Related papers: Quasi-Hadamard differentiability of general risk f…
Many statistical estimands of interest (e.g., in regression or causality) are functions of the joint distribution of multiple random variables. But in some applications, data is not available that measures all random variables on each…
In this paper, we propose new semiparametric procedures for making inference on linear functionals and their functions of two semicontinuous populations. The distribution of each population is usually characterized by a mixture of a…
We provide a new version of delta theorem, that takes into account of high dimensional parameter estimation. We show that depending on the structure of the function, the limits of functions of estimators have faster or slower rate of…
In classical statistics, a well known paradigm consists in establishing asymptotic equivalence between an experiment of i.i.d. observations and a Gaussian shift experiment, with the aim of obtaining optimal estimators in the former…
Husimi distributions and Wigner distributions are well-known quasi-probability distributions which appear in several contexts. In this paper, we show some remarkable aspects of these distribution functions related to geometric structures of…
We consider the problem of constructing nonparametric undirected graphical models for high-dimensional functional data. Most existing statistical methods in this context assume either a Gaussian distribution on the vertices or linear…
This paper considers inference on functionals of semi/nonparametric conditional moment restrictions with possibly nonsmooth generalized residuals, which include all of the (nonlinear) nonparametric instrumental variables (IV) as special…
This paper deals with the Fisher-consistency, weak continuity and differentiability of estimating functionals corresponding to a class of both linear and nonlinear regression high breakdown M estimates, which includes S and MM estimates. A…
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…
A new concept of (asymptotic) qualitative robustness for plug-in estimators based on identically distributed possibly dependent observations is introduced, and it is shown that Hampel's theorem for general metrics $d$ still holds. Since…
This paper is concerned with risk-sensitive performance analysis for linear quantum stochastic systems interacting with external bosonic fields. We consider a cost functional in the form of the exponential moment of the integral of a…
This paper defines a new class of fractional differential operators alongside a family of random variables whose density functions solve fractional differential equations equipped with these operators. These equations can be further used to…
We introduce a new sufficient dimension reduction framework that targets a statistical functional of interest, and propose an efficient estimator for the semiparametric estimation problems of this type. The statistical functional covers a…
We study the problem of estimating non-linear functionals of discrete distributions in the context of local differential privacy. The initial data $x_1,\ldots,x_n \in [K]$ are supposed i.i.d. and distributed according to an unknown discrete…
Statistical analysis of high-dimensional functional times series arises in various applications. Under this scenario, in addition to the intrinsic infinite-dimensionality of functional data, the number of functional variables can grow with…
In this paper we consider the minimization of a novel class of fractional linear growth functionals involving the Riesz fractional gradient. These functionals lack the coercivity properties in the fractional Sobolev spaces needed to apply…
We consider statistical inference for a class of continuous semimartingale regression models based on high-frequency observations subject to contamination by finite-activity jumps and spike noise. By employing density-power weighting and…
We consider noisy non-synchronous discrete observations of a continuous semimartingale with random volatility. Functional stable central limit theorems are established under high-frequency asymptotics in three setups: one-dimensional for…
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…
We consider the recursive estimation of a regression functional where the explanatory variables take values in some functional space. We prove the almost sure convergence of such estimates for dependent functional data. Also we derive the…