Related papers: Robustness of semiparametric efficiency in nearly-…

The research described herewith is to re-visit the classical doubly robust estimation of average treatment effect by conducting a systematic study on the comparisons, in the sense of asymptotic efficiency, among all possible combinations of…

Confounding control is crucial and yet challenging for causal inference based on observational studies. Under the typical unconfoundness assumption, augmented inverse probability weighting (AIPW) has been popular for estimating the average…

A sample covariance matrix $\boldsymbol{S}$ of completely observed data is the key statistic in a large variety of multivariate statistical procedures, such as structured covariance/precision matrix estimation, principal component analysis,…

Missing data is an universal problem in statistics. We develop a unified framework for estimating parameters defined by general estimating equations under a missing-at-random (MAR) mechanism, based on generalized entropy calibration…

We revisit the classical causal inference problem of estimating the average treatment effect in the presence of fully observed confounding variables using two-stage semiparametric methods. In existing theoretical studies of methods such as…

We construct a semiparametric estimator in case-control studies where the gene and the environment are assumed to be independent. A discrete or continuous parametric distribution of the genes is assumed in the model. A discrete distribution…

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…

Decisions based partly or solely on predictions from probabilistic models may be sensitive to model misspecification. Statisticians are taught from an early stage that "all models are wrong", but little formal guidance exists on how to…

Nonresponse after probability sampling is a universal challenge in survey sampling, often necessitating adjustments to mitigate sampling and selection bias simultaneously. This study explored the removal of bias and effective utilization of…

Suppose data are fitted to some parametric model but that the true model happens to be one with an additional parameter. When a parameter is to be estimated one can use likelihood estimation in the wider model or in the narrow model.…

Double robustness is a major selling point of semiparametric and missing data methodology. Its virtues lie in protection against partial nuisance misspecification and asymptotic semiparametric efficiency under correct nuisance…

This study considers various semiparametric difference-in-differences models under different assumptions on the relation between the treatment group identifier, time and covariates for cross-sectional and panel data. The variance lower…

Asymptotic lower bounds for estimation play a fundamental role in assessing the quality of statistical procedures. In this paper we propose a framework for obtaining semi-parametric efficiency bounds for sparse high-dimensional models,…

Consider semiparametric estimation where a doubly robust estimating function for a low-dimensional parameter is available, depending on two working models. With high-dimensional data, we develop regularized calibrated estimation as a…

The research in this paper gives a systematic investigation on the asymptotic behaviours of four inverse probability weighting (IPW)-based estimators for conditional average treatment effect, with nonparametrically, semiparametrically,…

We investigate how to improve efficiency using regression adjustments with covariates in covariate-adaptive randomizations (CARs) with imperfect subject compliance. Our regression-adjusted estimators, which are based on the doubly robust…

Inverse probability weighting (IPW) is widely used in many areas when data are subject to unrepresentativeness, missingness, or selection bias. An inevitable challenge with the use of IPW is that the IPW estimator can be remarkably unstable…

Adaptive designs have been proposed for clinical trials in which the nuisance parameters or alternative of interest are unknown or likely to be misspecified before the trial. Whereas most previous works on adaptive designs and mid-course…

In this paper, we propose semiparametric efficient estimators of genetic relatedness between two traits in a model-free framework. Most existing methods require specifying certain parametric models involving the traits and genetic variants.…

Propensity score (PS) methods are widely used in observational studies to reduce confounding and estimate causal treatment effects. However, the validity of PS-based causal estimators depends heavily on correct model specification, and…