Related papers: Bias Correction and Robust Inference in Semiparame…
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 propose a structure of a semiparametric two-component mixture model when one component is parametric and the other is defined through linear constraints on its distribution function. Estimation of a two-component mixture model with an…
We propose algorithms for addressing the bias of the posterior mean when used as an estimator of parameters. These algorithms build upon the recently proposed Bayesian infinitesimal jackknife approximation (Giordano and Broderick (2023))…
Estimating the conditional quantile of the interested variable with respect to changes in the covariates is frequent in many economical applications as it can offer a comprehensive insight. In this paper, we propose a novel semiparametric…
Item nonresponse is frequently encountered in practice. Ignoring missing data can lose efficiency and lead to misleading inference. Fractional imputation is a frequentist approach of imputation for handling missing data. However, the…
Semiparametric regression offers a flexible framework for modeling non-linear relationships between a response and covariates. A prime example are generalized additive models where splines (say) are used to approximate non-linear functional…
Classical semiparametric inference with missing outcome data is not robust to contamination of the observed data and a single observation can have arbitrarily large influence on estimation of a parameter of interest. This sensitivity is…
We study semiparametric varying-coefficient partially linear models when some linear covariates are not observed, but ancillary variables are available. Semiparametric profile least-square based estimation procedures are developed for…
We develop semiparametrically efficient inference for kernel measures of noise heterogeneity in additive noise models. In many applications, the regression function is estimated using flexible machine learning methods. Downstream procedures…
While model selection is a well-studied topic in parametric and nonparametric regression or density estimation, selection of possibly high-dimensional nuisance parameters in semiparametric problems is far less developed. In this paper, we…
We analyze bias correction methods using jackknife, bootstrap, and Taylor series. We focus on the binomial model, and consider the problem of bias correction for estimating $f(p)$, where $f \in C[0,1]$ is arbitrary. We characterize the…
We study counterfactual classification as a new tool for decision-making under hypothetical (contrary to fact) scenarios. We propose a doubly-robust nonparametric estimator for a general counterfactual classifier, where we can incorporate…
Empirical economists are often deterred from the application of fixed effects binary choice models mainly for two reasons: the incidental parameter problem and the computational challenge even in moderately large panels. Using the example…
Efficient estimation under bias sampling, censoring or truncation is a difficult question which has been partially answered and the usual estimators are not always consistent. Several biased designs are considered for models with variables…
One fundamental statistical question for research areas such as precision medicine and health disparity is about discovering effect modification of treatment or exposure by observed covariates. We propose a semiparametric framework for…
This paper focuses on a semiparametric regression model in which the response variable is explained by the sum of two components. One of them is parametric (linear), the corresponding explanatory variable is measured with additive error and…
Difficulties may arise when analyzing longitudinal data using mixed-effects models if there are nonparametric functions present in the linear predictor component. This study extends the use of semiparametric mixed-effects modeling in cases…
This study proposes a debiasing method for smooth nonparametric estimators. While machine learning techniques such as random forests and neural networks have demonstrated strong predictive performance, their theoretical properties remain…
In this paper we propose a general series method to estimate a semiparametric partially linear varying coefficient model. We establish the consistency and \sqrtn-normality property of the estimator of the finite-dimensional parameters of…
We investigate popular resampling methods for estimating the uncertainty of statistical models, such as subsampling, bootstrap and the jackknife, and their performance in high-dimensional supervised regression tasks. We provide a tight…