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Let $(X_i)_{i=1,...,n}$ be a possibly nonstationary sequence such that $\mathscr{L}(X_i)=P_n$ if $i\leq n\theta$ and $\mathscr{L}(X_i)=Q_n$ if $i>n\theta$, where $0<\theta <1$ is the location of the change-point to be estimated. We…
We develop a general estimation and inference procedure for the common parameters in linear panel data regression models with nonparametric two-way specification of unobserved heterogeneity. The procedure takes as input any first-step…
Functional linear regression is an important topic in functional data analysis. It is commonly assumed that samples of the functional predictor are independent realizations of an underlying stochastic process, and are observed over a grid…
We consider nonparametric estimation of the mean and covariance functions for functional/longitudinal data. Strong uniform convergence rates are developed for estimators that are local-linear smoothers. Our results are obtained in a unified…
This paper develops a point impact linear regression model in which the trajectory of a continuous stochastic process, when evaluated at a sensitive time point, is associated with a scalar response. The proposed model complements and is…
Wang and Tchetgen Tchetgen (2017) studied identification and estimation of the average treatment effect when some confounders are unmeasured. Under their identification condition, they showed that the semiparametric efficient influence…
We provide a unified approach to a method of estimation of the regression parameter in balanced linear models with a structured covariance matrix that combines a high breakdown point and bounded influence with high asymptotic efficiency at…
In this study, we focus on a generalized nonparametric scalar-on-function regression model for heterogeneously distributed and strongly mixing data. We provide almost complete convergence rates for the local linear estimator of the…
In spatio-temporal analysis, we often record data at specific time intervals but with varying spatial locations between these timepoints. We propose a conditional model to analyze such spatio-temporal data that accommodates the dependencies…
We consider nonparametric estimation of a regression function for a situation where precisely measured predictors are used to estimate the regression curve for coarsened, that is, less precise or contaminated predictors. Specifically, while…
In the nonparametric regression setting, we construct an estimator which is a continuous function interpolating the data points with high probability, while attaining minimax optimal rates under mean squared risk on the scale of H\"older…
Functional principal component analysis has been shown to be invaluable for revealing variation modes of longitudinal outcomes, which serves as important building blocks for forecasting and model building. Decades of research have advanced…
We introduce a broad class of models called semiparametric spatial point process for making inference between spatial point patterns and spatial covariates. These models feature an intensity function with both parametric and nonparametric…
We consider linear models with scalar responses and covariates from a separable Hilbert space. The aim is to detect change points in the error distribution, based on sequential residual empirical distribution functions. Expansions for those…
Fixed effect estimators of nonlinear panel data models suffer from the incidental parameter problem. This leads to two undesirable consequences in applied research: (1) point estimates are subject to large biases, and (2) confidence…
This paper presents uniform estimation and inference theory for a large class of nonparametric partitioning-based M-estimators. The main theoretical results include: (i) uniform consistency for convex and non-convex objective functions;…
There is a long-standing debate in the statistical, epidemiological and econometric fields as to whether nonparametric estimation that uses data-adaptive methods, like machine learning algorithms in model fitting, confer any meaningful…
Causal influence measures for machine learnt classifiers shed light on the reasons behind classification, and aid in identifying influential input features and revealing their biases. However, such analyses involve evaluating the classifier…
In functional linear regression, the parameters estimation involves solving a non necessarily well-posed problem and it has points of contact with a range of methodologies, including statistical smoothing, deconvolution and projection on…
Difference-in-differences (DiD) is a cornerstone of causal inference, yet extending it to functional outcomes is not a routine scalar generalization; rather, it entails three fundamental challenges in identification, inference, and…