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The purpose of this work is to improve the efficiency in estimating the average causal effect (ACE) on the survival scale where right-censoring exists and high-dimensional covariate information is available. We propose new estimators using…

In this paper, a practical estimation method for a regression model is proposed using semiparametric efficient score functions applicable to data with various shapes of errors. First, I derive semiparametric efficient score vectors for a…

Motivated by finance and technical applications, the objective of this paper is to consider adaptive estimation of regression and density distribution based on Fourier-Legendre expansion, and construction of confidence intervals - also…

Standard regression adjustment gives inconsistent estimates of causal effects when there are time-varying treatment effects and time-varying covariates. Loosely speaking, the issue is that some covariates are post-treatment variables…

The problem of estimation of density functionals like entropy and mutual information has received much attention in the statistics and information theory communities. A large class of estimators of functionals of the probability density…

In this thesis we study adaptive nonparametric regression with noise misspecification and the complexity of approximation of random fields in dependence of the dimension. First, we consider the problem of pointwise estimation in…

The density ratio is an important metric for evaluating the relative likelihood of two probability distributions, with extensive applications in statistics and machine learning. However, existing estimation theories for density ratios often…

We construct an efficient estimator for the error distribution function of the nonparametric regression model Y = r(Z) + e. Our estimator is a kernel smoothed empirical distribution function based on residuals from an under-smoothed local…

Real-world datasets are often of high dimension and effected by the curse of dimensionality. This hinders their comprehensibility and interpretability. To reduce the complexity feature selection aims to identify features that are crucial to…

In this paper several related estimation problems are addressed from a Bayesian point of view and optimal estimators are obtained for each of them when some natural loss functions are considered. Namely, we are interested in estimating a…

Effective non-parametric density estimation is a key challenge in high-dimensional multivariate data analysis. In this paper,we propose a novel approach that builds upon tensor factorization tools. Any multivariate density can be…

In this article, we propose a new nonparametric data analysis tool, which we call nonparametric modal regression, to investigate the relationship among interested variables based on estimating the mode of the conditional density of a…

We present a general principle for estimating a regression function nonparametrically, allowing for a wide variety of data filtering, for example, repeated left truncation and right censoring. Both the mean and the median regression cases…

We propose a nonparametric quantile regression method using deep neural networks with a rectified linear unit penalty function to avoid quantile crossing. This penalty function is computationally feasible for enforcing non-crossing…

Let $\textbf{X} = (X_1,\ldots, X_p)$ be a stochastic vector having joint density function $f_{\textbf{X}}(x)$ with partitions $\textbf{X}_1 = (X_1,\ldots, X_k)$ and $\textbf{X}_2 = (X_{k+1},\ldots, X_p)$. A new method for estimating the…

In this work, we consider a multivariate regression model with one-sided errors. We assume for the regression function to lie in a general H\"{o}lder class and estimate it via a nonparametric local polynomial approach that consists of…

This paper studies nonparametric series estimation and inference for the effect of a single variable of interest x on an outcome y in the presence of potentially high-dimensional conditioning variables z. The context is an additively…

In a previous article, a least square regression estimation procedure was proposed: first, we condiser a family of functions and study the properties of an estimator in every unidimensionnal model defined by one of these functions; we then…

We consider the problem of estimating a density $f_X$ using a sample $Y_1,...,Y_n$ from $f_Y=f_X\star f_{\epsilon}$, where $f_{\epsilon}$ is an unknown density. We assume that an additional sample $\epsilon_1,...,\epsilon_m$ from…

We consider the residual empirical process in random design regression with long memory errors. We establish its limiting behaviour, showing that its rates of convergence are different from the rates of convergence for to the empirical…