Related papers: Regression-Adjusted Estimation of Quantile Treatme…
Quantile regression is a technique to estimate conditional quantile curves. It provides a comprehensive picture of a response contingent on explanatory variables. In a flexible modeling framework, a specific form of the conditional quantile…
The average treatment effect (ATE), the mean difference in potential outcomes under treatment and control, is a canonical causal effect. Overlap, which says that all subjects have non-zero probability of either treatment status, is…
Estimating causal effects in a target population with unmeasured confounders is challenging, especially when instrumental variables (IVs) are unavailable. However, IVs from auxiliary populations with similar problems can help infer causal…
Various events in the nature, economics and in other areas force us to combine the study of extremes with regression and other methods. A useful tool for reducing the role of nuisance regression, while we are interested in the shape or…
In randomized experiments, the actual treatments received by some experimental units may differ from their treatment assignments. This non-compliance issue often occurs in clinical trials, social experiments, and the applications of…
This paper considers the quantile regression approach for partially linear spatial autoregressive models with possibly varying coefficients. B-spline is employed for the approximation of varying coefficients. The instrumental variable…
In this paper, we introduce a unified estimator to analyze various treatment effects in causal inference, including but not limited to the average treatment effect (ATE) and the quantile treatment effect (QTE). The proposed estimator is…
Quantile regression (QR) is a powerful tool for estimating one or more conditional quantiles of a target variable $\mathrm{Y}$ given explanatory features $\boldsymbol{\mathrm{X}}$. A limitation of QR is that it is only defined for scalar…
Generalized additive models (GAMs) play an important role in modeling and understanding complex relationships in modern applied statistics. They allow for flexible, data-driven estimation of covariate effects. Yet researchers often have a…
Flexible estimation of multiple conditional quantiles is of interest in numerous applications, such as studying the effect of pregnancy-related factors on low and high birth weight. We propose a Bayesian non-parametric method to…
This paper presents a novel probabilistic forecasting method called ensemble conformalized quantile regression (EnCQR). EnCQR constructs distribution-free and approximately marginally valid prediction intervals (PIs), which are suitable for…
Quantile regression (QR) is now widely used to analyze the effect of covariates on the conditional distribution of a response variable. It provides a more comprehensive picture of the relationship between a response and covariates compared…
The statistical efficiency of randomized clinical trials can be improved by incorporating information from baseline covariates (i.e., pre-treatment patient characteristics). This can be done in the design stage using stratified (permutated…
In this article, we study nonparametric inference for a covariate-adjusted regression function. This parameter captures the average association between a continuous exposure and an outcome after adjusting for other covariates. In…
This paper proposes valid inference tools, based on self-normalization, in time series expected shortfall regressions and, as a corollary, also in quantile regressions. Extant methods for such time series regressions, based on a bootstrap…
Vector autoregressive (VAR) models assume linearity between the endogenous variables and their lags. This assumption might be overly restrictive and could have a deleterious impact on forecasting accuracy. As a solution, we propose…
We propose a novel framework for fitting additive quantile regression models, which provides well calibrated inference about the conditional quantiles and fast automatic estimation of the smoothing parameters, for model structures as…
A regression method for proportional, or fractional, data with mixed effects is outlined, designed for analysis of datasets in which the outcomes have substantial weight at the bounds. In such cases a normal approximation is particularly…
Accurate estimation of conditional average treatment effects (CATE) is at the core of personalized decision making. While there is a plethora of models for CATE estimation, model selection is a nontrivial task, due to the fundamental…
This paper introduces new methods for constructing prediction intervals using quantile-based techniques. The procedures are developed for both classical (homoscedastic) autoregressive models and modern quantile autoregressive models. They…