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We consider the problem of simultaneous variable selection and estimation in additive, partially linear models for longitudinal/clustered data. We propose an estimation procedure via polynomial splines to estimate the nonparametric…

Statistics Theory · Mathematics 2013-02-04 Shujie Ma , Qiongxia Song , Li Wang

Reference based multiple imputation methods have become popular for handling missing data in randomised clinical trials. Rubin's variance estimator is well known to be biased compared to the reference based imputation estimator's true…

Methodology · Statistics 2021-04-30 Jonathan W. Bartlett

When the response mechanism is believed to be not missing at random (NMAR), a valid analysis requires stronger assumptions on the response mechanism than standard statistical methods would otherwise require. Semiparametric estimators have…

Methodology · Statistics 2020-05-08 Kosuke Morikawa , Jae Kwang Kim

Sub-sampling is a common and often effective method to deal with the computational challenges of large datasets. However, for most statistical models, there is no well-motivated approach for drawing a non-uniform subsample. We show that the…

Machine Learning · Statistics 2017-09-07 Daniel Ting , Eric Brochu

The comparison of a parameter in $k$ populations is a classical problem in statistics. Testing for the equality of means or variances are typical examples. Most procedures designed to deal with this problem assume that $k$ is fixed and that…

We study generalized additive partial linear models, proposing the use of polynomial spline smoothing for estimation of nonparametric functions, and deriving quasi-likelihood based estimators for the linear parameters. We establish…

Statistics Theory · Mathematics 2011-12-13 Li Wang , Xiang Liu , Hua Liang , Raymond J. Carroll

We consider a longitudinal data structure consisting of baseline covariates, time-varying treatment variables, intermediate time-dependent covariates, and a possibly time dependent outcome. Previous studies have shown that estimating the…

Statistics Theory · Mathematics 2018-10-09 Linh Tran , Maya Petersen , Joshua Schwab , Mark J van der Laan

Conformal prediction is an assumption-lean approach to generating distribution-free prediction intervals or sets, for nearly arbitrary predictive models, with guaranteed finite-sample coverage. Conformal methods are an active research topic…

Methodology · Statistics 2024-01-19 Jerzy Wieczorek

This paper is concerned with asymptotic theory for penalized spline estimator in bivariate additive model. The focus of this paper is put upon the penalized spline estimator obtained by the backfitting algorithm. The convergence of the…

Statistics Theory · Mathematics 2011-04-28 T. Yoshida , K. Naito

We study the asymptotic frequentist coverage of credible sets based on a novel Bayesian approach for a multiple linear regression model under variable selection. We initially ignore the issue of variable selection, which allows us to put a…

Methodology · Statistics 2024-06-21 Samhita Pal , Subhashis Ghosal

Small area estimators that ignore the sampling design lack design consistency when the sampling mechanism is complex and may be severely biased under informative designs. Existing procedures that account for the survey weights under…

Methodology · Statistics 2026-03-12 William Acero , Domingo Morales , Isabel Molina

Multiple imputation provides an effective way to handle missing data. When several possible models are under consideration for the data, the multiple imputation is typically performed under a single-best model selected from the candidate…

Methodology · Statistics 2018-11-30 Gyuhyeong Goh , Jae Kwang Kim

Two canonical problems in geostatistics are estimating the parameters in a specified family of stochastic process models and predicting the process at new locations. A number of asymptotic results addressing these problems over a fixed…

Statistics Theory · Mathematics 2012-10-11 Cari Kaufman , Benjamin Shaby

An additive model-assisted nonparametric method is investigated to estimate the finite population totals of massive survey data with the aid of auxiliary information. A class of estimators is proposed to improve the precision of the well…

Methodology · Statistics 2019-03-19 Li Wang , Suojin Wang

We consider the problem of integrating a small probability sample (ps) and a non-probability sample (nps). By definition, for the nps, there are no survey weights, but for the ps, there are survey weights. The key issue is that the nps,…

Methodology · Statistics 2023-05-17 Balgobin Nandram , JNK Rao

In paired randomized experiments individuals in a given matched pair may differ on prognostically important covariates despite the best efforts of practitioners. We examine the use of regression adjustment as a way to correct for persistent…

Methodology · Statistics 2017-11-27 Colin B. Fogarty

Grey-scale local algorithms have been suggested as a fast way of estimating surface area from grey-scale digital images. Their asymptotic mean has already been described. In this paper, the asymptotic behaviour of the variance is studied in…

Probability · Mathematics 2016-02-24 Anne Marie Svane

We consider the problem of predicting a real random variable from a functional explanatory variable. The problem is attacked by mean of nonparametric kernel approach which has been recently adapted to this functional context. We derive…

Statistics Theory · Mathematics 2016-08-16 Frédéric Ferraty , André Mas , Philippe Vieu

This paper investigates the {\em nonasymptotic} properties of Bayes procedures for estimating an unknown distribution from $n$ i.i.d.\ observations. We assume that the prior is supported by a model $(\scr{S},h)$ (where $h$ denotes the…

Statistics Theory · Mathematics 2014-11-03 Lucien Birgé

We consider high-dimensional estimation problems where the number of parameters diverges with the sample size. General conditions are established for consistency, uniqueness, and asymptotic normality in both unpenalized and penalized…

Statistics Theory · Mathematics 2025-04-08 Jana Gauss , Thomas Nagler