Related papers: Center-Outward R-Estimation for Semiparametric VAR…
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…
Estimating the density of a continuous random variable X has been studied extensively in statistics, in the setting where n independent observations of X are given a priori and one wishes to estimate the density from that. Popular methods…
We study identification and estimation of endogenous linear and nonlinear regression models without excluded instrumental variables, based on the standard mean independence condition and a nonlinear relevance condition. Based on the…
We study semiparametric inference in some linear regression models with time-varying coefficients, dependent regressors and dependent errors. This problem, which has been considered recently by Zhang and Wu (2012) under the functional…
We extend balloon and sample-smoothing estimators, two types of variable-bandwidth kernel density estimators, by a shift parameter and derive their asymptotic properties. Our approach facilitates the unified study of a wide range of density…
This paper is concerned with a semiparametric partially linear regression model with unknown regression coefficients, an unknown nonparametric function for the non-linear component, and unobservable Gaussian distributed random errors. We…
Semi-functional linear regression models postulate a linear relationship between a scalar response and a functional covariate, and also include a non-parametric component involving a univariate explanatory variable. It is of practical…
This paper develops a nonparametric density estimator with parametric overtones. Suppose $f(x,\theta)$ is some family of densities, indexed by a vector of parameters $\theta$. We define a local kernel smoothed likelihood function which for…
Semiparametric models are often considered for analyzing longitudinal data for a good balance between flexibility and parsimony. In this paper, we study a class of marginal partially linear quantile models with possibly varying…
We discuss semiparametric regression when only the ranks of responses are observed. The model is $Y_i = F (\mathbf{x}_i'{\boldsymbol\beta}_0 + \varepsilon_i)$, where $Y_i$ is the unobserved response, $F$ is a monotone increasing function,…
We study semiparametric factor models in high-dimensional panels where the factor loadings consist of a nonparametric component explained by observed covariates and an idiosyncratic component capturing unobserved heterogeneity. A key…
This paper addresses the problem of face recognition when there is only few, or even only a single, labeled examples of the face that we wish to recognize. Moreover, these examples are typically corrupted by nuisance variables, both linear…
Extending to dimension 2 and higher the dual univariate concepts of ranks and quantiles has remained an open problem for more than half a century. Based on measure transportation results, a solution has been proposed recently under the name…
The paper studies distributed static parameter (vector) estimation in sensor networks with nonlinear observation models and noisy inter-sensor communication. It introduces \emph{separably estimable} observation models that generalize the…
Hjort and Glad (1995) present a method for semiparametric density estimation. Relative to the ordinary kernel density estimator, this technique performs much better when a parametric vehicle distribution fits the data, and otherwise…
In this article, we propose a new nonparametric data analysis tool, which we call nonparametric modal regression, to investigate the relationship among interested variables based on estimating the mode of the conditional density of a…
Recent work has focused on the problem of nonparametric estimation of information divergence functionals. Many existing approaches are restrictive in their assumptions on the density support set or require difficult calculations at the…
We consider high dimensional $M$-estimation in settings where the response $Y$ is possibly missing at random and the covariates $\mathbf{X} \in \mathbb{R}^p$ can be high dimensional compared to the sample size $n$. The parameter of interest…
Robins et al. (2008, 2017) applied the theory of higher order influence functions (HOIFs) to derive an estimator of the mean $\psi$ of an outcome Y in a missing data model with Y missing at random conditional on a vector X of continuous…
We investigate a semiparametric regression model where one gets noisy non linear non invertible functions of the observations. We focus on the application to bearings-only tracking. We first investigate the least squares estimator and prove…