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We consider an estimation problem of expected functionals of a general random element that values in a metric space. If the functional forms an explicit function of some unknown parameters, we can estimate it by plugging-in a suitable…

Statistics Theory · Mathematics 2020-09-02 Yasutaka Shimizu

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

In this paper we give a brief review of semiparametric theory, using as a running example the common problem of estimating an average causal effect. Semiparametric models allow at least part of the data-generating process to be unspecified…

Methodology · Statistics 2017-09-20 Edward H. Kennedy

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…

Methodology · Statistics 2026-05-29 Junzhu Nie , Chengxiu Ling , Mengfei Ran

Many standard estimators, when applied to adaptively collected data, fail to be asymptotically normal, thereby complicating the construction of confidence intervals. We address this challenge in a semi-parametric context: estimating the…

Statistics Theory · Mathematics 2025-03-04 Licong Lin , Koulik Khamaru , Martin J. Wainwright

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…

Methodology · Statistics 2025-09-24 Xindi Lin , Bumjun Park , Christopher Zahasky , Hyunseung Kang

A semiparametric copula-based two-part quantile regression framework is developed for the analysis of semicontinuous outcomes characterized by a point mass at zero and a continuous positive component. The proposed approach models the…

Methodology · Statistics 2026-03-17 Guanjie Lyu , Mohamed Belalia , Abdulkadir Hussein

We propose a general method for constructing confidence intervals and statistical tests for single or low-dimensional components of a large parameter vector in a high-dimensional model. It can be easily adjusted for multiplicity taking…

Statistics Theory · Mathematics 2014-06-24 Sara van de Geer , Peter Bühlmann , Ya'acov Ritov , Ruben Dezeure

In this paper, we study the estimation for a partial-linear single-index model. A two-stage estimation procedure is proposed to estimate the link function for the single index and the parameters in the single index, as well as the…

Methodology · Statistics 2009-05-14 Jane-Ling Wang , Liugen Xue , Lixing Zhu , Yun Sam Chong

We study the semiparametric efficient estimation of a class of linear functionals in settings where a complete multivariate dataset is supplemented by additional datasets recording subsets of the variables of interest. These datasets are…

Statistics Theory · Mathematics 2025-06-19 Thomas B. Berrett

When the response mechanism is believed to be not missing at random (NMAR), a valid analysis requires stronger assumptions on the response mechanism than standard statistical methods would otherwise require. Semiparametric estimators have…

Methodology · Statistics 2020-05-08 Kosuke Morikawa , Jae Kwang Kim

This paper aims to front with dimensionality reduction in regression setting when the predictors are a mixture of functional variable and high-dimensional vector. A flexible model, combining both sparse linear ideas together with…

Statistics Theory · Mathematics 2024-01-29 Silvia Novo , Germán Aneiros , Philippe Vieu

In fitting a mixture of linear regression models, normal assumption is traditionally used to model the error and then regression parameters are estimated by the maximum likelihood estimators (MLE). This procedure is not valid if the normal…

Methodology · Statistics 2018-11-06 Yanyuan Ma , Shaoli Wang , Lin Xu , Weixin Yao

We propose a generalized functional linear regression model for a regression situation where the response variable is a scalar and the predictor is a random function. A linear predictor is obtained by forming the scalar product of the…

Statistics Theory · Mathematics 2007-06-13 Hans-Georg Muller , Ulrich Stadtmuller

Quantitative studies in many fields involve the analysis of multivariate data of diverse types, including measurements that we may consider binary, ordinal and continuous. One approach to the analysis of such mixed data is to use a copula…

Statistics Theory · Mathematics 2007-06-13 Peter D. Hoff

We consider a joint asymptotic framework for studying semi-nonparametric regression models where (finite-dimensional) Euclidean parameters and (infinite-dimensional) functional parameters are both of interest. The class of models in…

Statistics Theory · Mathematics 2015-06-04 Guang Cheng , Zuofeng Shang

A model-assisted semiparametric method of estimating finite population totals is investigated to improve the precision of survey estimators by incorporating multivariate auxiliary information. The proposed superpopulation model is a…

Methodology · Statistics 2019-03-19 Lily Wang

Integrating probability and non-probability samples is increasingly important, yet unknown sampling mechanisms in non-probability sources complicate identification and efficient estimation. We develop semiparametric theory for dual-frame…

Methodology · Statistics 2026-01-14 Kosuke Morikawa , Jae Kwang Kim

The authors propose a robust semi-parametric empirical likelihood method to integrate all available information from multiple samples with a common center of measurements. Two different sets of estimating equations are used to improve the…

Methodology · Statistics 2012-10-03 Hsiao-Hsuan Wang , Yuehua Wu , Yuejiao Fu , Xiaogang Wang

When the target variable exhibits a semicontinuous behaviour (i.e. a point mass in a single value and a continuous distribution elsewhere) parametric `two-part regression models' have been extensively used and investigated. In this paper, a…

Methodology · Statistics 2014-08-14 Emanuela Dreassi , Emilia Rocco