Related papers: Use of Auxiliary Information in Variance Estimatio…
Modern statistical analysis often encounters high-dimensional problems but with a limited sample size. It poses great challenges to traditional statistical estimation methods. In this work, we adopt auxiliary learning to solve the…
We propose a two parameter ratio-product-ratio estimator for a finite population mean in a simple random sample without replacement following the methodology in Ray and Sahai (1980), Sahai and Ray (1980), Sahai and Sahai (1985) and Singh…
To take sample biases and skewness in the observations into account, practitioners frequently weight their observations according to some marginal distribution. The present paper demonstrates that such weighting can indeed improve the…
A nonparametric kernel density estimator for directional-linear data is introduced. The proposal is based on a product kernel accounting for the different nature of both (directional and linear) components of the random vector. Expressions…
In this paper we propose a general series method to estimate a semiparametric partially linear varying coefficient model. We establish the consistency and \sqrtn-normality property of the estimator of the finite-dimensional parameters of…
We propose an improved estimator of the complier average causal effect (CACE). Researchers typically choose a presumably-unbiased estimator for the CACE in studies with noncompliance, when many other lower-variance estimators may be…
Bessel's correction adjusts the denominator in the sample variance formula from n to n-1 to ensure an unbiased estimator of the population variance. This paper provides rigorous algebraic derivations geometric interpretations and…
Several problems in statistics involve the combination of high-variance unbiased estimators with low-variance estimators that are only unbiased under strong assumptions. A notable example is the estimation of causal effects while combining…
We present a general M-estimation framework for inference on the wavelet variance. This framework generalizes the results on the scale-wise properties of the standard estimator and extends them to deliver the joint asymptotic properties of…
This article investigates nonparametric estimation of variance functions for functional data when the mean function is unknown. We obtain asymptotic results for the kernel estimator based on squared residuals. Similar to the finite…
We provide a unified approach to MM-estimation with auxiliary scale for balanced linear models with structured covariance matrices. This approach leads to estimators that are highly robust against outliers and highly efficient for normal…
Data subsampling has become widely recognized as a tool to overcome computational and economic bottlenecks in analyzing massive datasets. We contribute to the development of adaptive design for estimation of finite population…
Analyses of randomised trials are often based on regression models which adjust for baseline covariates, in addition to randomised group. Based on such models, one can obtain estimates of the marginal mean outcome for the population under…
Estimation and inference on causal parameters is typically reduced to a generalized method of moments problem, which involves auxiliary functions that correspond to solutions to a regression or classification problem. Recent line of work on…
We study admissibility of a subclass of generalized Bayes estimators of a multivariate normal vector when the variance is unknown, under scaled quadratic loss. Minimaxity is also established for certain of these estimators.
A prevailing challenge in the biomedical and social sciences is to estimate a population mean from a sample obtained with unknown selection probabilities. Using a well-known ratio estimator, Aronow and Lee (2013) proposed a method for…
An empirical best linear unbiased prediction (EBLUP) estimator is utilized for efficient inference in small-area estimation. To measure its uncertainty, we need to estimate its mean squared error (MSE) since the true MSE cannot generally be…
A bias-reduced estimator is proposed for the mean absolute deviation parameter of a median regression model. A workaround is devised for the lack of smoothness in the sense conventionally required in general bias-reduced estimation. A local…
Determining the strength of non-linear statistical dependencies between two variables is a crucial matter in many research fields. The established measure for quantifying such relations is the mutual information. However, estimating mutual…
We consider the estimation of an n-dimensional vector s from the noisy element-wise measurements of $\mathbf{s}\mathbf{s}^T$, a generic problem that arises in statistics and machine learning. We study a mismatched Bayesian inference…