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This paper develops a novel nonparametric significance test based on a tailored nonparametric-type projected weighting function that exhibits appealing theoretical and numerical properties. We derive the asymptotic properties of the…

Econometrics · Economics 2026-02-18 Xiaojun Song , Jichao Yuan

We propose multiplier bootstrap procedures for nonparametric inference and uncertainty quantification of the target mean function, based on a novel framework of integrating target and source data. We begin with the relatively easier…

Methodology · Statistics 2025-01-06 Zuofeng Shang , Peijun Sang , Chong Jin

Long-term causal inference has drawn increasing attention in many scientific domains. Existing methods mainly focus on estimating average long-term causal effects by combining long-term observational data and short-term experimental data.…

Machine Learning · Computer Science 2025-03-04 Weilin Chen , Ruichu Cai , Junjie Wan , Zeqin Yang , José Miguel Hernández-Lobato

Doubly robust estimators have gained popularity in the field of causal inference due to their ability to provide consistent point estimates when either an outcome or exposure model is correctly specified. However, for nonrandomized…

We present two classes of improved estimators for mutual information $M(X,Y)$, from samples of random points distributed according to some joint probability density $\mu(x,y)$. In contrast to conventional estimators based on binnings, they…

Statistical Mechanics · Physics 2009-11-10 Alexander Kraskov , Harald Stoegbauer , Peter Grassberger

In this paper, we consider a weighted local linear estimator based on the inverse selection probability for nonparametric regression with missing covariates at random. The asymptotic distribution of the maximal deviation between the…

Methodology · Statistics 2020-03-03 Li Cai , Lijie Gu , Qihua Wang , Suojin Wang

Entropy-type integral functionals of densities are widely used in mathematical statistics, information theory, and computer science. Examples include measures of closeness between distributions (e.g., density power divergence) and…

Statistics Theory · Mathematics 2013-03-08 David Källberg , Oleg Seleznjev

This paper presents theoretical results on combining non-probability and probability survey samples through mass imputation, an approach originally proposed by Rivers (2007) as sample matching without rigorous theoretical justification.…

Methodology · Statistics 2020-11-24 Jae Kwang Kim , Seho Park , Yilin Chen , Changbao Wu

Nonparametric estimation of a mixing density based on observations from the corresponding mixture is a challenging statistical problem. This paper surveys the literature on a fast, recursive estimator based on the predictive recursion…

Methodology · Statistics 2022-09-15 Ryan Martin

In many real problems, dependence structures more general than exchangeability are required. For instance, in some settings partial exchangeability is a more reasonable assumption. For this reason, vectors of dependent Bayesian…

Methodology · Statistics 2018-03-20 Alan Riva Palacio , Fabrizio Leisen

We consider the problem of estimating the finite population mean $\bar{Y}$ of an outcome variable $Y$ using data from a nonprobability sample and auxiliary information from a probability sample. Existing double robust (DR) estimators of…

Methodology · Statistics 2025-10-30 Shaun Seaman

In this paper we consider nonparametric estimation for dependent data, where the observations do not necessarily come from a linear process. We study density estimation and also discuss associated problems in nonparametric regression using…

Statistics Theory · Mathematics 2007-06-28 Jan Johannes , Suhasini Subba Rao

In a multiple testing context, we consider a semiparametric mixture model with two components where one component is known and corresponds to the distribution of $p$-values under the null hypothesis and the other component $f$ is…

Applications · Statistics 2013-04-04 Van Hanh Nguyen , Catherine Matias

A method is proposed for estimating the potential function of a non-parametric estimator for stationary and isotropic pairwise interaction point process. The relation between a pair potential and the corresponding Papangelou conditional…

Probability · Mathematics 2015-06-08 Nadia Morsli

We study the problem of using i.i.d. samples from an unknown multivariate probability distribution $p$ to estimate the mutual information of $p$. This problem has recently received attention in two settings: (1) where $p$ is assumed to be…

Statistics Theory · Mathematics 2017-02-28 Shashank Singh , Barnabás Pøczos

We propose nonparametric identification and semiparametric estimation of joint potential outcome distributions in the presence of confounding. First, in settings with observed confounding, we derive tighter, covariate-informed bounds on the…

Methodology · Statistics 2026-02-19 Jianle Sun , Kun Zhang

We consider the non-parametric Poisson regression problem where the integer valued response $Y$ is the realization of a Poisson random variable with parameter $\lambda(X)$. The aim is to estimate the functional parameter $\lambda$ from…

Statistics Theory · Mathematics 2018-05-14 Martin Kroll

In this paper we propose a new method of joint nonparametric estimation of probability density and its support. As is well known, nonparametric kernel density estimator has "boundary bias problem" when the support of the population density…

Statistics Theory · Mathematics 2024-07-19 Taku Moriyama

We consider settings where data are available on a nonparametric function and various partial derivatives. Such circumstances arise in practice, for example in the joint estimation of cost and input functions in economics. We show that when…

Statistics Theory · Mathematics 2009-09-29 Peter Hall , Adonis Yatchew

This paper proposes a new method for estimating the joint probability mass function of a pair of discrete random variables. This estimator is used to construct joint Shannon R\'enyi-Tsallis entropies, and the mutual information estimates of…

Methodology · Statistics 2020-01-14 Amadou Diadie Ba , Gane Samb Lo , Cheikh Tidiane Seck