ``Demystifying Double Robustness: A Comparison of Alternative Strategies for Estimating a Population Mean from Incomplete Data'' [arXiv:0804.2958]
Predict a new response from a covariate is a challenging task in regression, which raises new question since the era of high-dimensional data. In this paper, we are interested in the inverse regression method from a theoretical viewpoint.…
Meta-analyses frequently include trials that report multiple effect sizes based on a common set of study participants. These effect sizes will generally be correlated. Cluster-robust variance-covariance estimators are a fruitful approach…
In this paper a new distribution is proposed. This new model provides more flexibility to modeling data with upside-down bathtub hazard rate function. A significant account of mathematical properties of the new distribution is presented.…
Comment: Monitoring Networked Applications With Incremental Quantile Estimation [arXiv:0708.0302]
Comment: Monitoring Networked Applications With Incremental Quantile Estimation [arXiv:0708.0302]
We extend the recently much-studied two-weight commutator estimates to the multilinear setting. In contrast to previous results, our result respects the multilinear nature of the problem fully and is formulated with the genuinely…
Doubly protected estimators are widely used for estimating the population mean of an outcome Y from a sample where the response is missing in some individuals. To compensate for the missing responses, a vector X of covariates is observed at…
M-estimators for Generalized Linear Models are considered under minimal assumptions. Under these preliminaries, strong convergence of the estimators are discussed and an expansion of the estimating operators are given in the non-i.i.d. case…
Sequential estimation of the success probability $p$ in inverse binomial sampling is considered in this paper. For any estimator $\hat p$, its quality is measured by the risk associated with normalized loss functions of linear-linear or…
The power of multiple testing procedures can be increased by using weighted p-values (Genovese, Roeder and Wasserman 2005). We derive the optimal weights and we show that the power is remarkably robust to misspecification of these weights.…