English
Related papers

Related papers: Nonparametric inference about mean functionals of …

200 papers

We provide a theoretical foundation for non-parametric estimation of functions of random variables using kernel mean embeddings. We show that for any continuous function $f$, consistent estimators of the mean embedding of a random variable…

Machine Learning · Statistics 2018-06-04 Carl-Johann Simon-Gabriel , Adam Ścibior , Ilya Tolstikhin , Bernhard Schölkopf

Nonparametric regression imputation is commonly used in missing data analysis. However, it suffers from the ``curse of dimension". The problem can be alleviated by the explosive sample size in the era of big data, while the large-scale data…

Methodology · Statistics 2023-09-26 Ruoyu Wang , Miaomiao Su , Qihua Wang

In practice, data often contain discrete variables. But most of the popular nonparametric estimation methods have been developed in a purely continuous framework. A common trick among practitioners is to make discrete variables continuous…

Methodology · Statistics 2018-01-08 Thomas Nagler

We consider a Nonparametric Empirical Bayes (NPEB) framework. Let $Y_i$ be random variables, $Y_i \sim f(y|\theta_i)$, $i=1,...,n$, where $\theta_i \sim G$, and $\theta_i \in \Theta$ are independent. The variables $Y_i $ are conditionally…

Statistics Theory · Mathematics 2025-11-20 Eitan Greenshtein

We present a general principle for estimating a regression function nonparametrically, allowing for a wide variety of data filtering, for example, repeated left truncation and right censoring. Both the mean and the median regression cases…

Statistics Theory · Mathematics 2011-02-10 Oliver Linton , Enno Mammen , Jens Perch Nielsen , Ingrid Van Keilegom

We study semiparametric efficiency bounds and efficient estimation of parameters defined through general moment restrictions with missing data. Identification relies on auxiliary data containing information about the distribution of the…

Statistics Theory · Mathematics 2008-04-04 Xiaohong Chen , Han Hong , Alessandro Tarozzi

We address the challenge of estimation in the context of constant linear effect models with dense functional responses. In this framework, the conditional expectation of the response curve is represented by a linear combination of…

Methodology · Statistics 2024-10-07 Pratim Guha Niyogi , Ping-Shou Zhong

We propose a general semi-supervised inference framework focused on the estimation of the population mean. As usual in semi-supervised settings, there exists an unlabeled sample of covariate vectors and a labeled sample consisting of…

Methodology · Statistics 2018-08-15 Anru Zhang , Lawrence D. Brown , T. Tony Cai

We consider estimation of mean and covariance functions of functional snippets, which are short segments of functions possibly observed irregularly on an individual specific subinterval that is much shorter than the entire study interval.…

Methodology · Statistics 2020-06-08 Zhenhua Lin , Jane-Ling Wang

We consider the problem of estimating smooth integrated functionals of a monotone nonincreasing density $f$ on $[0,\infty)$ using the nonparametric maximum likelihood based plug-in estimator. We find the exact asymptotic distribution of…

Statistics Theory · Mathematics 2019-04-16 Rajarshi Mukherjee , Bodhisattva Sen

This paper examines the problem of nonparametric testing for the no-effect of a random covariate (or predictor) on a functional response. This means testing whether the conditional expectation of the response given the covariate is almost…

Statistics Theory · Mathematics 2014-11-25 Valentin Patilea , Cesar Sanchez-Sellero , Matthieu Saumard

Estimating population quantities such as mean outcomes from user feedback is fundamental to platform evaluation and social science, yet feedback is often missing not at random (MNAR): users with stronger opinions are more likely to respond,…

Machine Learning · Statistics 2026-02-19 Hongyu Chen , David Simchi-Levi , Ruoxuan Xiong

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

Data can be assumed to be continuous functions defined on an infinite-dimensional space for many phenomena. However, the infinite-dimensional data might be driven by a small number of latent variables. Hence, factor models are relevant for…

Methodology · Statistics 2022-05-18 Israel Martínez-Hernández , Jesús Gonzalo , Graciela González-Farías

Although randomized experiments are widely regarded as the gold standard for estimating causal effects, missing data of the pretreatment covariates makes it challenging to estimate the subgroup causal effects. When the missing data…

Statistics Theory · Mathematics 2014-01-08 Peng Ding , Zhi Geng

We study a semi-/nonparametric regression model with a general form of nonclassical measurement error in the outcome variable. We show equivalence of this model to a generalized regression model. Our main identifying assumptions are a…

Econometrics · Economics 2021-06-01 Christoph Breunig , Stephan Martin

Non-parametric inference for functional data over two-dimensional domains entails additional computational and statistical challenges, compared to the one-dimensional case. Separability of the covariance is commonly assumed to address these…

Methodology · Statistics 2021-03-19 Tomas Masak , Tomas Rubin , Victor Panaretos

With nonignorable missing data, likelihood-based inference should be based on the joint distribution of the study variables and their missingness indicators. These joint models cannot be estimated from the data alone, thus requiring the…

Statistics Theory · Mathematics 2017-01-06 Mauricio Sadinle , Jerome P. Reiter

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

Statistical inference with nonresponse is quite challenging, especially when the response mechanism is nonignorable. The existing methods often require correct model specifications for both outcome and response models. However, due to…

Methodology · Statistics 2018-09-12 Hejian Sang , Kosuke Morikawa