Related papers: Spectral and post-spectral estimators for grouped …

We introduce a new type of estimator for the spectral tail process of a regularly varying time series. The approach is based on a characterizing invariance property of the spectral tail process, which is incorporated into the new estimator…

The telegraph process $\{X(t), t>0\}$, is supposed to be observed at $n+1$ equidistant time points $t_i=i\Delta_n,i=0,1,..., n$. The unknown value of $\lambda$, the underlying rate of the Poisson process, is a parameter to be estimated. The…

This paper considers panel data models where the conditional quantiles of the dependent variables are additively separable as unknown functions of the regressors and the individual effects. We propose two estimators of the quantile partial…

We consider efficient estimation of the Euclidean parameters in a generalized partially linear additive models for longitudinal/clustered data when multiple covariates need to be modeled nonparametrically, and propose an estimation…

In paired randomized experiments individuals in a given matched pair may differ on prognostically important covariates despite the best efforts of practitioners. We examine the use of regression adjustment as a way to correct for persistent…

This paper focuses on estimating the coefficients and average partial effects of observed regressors in nonlinear panel data models with interactive fixed effects, using the common correlated effects (CCE) framework. The proposed two-step…

Asymptotic properties of scatter estimators for elliptical graphical models are studied. Such models impose a given pattern of zeros on the inverse of the shape matrix of an elliptically distributed random vector. In particular, we…

This paper establishes asymptotic results for the maximum likelihood and restricted maximum likelihood (REML) estimators of the parameters in the nested error regression model for clustered data when both of the number of independent…

A variety of estimators for the parameters of the Generalized Pareto distribution, the approximating distribution for excesses over a high threshold, have been proposed, always assuming the underlying data to be independent. We recently…

The research is about a systematic investigation on the following issues. First, we construct different outcome regression-based estimators for conditional average treatment effect under, respectively, true (oracle), parametric,…

We propose a two-step estimating procedure for generalized additive partially linear models with clustered data using estimating equations. Our proposed method applies to the case that the number of observations per cluster is allowed to…

Post-stratification is frequently used to improve the precision of survey estimators when categorical auxiliary information is available from sources outside the survey. In natural resource surveys, such information is often obtained from…

This article proposes a novel estimator for regression coefficients in clustered data that explicitly accounts for within-cluster dependence. We study the asymptotic properties of the proposed estimator under both finite and infinite…

Several recent studies advocate the use of spectral discriminators, which evaluate the Fourier spectra of images for generative modeling. However, the effectiveness of the spectral discriminators is not well interpreted yet. We tackle this…

This paper considers the identification of dynamic treatment effects with panel data, in complex designs where the treatment may not be binary and may not be absorbing. We first show that under no-anticipation and parallel-trends…

Let $L$ be a non-negative self adjoint operator acting on $L^2(X)$ where $X$ is a space of homogeneous type. Assume that $L$ generates a holomorphic semigroup $e^{-tL}$ whose kernels $p_t(x,y)$ satisfy generalized $m$-th order Gaussian…

For long memory time series models with uncorrelated but dependent errors, we establish the asymptotic normality of the Whittle estimator under mild conditions. Our framework includes the widely used FARIMA models with GARCH-type…

Let $(X_i)_{i=1,...,n}$ be a possibly nonstationary sequence such that $\mathscr{L}(X_i)=P_n$ if $i\leq n\theta$ and $\mathscr{L}(X_i)=Q_n$ if $i>n\theta$, where $0<\theta <1$ is the location of the change-point to be estimated. We…

We consider treatment-effect estimation with a two-periods panel, where units are untreated at period one, and receive strictly positive doses at period two. First, we consider designs with some quasi-untreated units, with a period-two dose…

We consider a correlated random coefficient panel data model with two-way fixed effects and interactive fixed effects in a fixed T framework. We propose a two-way mean group (TW-MG) estimator for the expected value of the slope coefficient…