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In recent medical studies, the combination of longitudinal measurements with time-to-event data has increased the demand for more sophisticated models without unbiased estimates. Joint models for longitudinal and survival data have been…

Methodology · Statistics 2025-08-01 Dionisio Silva Neto , Denis Rustand , Haavard Rue , Danilo Alvares , Vera L. Tomazella

We present a spectrogram separation method tailored for mixtures comprising two nonstationary components. By exploiting the unique characteristics of their time-frequency representations, we propose an inverse problem formulation to…

Signal Processing · Electrical Eng. & Systems 2024-06-26 Adrien Meynard , Ama Marina Kreme

In mixed longitudinal studies, a group of subjects enter the study at different ages (cross-sectional) and are followed for successive years (longitudinal). In the context of such studies, we consider nonparametric covariance estimation…

Methodology · Statistics 2020-12-02 Anru R. Zhang , Kehui Chen

This paper studies the identification, estimation, and inference of long-term (binary) treatment effect parameters when balanced panel data is not available, or consists of only a subset of the available data. We develop a new estimator:…

Econometrics · Economics 2025-02-04 Christophe Bellégo , David Benatia , Vincent Dortet-Bernardet

We consider nonparametric estimation of cure-rate based on mixture model under Case-1 interval censoring. We show that the nonparametric maximum-likelihood estimator (NPMLE) of cure-rate is non-unique as well as inconsistent, and propose…

Statistics Theory · Mathematics 2007-06-13 Arusharka Sen , Fang Tan

We study nonparametric estimation for the partially conditional average treatment effect, defined as the treatment effect function over an interested subset of confounders. We propose a hybrid kernel weighting estimator where the weights…

Methodology · Statistics 2021-03-08 Jiayi Wang , Raymond K. W. Wong , Shu Yang , Kwun Chuen Gary Chan

Precision medicine promises to transform health care by offering individualised treatments that dramatically improve clinical outcomes. A necessary prerequisite is to identify subgroups of patients who respond differently to different…

Machine Learning · Computer Science 2026-03-03 Adam Marcus , Paul Agapow

This paper considers the problem of estimating the population spectral distribution from a sample covariance matrix in large dimensional situations. We generalize the contour-integral based method in Mestre (2008) and present a local moment…

Methodology · Statistics 2013-02-05 Weiming Li , Jianfeng Yao

Estimation of actual errors from the residue in iterative solutions is necessary for efficient solution of large problems when their condition number is much larger than one. Such estimators for conjugate gradient algorithms used to solve…

Numerical Analysis · Mathematics 2014-06-27 Aashish Vishwakarma , Murugesan Venkatapathi

The article is devoted to the nonparametric estimation of the quadratic covariation of non-synchronously observed It\^o processes in an additive microstructure noise model. In a high-frequency setting, we aim at establishing an asymptotic…

Statistics Theory · Mathematics 2011-06-22 Markus Bibinger

Nonparametric maximum likelihood estimators (MLEs) in inverse problems often have non-normal limit distributions, like Chernoff's distribution. However, if one considers smooth functionals of the model, with corresponding functionals of the…

Statistics Theory · Mathematics 2023-10-24 Piet Groeneboom

We study nonparametric distance-based (isotropic) local polynomial methods for estimating the boundary average treatment effect curve, a causal functional that captures treatment effect heterogeneity in boundary discontinuity designs. We…

Econometrics · Economics 2026-05-26 Matias D. Cattaneo , Rocio Titiunik , Ruiqi Rae Yu

In a mixed generalized linear model, the goal is to learn multiple signals from unlabeled observations: each sample comes from exactly one signal, but it is not known which one. We consider the prototypical problem of estimating two…

Statistics Theory · Mathematics 2026-01-12 Yihan Zhang , Marco Mondelli , Ramji Venkataramanan

In the present paper we consider the varying coefficient model which represents a useful tool for exploring dynamic patterns in many applications. Existing methods typically provide asymptotic evaluation of precision of estimation…

Statistics Theory · Mathematics 2013-02-07 Olga Klopp , Marianna Pensky

We propose nonparametric estimation of divergence measures between continuous distributions. Our approach is based on a plug-in kernel- type estimators of density functions. We give the uniform in bandwidth consistency for the proposal…

Methodology · Statistics 2014-06-24 Papa Ngom , Hamza Dhaker , Pierre Mendy , El Hadji Deme

Common causal estimands include the average treatment effect (ATE), the average treatment effect of the treated (ATT), and the average treatment effect on the controls (ATC). Using augmented inverse probability weighting methods, parametric…

Methodology · Statistics 2022-09-23 Roland A. Matsouaka , Yi Liu , Yunji Zhou

A two-class mixture model, where the density of one of the components is known, is considered. We address the issue of the nonparametric adaptive estimation of the unknown probability density of the second component. We propose a randomly…

Statistics Theory · Mathematics 2021-02-08 Gaelle Chagny , Antoine Channarond , Van Ha Hoang , Angelina Roche

In randomized experiments, adjusting for observed features when estimating treatment effects has been proposed as a way to improve asymptotic efficiency. However, only linear regression has been proven to form an estimate of the average…

Methodology · Statistics 2022-04-13 Peter L. Cohen , Colin B. Fogarty

Averaging provides an alternative to bandwidth selection for density kernel estimation. We propose a procedure to combine linearly several kernel estimators of a density obtained from different, possibly data-driven, bandwidths. The method…

Statistics Theory · Mathematics 2019-11-05 O. Chernova , F. Lavancier , P. Rochet

Caliper matching is used to estimate causal effects of a binary treatment from observational data by comparing matched treated and control units. Units are matched when their propensity scores, the conditional probability of receiving…

Statistics Theory · Mathematics 2023-04-18 Máté Kormos , Stéphanie van der Pas , Aad van der Vaart