Related papers: Weighted likelihood estimation under two-phase sam…

We study linear quantile regression models when regressors and/or dependent variable are not directly observed but estimated in an initial first step and used in the second step quantile regression for estimating the quantile parameters.…

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…

We consider the problem of estimating quantile treatment effects without assuming strict overlap , i.e., we do not assume that the propensity score is bounded away from zero. More specifically, we consider an inverse probability weighting…

We establish asymptotic normality of weighted sums of periodograms of a stationary linear process where weights depend on the sample size. Such sums appear in numerous statistical applications and can be regarded as a discretized versions…

We present large sample results for partitioning-based least squares nonparametric regression, a popular method for approximating conditional expectation functions in statistics, econometrics, and machine learning. First, we obtain a…

The likelihood ratio test (LRT) is widely used for comparing the relative fit of nested latent variable models. Following Wilks' theorem, the LRT is conducted by comparing the LRT statistic with its asymptotic distribution under the…

Existing optimal estimators of nonequilibrium path-ensemble averages are shown to fall within the framework of extended bridge sampling. Using this framework, we derive a general minimal-variance estimator that can combine nonequilibrium…

We study the problem of identifying change points in high-dimensional generalized linear models, and propose an approach based on sample-weighted empirical risk minimization. Our method, Weighted ERM, encodes priors on the change points via…

This paper proposes a general framework for penalized convex empirical criteria and a new version of the Sparse-Group LASSO (SGL, Simon and al., 2013), called the adaptive SGL, where both penalties of the SGL are weighted by preliminary…

This paper develops asymptotic theory for estimation of parameters in regression models for binomial response time series where serial dependence is present through a latent process. Use of generalized linear model (GLM) estimating…

This paper aims to build an estimate of an unknown density of the data with measurement error as a linear combination of functions from a dictionary. Inspired by the penalization approach, we propose the weighted Elastic-net penalized…

We describe likelihood-based statistical tests for use in high energy physics for the discovery of new phenomena and for construction of confidence intervals on model parameters. We focus on the properties of the test procedures that allow…

This paper proposes the asymmetric linear double autoregression, which jointly models the conditional mean and conditional heteroscedasticity characterized by asymmetric effects. A sufficient condition is established for the existence of a…

A statistical model is said to be un-normalised when its likelihood function involves an intractable normalising constant. Two popular methods for parameter inference for these models are MC-MLE (Monte Carlo maximum likelihood estimation),…

Generalized Linear Mixed Models (GLMMs) are widely used for analysing clustered data. One well-established method of overcoming the integral in the marginal likelihood function for GLMMs is penalized quasi-likelihood (PQL) estimation,…

Regression analysis with missing data is a long-standing and challenging problem, particularly when there are many missing variables with arbitrary missing patterns. Likelihood-based methods, although theoretically appealing, are often…

We investigate the asymptotic risk of a general class of overparameterized likelihood models, including deep models. The recent empirical success of large-scale models has motivated several theoretical studies to investigate a scenario…

The transition density of a diffusion process does not admit an explicit expression in general, which prevents the full maximum likelihood estimation (MLE) based on discretely observed sample paths. A\"{\i}t-Sahalia [J. Finance 54 (1999)…

We propose a general semi-supervised inference framework focused on the estimation of the population mean. As usual in semi-supervised settings, there exists an unlabeled sample of covariate vectors and a labeled sample consisting of…

We consider a joint asymptotic framework for studying semi-nonparametric regression models where (finite-dimensional) Euclidean parameters and (infinite-dimensional) functional parameters are both of interest. The class of models in…