Related papers: Asymptotically Efficient Estimation of Weighted Av…
We consider the problem of regression with selectively observed covariates in a nonparametric framework. Our approach relies on instrumental variables that explain variation in the latent covariates but have no direct effect on selection.…
We consider a class of doubly weighted rank-based estimating methods for the transformation (or accelerated failure time) model with missing data as arise, for example, in case-cohort studies. The weights considered may not be predictable…
We study efficient estimation of an interventional mean associated with a point exposure treatment under a causal graphical model represented by a directed acyclic graph without hidden variables. Under such a model, it may happen that a…
A conditional expectation function (CEF) can at best be partially identified when the conditioning variable is interval censored. When the number of bins is small, existing methods often yield minimally informative bounds. We propose three…
This paper studies the asymptotic behavior of penalized spline estimates of derivatives. In particular, we show that simply differentiating the penalized spline estimator of the mean regression function itself to estimate the corresponding…
We consider the problem of efficient inference of the Average Treatment Effect in a sequential experiment where the policy governing the assignment of subjects to treatment or control can change over time. We first provide a central limit…
We address the problem of learning an unknown smooth function and its derivatives from noisy pointwise evaluations under the supremum norm. While classical nonparametric regression provides a strong theoretical foundation, traditional…
This study investigates treatment effect estimation in the semi-supervised setting, also can be interpreted as prediction-powered inference. In our setting, we can use not only the standard triple of covariates, treatment indicator, and…
In survival analysis, estimating the conditional survival function given predictors is often of interest. There is a growing trend in the development of deep learning methods for analyzing censored time-to-event data, especially when…
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…
We propose a novel estimation approach for a general class of semi-parametric time series models where the conditional expectation is modeled through a parametric function. The proposed class of estimators is based on a Gaussian…
We introduce a new class of conditional autoregressive models for spatially dependent functional data, formulated through conditional means given neighboring functional observations and characterized by a covariance operator and a spatial…
We consider efficient estimation of the Euclidean parameters in a generalized partially linear additive models for longitudinal/clustered data when multiple covariates need to be modeled nonparametrically, and propose an estimation…
This paper investigates the finite sample performance of a range of parametric, semi-parametric, and non-parametric instrumental variable estimators when controlling for a fixed set of covariates to evaluate the local average treatment…
Mediation analysis is widely used for exploring treatment mechanisms; however, it faces challenges when nonignorable missing confounders are present. Efficient inference of mediation effects and the efficiency loss due to nonignorable…
This paper considers nonparametric identification and estimation of the regression function when a covariate is mismeasured. The measurement error need not be classical. Employing the small measurement error approximation, we establish…
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…
In this review we cover the basics of efficient nonparametric parameter estimation (also called functional estimation), with a focus on parameters that arise in causal inference problems. We review both efficiency bounds (i.e., what is the…
In this paper, we are concerned with nonparametric estimation of the multivariate regression function in the presence of right censored data. More precisely, we propose a statistic that is shown to be asymptotically normally distributed…
In this paper we develop a nonparametric regression method that is simultaneously adaptive over a wide range of function classes for the regression function and robust over a large collection of error distributions, including those that are…