Related papers: Wilks' theorem for semiparametric regressions with…
A semi-parametric, non-linear regression model in the presence of latent variables is introduced. These latent variables can correspond to unmodeled phenomena or unmeasured agents in a complex networked system. This new formulation allows…
In this paper, we apply empirical likelihood method to inference for the regression parameters in the partial functional linear regression models based on B spline. We prove that the empirical log likelihood ratio for the regression…
Consider $n$ independent measurements, with the additional information of the times at which measurements are performed. This paper deals with testing statistical hypotheses when $n$ is large and only a small amount of observations…
When predicting scalar responses in the situation where the explanatory variables are functions, it is sometimes the case that some functional variables are related to responses linearly while other variables have more complicated…
We consider the problem of inference after model selection under weak assumptions in the time series setting. Even when the data are not independent, we show that sample splitting remains asymptotically valid as long as the process…
We investigate the problem of semi-parametric maximum likelihood under constraints on summary statistics. Such a procedure results in a discrete probability distribution that maximises the likelihood among all such distributions under the…
This paper develops semiparametric methods for estimation and inference of widely used inequality measures when survey data are subject to nonignorable nonresponse, a challenging setting in which response probabilities depend on the…
In this article, we develop a semiparametric Bayesian estimation and model selection approach for partially linear additive models in conditional quantile regression. The asymmetric Laplace distribution provides a mechanism for Bayesian…
We reexamine the classical linear regression model when the model is subject to two types of uncertainty: (i) some of covariates are either missing or completely inaccessible, and (ii) the variance of the measurement error is undetermined…
We consider generalized linear regression analysis with left-censored covariate due to the lower limit of detection. Complete case analysis by eliminating observations with values below limit of detection yields valid estimates for…
We propose a new approach that combines multiple non-parametric likelihood-type components to build a data-driven approximation of the true likelihood function. Our approach is built on empirical likelihood, a non-parametric approximation…
This paper develops empirical likelihood methodology for irregularly spaced spatial data in the frequency domain. Unlike the frequency domain empirical likelihood (FDEL) methodology for time series (on a regular grid), the formulation of…
We consider a semiparametric generalized linear model and study estimation of both marginal and quantile effects in this model. We propose an approximate maximum likelihood estimator, and rigorously establish the consistency, the asymptotic…
This paper revisits the classical inference results for profile quasi maximum likelihood estimators (profile MLE) in the semiparametric estimation problem. We mainly focus on two prominent theorems: the Wilks phenomenon and Fisher expansion…
A function of the empirical characteristic function,exists for the stable distribution, which leads to a linear regression and can be used to estimate the parameters. Two approaches are often used, one to find optimal values of t, but these…
We develop semiparametric methods for estimating subgroup-specific relative vaccine efficacy against multiple viral strains in a partially vaccinated population. Focusing on observational case-only studies, we address informative…
The likelihood ratio test (LRT) is widely used for comparing the relative fit of nested latent variable models. Following Wilks' theorem, the LRT is conducted by comparing the LRT statistic with its asymptotic distribution under the…
We investigate hypothesis testing in nonparametric additive models estimated using simplified smooth backfitting (Huang and Yu, Journal of Computational and Graphical Statistics, \textbf{28(2)}, 386--400, 2019). Simplified smooth…
In causal inference, an important problem is to quantify the effects of interventions or treatments. Many studies focus on estimating the mean causal effects; however, these estimands may offer limited insight since two distributions can…
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…