English
Related papers

Related papers: Wilks' theorem for semiparametric regressions with…

200 papers

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…

Machine Learning · Statistics 2018-06-29 Jonathan Mei , José M. F. Moura

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…

Methodology · Statistics 2017-11-02 Mingao Yuan , Yue Zhang

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…

Methodology · Statistics 2018-09-26 Emanuele Dolera , Stefano Favaro , Andrea Bulgarelli , Alessio Aboudan

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…

Methodology · Statistics 2012-11-29 Heng Lian

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…

Statistics Theory · Mathematics 2019-02-27 Robert Lunde

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…

Statistics Theory · Mathematics 2020-07-21 Subhro Ghosh , Sanjay Chaudhuri

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…

Econometrics · Economics 2026-01-16 Xinyu Wang , Chunlin Wang , Tao Yu , Pengfei Li

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…

Computation · Statistics 2013-07-11 Yuao Hu , Kaifeng Zhao , Heng Lian

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…

Statistics Theory · Mathematics 2021-08-05 Shuzhen Yang , Jianfeng Yao

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…

Methodology · Statistics 2014-12-09 Shengchun Kong , Bin Nan

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…

Methodology · Statistics 2017-12-15 Adam Jaeger , Nicole Lazar

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…

Statistics Theory · Mathematics 2015-03-18 Soutir Bandyopadhyay , Soumendra N. Lahiri , Daniel J. Nordman

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…

Methodology · Statistics 2022-04-06 Seong-ho Lee , Yanyuan Ma , Elvezio Ronchetti

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…

Statistics Theory · Mathematics 2014-06-18 Andreas Andresen , Vladimir Spokoiny

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…

Computation · Statistics 2018-11-06 J. Martin van Zyl

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…

Methodology · Statistics 2025-03-12 Lars van der Laan , Peter B. Gilbert

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…

Statistics Theory · Mathematics 2025-01-08 Yunxiao Chen , Irini Moustaki , Haoran Zhang

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…

Statistics Theory · Mathematics 2022-09-16 Suneel Babu Chatla

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…

Methodology · Statistics 2024-11-05 Archer Gong Zhang , Nancy Reid , Qiang Sun

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…

Statistics Theory · Mathematics 2008-12-17 Elisabeth Gassiat , Benoit Landelle