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We study the identification and estimation of statistical functionals of multivariate data missing non-monotonically and not-at-random, taking a semiparametric approach. Specifically, we assume that the missingness mechanism satisfies what…

Methodology · Statistics 2022-12-26 Daniel Malinsky , Ilya Shpitser , Eric J Tchetgen Tchetgen

It is important to draw causal inference from observational studies, which, however, becomes challenging if the confounders have missing values. Generally, causal effects are not identifiable if the confounders are missing not at random. We…

Methodology · Statistics 2019-02-04 Shu Yang , Linbo Wang , Peng Ding

We investigate testing of the hypothesis of independence between a covariate and the marks in a marked point process. It would be rather straightforward if the (unmarked) point process were independent of the covariate and the marks. In…

Methodology · Statistics 2022-05-16 Jiří Dvořák , Tomáš Mrkvička , Jorge Mateu , Jonatan González

When the copula of the conditional distribution of two random variables given a covariate does not depend on the value of the covariate, two conflicting intuitions arise about the best possible rate of convergence attainable by…

Statistics Theory · Mathematics 2017-05-17 François Portier , Johan Segers

Symmetry plays a central role in the sciences, machine learning, and statistics. While statistical tests for the presence of distributional invariance with respect to groups have a long history, tests for conditional symmetry in the form of…

Methodology · Statistics 2025-12-12 Kenny Chiu , Alex Sharp , Benjamin Bloem-Reddy

Invariant and equivariant models incorporate the symmetry of an object to be estimated (here non-parametric regression functions $f : \mathcal{X} \rightarrow \mathbb{R}$). These models perform better (with respect to $L^2$ loss) and are…

Machine Learning · Statistics 2022-05-31 Louis G. Christie , John A. D. Aston

The comparison of Receiver Operating Characteristic (ROC) curves is frequently used in the literature to compare the discriminatory capability of different classification procedures based on diagnostic variables. The performance of these…

Functional linear regression is an important topic in functional data analysis. It is commonly assumed that samples of the functional predictor are independent realizations of an underlying stochastic process, and are observed over a grid…

Methodology · Statistics 2020-09-15 Cheng Chen , Shaojun Guo , Xinghao Qiao

We propose nonparametric methods for functional linear regression which are designed for sparse longitudinal data, where both the predictor and response are functions of a covariate such as time. Predictor and response processes have smooth…

Statistics Theory · Mathematics 2016-08-16 Fang Yao , Hans-Georg Müller , Jane-Ling Wang

Mixed-effect models are widely used for the analysis of correlated data such as longitudinal data and repeated measures. In this article, we study an approach to the nonparametric estimation of mixed-effect models. We consider models with…

Statistics Theory · Mathematics 2007-06-13 Chong Gu , Ping Ma

We study nonparametric covariance function estimation for functional data observed with noise at discrete locations on a $d$-dimensional domain. Estimating the covariance function from discretely observed data is a challenging nonparametric…

Statistics Theory · Mathematics 2026-03-25 Yoshikazu Terada , Atsutomo Yara

A formal likelihood ratio hypothesis test for the validity of a parametric regression function is proposed, using a large-dimensional, nonparametric double cone alternative. For example, the test against a constant function uses the…

Methodology · Statistics 2014-06-30 Bodhisattva Sen , Mary Meyer

This paper provides a general framework for testing instrument validity in heterogeneous causal effect models. The generalization includes the cases where the treatment can be multivalued ordered or unordered. Based on a series of testable…

Econometrics · Economics 2023-10-11 Zhenting Sun

High-dimensional k-sample comparison is a common applied problem. We construct a class of easy-to-implement nonparametric distribution-free tests based on new tools and unexplored connections with spectral graph theory. The test is shown to…

Methodology · Statistics 2019-08-12 Subhadeep , Mukhopadhyay , Kaijun Wang

Nonparametric estimation of the conditional expectation $E(Y | U)$ of an outcome $Y$ given a covariate vector $U$ is of primary importance in many statistical applications such as prediction and personalized medicine. In some problems,…

Methodology · Statistics 2018-05-10 Bingying Xie , Jun Shao

We present and study semi-parametric estimators for the mean of functional outcomes in situations where some of these outcomes are missing and covariate information is available on all units. Assuming that the missingness mechanism depends…

Statistics Theory · Mathematics 2026-02-25 Xijia Liu , Kreske Felix Ecker , Lina Schelin , Xavier de Luna

This paper shows that the problem of testing hypotheses in moment condition models without any assumptions about identification may be considered as a problem of testing with an infinite-dimensional nuisance parameter. We introduce a…

Statistics Theory · Mathematics 2014-09-24 Isaiah Andrews , Anna Mikusheva

We consider the problem of testing the equality of conditional distributions of a response variable given a vector of covariates between two populations. Such a hypothesis testing problem can be motivated from various machine learning and…

Methodology · Statistics 2023-02-24 Xiaoyu Hu , Jing Lei

We investigate nonparametric regression methods based on spatial depth and quantiles when the response and the covariate are both functions. As in classical quantile regression for finite dimensional data, regression techniques developed…

Methodology · Statistics 2018-02-14 Joydeep Chowdhury , Probal Chaudhuri

We consider linear models with scalar responses and covariates from a separable Hilbert space. The aim is to detect change points in the error distribution, based on sequential residual empirical distribution functions. Expansions for those…

Statistics Theory · Mathematics 2024-11-08 Natalie Neumeyer , Leonie Selk
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