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It is well known that the minimax rates of convergence of nonparametric density and regression function estimation of a random variable measured with error is much slower than the rate in the error free case. Surprisingly, we show that if…

Statistics Theory · Mathematics 2019-08-21 Fei Jiang , Yanyuan Ma , Raymond J. Carroll

How should researchers analyze randomized experiments in which the main outcome is latent and measured in multiple ways but each measure contains some degree of error? We first identify a critical study-specific noncomparability problem in…

Econometrics · Economics 2026-01-13 Jiawei Fu , Donald P. Green

The estimation of parameter standard errors for semi-variogram models is challenging, given the two-step process required to fit a parametric model to spatially correlated data. Motivated by an application in the social-epidemiology, we…

Methodology · Statistics 2023-07-18 Julia Dyck , Odile Sauzet

We propose autoregressive Bayesian semi-parametric models for waiting times between recurrent events. The aim is two-fold: inference on the effect of possibly time-varying covariates on the gap times and clustering of individuals based on…

Applications · Statistics 2016-07-28 Marta Tallarita , Maria De Iorio , Alessandra Guglielmi , James Malone-Lee

We propose an iterative estimating equations procedure for analysis of longitudinal data. We show that, under very mild conditions, the probability that the procedure converges at an exponential rate tends to one as the sample size…

Statistics Theory · Mathematics 2007-12-18 Jiming Jiang , Yihui Luan , You-Gan Wang

The complexity of semiparametric models poses new challenges to statistical inference and model selection that frequently arise from real applications. In this work, we propose new estimation and variable selection procedures for the…

Statistics Theory · Mathematics 2011-03-09 Bo Kai , Runze Li , Hui Zou

In this paper we study the problem of statistical inference on the parameters of the semiparametric variance-mean mixtures. This class of mixtures has recently become rather popular in statistical and financial modelling. We design a…

Other Statistics · Statistics 2017-05-23 Denis Belomestny , Vladimir Panov

Item nonresponse is frequently encountered in practice. Ignoring missing data can lose efficiency and lead to misleading inference. Fractional imputation is a frequentist approach of imputation for handling missing data. However, the…

Methodology · Statistics 2018-09-18 Hejian Sang , Jae Kwang Kim

This paper proposes consistent estimators for transformation parameters in semiparametric models. The problem is to find the optimal transformation into the space of models with a predetermined regression structure like additive or…

Statistics Theory · Mathematics 2008-12-18 Oliver Linton , Stefan Sperlich , Ingrid Van Keilegom

We consider the analysis of continuous repeated measurement outcomes that are collected through time, also known as longitudinal data. A standard framework for analysing data of this kind is a linear Gaussian mixed-effects model within…

Methodology · Statistics 2018-04-10 Özgür Asar , David Bolin , Peter J. Diggle , Jonas Wallin

We discuss the semiparametric modeling of mark-recapture-recovery data where the temporal and/or individual variation of model parameters is explained via covariates. Typically, in such analyses a fixed (or mixed) effects parametric model…

Applications · Statistics 2015-05-21 Théo Michelot , Roland Langrock , Thomas Kneib , Ruth King

We introduce a new method of estimation of parameters in semiparametric and nonparametric models. The method is based on estimating equations that are $U$-statistics in the observations. The $U$-statistics are based on higher order…

Despite the versatility of generalized linear mixed models in handling complex experimental designs, they often suffer from misspecification and convergence problems. This makes inference on the values of coefficients problematic. To…

Methodology · Statistics 2025-03-31 Angela Andreella , Jelle Goeman , Jesse Hemerik , Livio Finos

This paper demonstrates the advantages of sharing information about unknown features of covariates across multiple model components in various nonparametric regression problems including multivariate, heteroscedastic, and semi-continuous…

Methodology · Statistics 2019-06-11 Antonio R. Linero , Debajyoti Sinha , Stuart R. Lipsitz

A full parametric and linear specification may be insufficient to capture complicated patterns in studies exploring complex features, such as those investigating age-related changes in brain functional abilities. Alternatively, a partially…

Methodology · Statistics 2024-02-07 Jia Liang , Shuo Chen , Peter Kochunov , L Elliot Hong , Chixiang Chen

We propose an approach to better inform treatment decisions at an individual level by adapting recent advances in average treatment effect estimation to conditional average treatment effect estimation. Our work is based on doubly robust…

Methodology · Statistics 2023-06-13 Aaron Fisher , Virginia Fisher

Structural failure time models are causal models for estimating the effect of time-varying treatments on a survival outcome. G-estimation and artificial censoring have been proposed to estimate the model parameters in the presence of…

Methodology · Statistics 2019-02-19 Shu Yang , Karen Pieper , Frank Cools

The paper introduces a new estimation method for the standard linear regression model. The procedure is not driven by the optimisation of any objective function rather, it is a simple weighted average of slopes from observation pairs. The…

Econometrics · Economics 2024-02-27 Felix Chan , Laszlo Matyas

A crossover trial is an efficient trial design when there is no carry-over effect. To reduce the impact of the biological carry-over effect, a washout period is often designed. However, the carry-over effect remains an outstanding concern…

Applications · Statistics 2024-03-06 Danni Shi , Ting Ye

Generalized linear models are often misspecified due to overdispersion, heteroscedasticity and ignored nuisance variables. Existing quasi-likelihood methods for testing in misspecified models often do not provide satisfactory type-I error…

Methodology · Statistics 2020-05-13 Jesse Hemerik , Jelle J Goeman , Livio Finos
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