Related papers: Smoothed estimating equations for instrumental var…
Surface integral equation (SIE) methods are of great interest for the numerical solution of Maxwell's equations in the presence of homogeneous objects. However, existing SIE algorithms have limitations, either in terms of scalability,…
This paper develops and analyzes three families of estimators that continuously interpolate between classical quantiles and the sample mean. The construction begins with a smoothed version of the $L_{1}$ loss, indexed by a location…
In a classical regression model, it is usually assumed that the explanatory variables are independent of each other and error terms are normally distributed. But when these assumptions are not met, situations like the error terms are not…
We introduce a new small area predictor when the Fay-Herriot normal error model is fitted to a logarithmically transformed response variable, and the covariate is measured with error. This framework has been previously studied by Mosaferi…
We develop constrained Bayesian estimation methods for small area problems: those requiring smoothness with respect to similarity across areas, such as geographic proximity or clustering by covariates; and benchmarking constraints,…
We consider the problem of estimating an additive regression function in an inverse regres- sion model with a convolution type operator. A smooth backfitting procedure is developed and asymptotic normality of the resulting estimator is…
The Shallow Water Moment Equations (SWME) are an extension of the Shallow Water Equations (SWE) for improved modelling of free-surface flows. In contrast to the SWE, the SWME incorporate vertical velocity profile information. The SWME…
We consider the problem of signal estimation (denoising) from a statistical-mechanical perspective, in continuation to a recent work on the analysis of mean-square error (MSE) estimation using a direct relationship between optimum…
The mean square error (MSE)-optimal estimator is known to be the conditional mean estimator (CME). This paper introduces a parametric channel estimation technique based on Bayesian estimation. This technique uses the estimated channel…
We establish the validity of the empirical Edgeworth expansion (EE) for a studentized trimmed mean, under the sole condition that the underlying distribution function of the observations satisfies a local smoothness condition near the two…
In countries where population census data are limited, generating accurate subnational estimates of health and demographic indicators is challenging. Existing model-based geostatistical methods leverage covariate information and spatial…
This article addresses the problem of estimating the population mean in the presence of auxiliary information when study variable itself is qualitative in nature. Bias and mean squared error (MSE) expressions of the class of estimators are…
In this study, we consider preliminary test and shrinkage estimation strategies for quantile regression models. In classical Least Squares Estimation (LSE) method, the relationship between the explanatory and explained variables in the…
The semiparametric accelerated failure time model is not as widely used as the Cox relative risk model mainly due to computational difficulties. Recent developments in least squares estimation and induced smoothing estimating equations…
We consider the problem of parameter estimation for a system of ordinary differential equations from noisy observations on a solution of the system. In case the system is nonlinear, as it typically is in practical applications, an analytic…
Traditional covariate selection methods for causal inference focus on achieving unbiasedness and asymptotic efficiency. In many practical scenarios, researchers must estimate causal effects from observational data with limited sample sizes…
We consider the estimation of a scalar parameter, when two estimators are available. The first is always consistent. The second is inconsistent in general, but has a smaller asymptotic variance than the first, and may be consistent if an…
This paper investigates the mean square error (MSE)-optimal conditional mean estimator (CME) in one-bit quantized systems in the context of channel estimation with jointly Gaussian inputs. We analyze the relationship of the generally…
Given noisy data, function estimation is considered when the unknown function is known a priori to consist of a small number of regions where the function is either convex or concave. When the number of regions is unknown, the model…
We construct bootstrap confidence intervals for a monotone regression function. It has been shown that the ordinary nonparametric bootstrap, based on the nonparametric least squares estimator (LSE) $\hat f_n$ is inconsistent in this…