Related papers: Second-Order Inference for the Mean of a Variable …

Missing attributes are ubiquitous in causal inference, as they are in most applied statistical work. In this paper, we consider various sets of assumptions under which causal inference is possible despite missing attributes and discuss…

This paper is concerned with inference on the regression function of a high-dimensional linear model when outcomes are missing at random. We propose an estimator which combines a Lasso pilot estimate of the regression function with a bias…

We provide an asymptotic expansion of the maximal mean squared error (MSE) of the sample median to be attained on shrinking gross error neighborhoods about an ideal central distribution. More specifically, this expansion comes in powers of…

In various statistical settings, the goal is to estimate a function which is restricted by the statistical model only through a conditional moment restriction. Prominent examples include the nonparametric instrumental variable framework for…

We consider the problem of estimating the mean of a random variable Y subject to non-ignorable missingness, i.e., where the missingness mechanism depends on Y . We connect the auxiliary proxy variable framework for non-ignorable missingness…

In order to estimate the population mean in the presence of both non-response and measurement errors that are uncorrelated, the paper presents some novel estimators employing ranked set sampling by utilizing auxiliary information.Up to the…

This paper proposes a new class of M-estimators that double weight for the twin problems of nonrandom treatment assignment and missing outcomes, both of which are common issues in the treatment effects literature. The proposed class is…

A novel first-order moving-average model for analyzing time series observed at irregularly spaced intervals is introduced. Two definitions are presented, which are equivalent under Gaussianity. The first one relies on normally distributed…

Unlike the commonly used parametric regression models such as mixed models, that can easily violate the required statistical assumptions and result in invalid statistical inference, target maximum likelihood estimation allows more realistic…

Quantiles and expected shortfalls are commonly used risk measures in financial risk management. The two measurements are correlated while have distinguished features. In this project, our primary goal is to develop stable and practical…

We consider the problem of estimating covariance and precision matrices, and their associated discriminant coefficients, from normal data when the rank of the covariance matrix is strictly smaller than its dimension and the available sample…

Generalized Estimation Equations (GEE) are a well-known method for the analysis of non-Gaussian longitudinal data. This method has computational simplicity and marginal parameter interpretation. However, in the presence of missing data, it…

We generalize the na\"ive estimator of a Poisson regression model with measurement errors as discussed in Kukush et al. [1]. The explanatory variable is not always normally distributed as they assume. In this study, we assume that the…

We consider the estimation problem in a regression setting where the outcome variable is subject to nonignorable missingness and identifiability is ensured by the shadow variable approach. We propose a versatile estimation procedure where…

The first order loss function and its complementary function are extensively used in practical settings. When the random variable of interest is normally distributed, the first order loss function can be easily expressed in terms of the…

A common approach to statistical learning with big-data is to randomly split it among $m$ machines and learn the parameter of interest by averaging the $m$ individual estimates. In this paper, focusing on empirical risk minimization, or…

We consider the problem of the estimation of the mean function of an inhomogeneous Poisson process when its intensity function is periodic. For the mean integrated squared error (MISE) there is a classical lower bound for all estimators and…

We develop a novel approach to tackle the common but challenging problem of conformal inference for missing data in machine learning, focusing on Missing at Random (MAR) data. We propose a new procedure Conformal prediction for Missing data…

Missing data occur in a variety of applications of extreme value analysis. In the block maxima approach to an extreme value analysis, missingness is often handled by either ignoring missing observations or dropping a block of observations…

In fitting a mixture of linear regression models, normal assumption is traditionally used to model the error and then regression parameters are estimated by the maximum likelihood estimators (MLE). This procedure is not valid if the normal…