Related papers: LocalCop: An R package for local likelihood infere…
We develop a predictive inference procedure that combines conformal prediction (CP) with unconditional quantile regression (QR) -- a commonly used tool in econometrics that involves regressing the recentered influence function (RIF) of the…
Copulas are functions that describe dependence structures of random vectors, without describing their univariate marginals. In statistics, the separation is sometimes useful, the quality and/or quantity of available information on these two…
This paper considers a proportional hazards model, which allows one to examine the extent to which covariates interact nonlinearly with an exposure variable, for analysis of lifetime data. A local partial-likelihood technique is proposed to…
The LOCAL model is among the main models for studying locality in the framework of distributed network computing. This model is however subject to pertinent criticisms, including the facts that all nodes wake up simultaneously, perform in…
We introduce a copula mixture model to perform dependency-seeking clustering when co-occurring samples from different data sources are available. The model takes advantage of the great flexibility offered by the copulas framework to extend…
The R Package IBMPopSim aims to simulate the random evolution of heterogeneous populations using stochastic Individual-Based Models (IBMs). The package enables users to simulate population evolution, in which individuals are characterized…
We present BKP, a user-friendly and extensible R package that implements the Beta Kernel Process (BKP) -- a fully nonparametric and computationally efficient framework for modeling spatially varying binomial probabilities. The BKP model…
Contextual bandit algorithms are increasingly replacing non-adaptive A/B tests in e-commerce, healthcare, and policymaking because they can both improve outcomes for study participants and increase the chance of identifying good or even…
Misclassified binary outcome or mediator variables can cause unpredictable bias in resulting parameter estimates. As more datasets that were not originally collected for research purposes are being used for studies in the social and health…
In a world with data that change rapidly and abruptly, it is important to detect those changes accurately. In this paper we describe an R package implementing a generalized version of an algorithm recently proposed by Hocking et al. [2020]…
We prove a general structural theorem for a wide family of local algorithms, which includes property testers, local decoders, and PCPs of proximity. Namely, we show that the structure of every algorithm that makes $q$ adaptive queries and…
CensSpatial is an R package for analyzing spatial censored data through linear models. It offers a set of tools for simulating, estimating, making predictions, and performing local influence diagnostics for outlier detection. The package…
fixest is an R package for fast and flexible econometric estimation. It provides a unified framework for applied research, with comprehensive support for a diverse class of models: ordinary least squares, instrumental variables, generalized…
Large language models demonstrate strong capabilities in code generation but struggle to navigate complex, multi-language repositories to locate relevant code. Effective code localization requires understanding both organizational context…
OpenCAEPoro is a parallel numerical simulation software developed in C++ for simulating multiphase and multicomponent flows in porous media. The software utilizes a set of general-purpose compositional model equations, enabling it to handle…
We propose local polynomial estimators for the conditional mean of a continuous response when only pooled response data are collected under different pooling designs. Asymptotic properties of these estimators are investigated and compared.…
Regular vine distributions which constitute a flexible class of multivariate dependence models are discussed. Since multivariate copulae constructed through pair-copula decompositions were introduced to the statistical community, interest…
This work presents a guide for the use of some of the functions of the R package "multiColl" for the detection of near multicollinearity. The main contribution, in comparison to other existing packages in R or other econometric software, is…
The semivarying coefficient models are widely used in the application of finance, economics, medical science and many other areas. The functional coefficients are commonly estimated by local smoothing methods, e.g. local linear estimator.…
The past decade has seen an increasing body of literature devoted to the estimation of causal effects in network-dependent data. However, the validity of many classical statistical methods in such data is often questioned. There is an…