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This paper focuses on vector-valued composite functionals, which may be nonlinear in probability. Our primary goal is to establish central limit theorems for these functionals when mixed estimators are employed. Our study is relevant to the…

Statistics Theory · Mathematics 2025-01-09 Huihui Chen , Darinka Dentcheva , Yang Lin , Gregory J. Stock

Applied Difference-in-Differences studies often involve outcomes that are discrete, mixed, censored, or otherwise non-continuously distributed, while policy questions frequently concern distributional effects rather than mean effects alone.…

Econometrics · Economics 2026-05-22 Nelly K. Djuazon , Emmanuel Selorm Tsyawo

We construct the generalized entropy optimized by a given arbitrary statistical distribution with a finite linear expectation value of a random quantity of interest. This offers, via the maximum entropy principle, a unified basis for a…

Statistical Mechanics · Physics 2009-11-07 Sumiyoshi Abe

In many problems of classical analysis extremal configurations appear to exhibit complicated fractal structure. This makes it much harder to describe extremals and to attack such problems. Many of these problems are related to the…

Complex Variables · Mathematics 2009-10-13 D. Beliaev , S. Smirnov

Estimation and inference for the Average Treatment Effect (ATE) is a cornerstone of causal inference and often serves as the foundation for developing procedures for more complicated settings. Although traditionally analyzed in a batch…

Machine Learning · Statistics 2025-02-10 Ojash Neopane , Aaditya Ramdas , Aarti Singh

This paper discusses the fundamental principles of causal inference - the area of statistics that estimates the effect of specific occurrences, treatments, interventions, and exposures on a given outcome from experimental and observational…

Methodology · Statistics 2021-12-03 Francesca Dominici , Falco J. Bargagli-Stoffi , Fabrizia Mealli

In this paper, we develop a quantile functional regression modeling framework that models the distribution of a set of common repeated observations from a subject through the quantile function, which is regressed on a set of covariates to…

Methodology · Statistics 2017-11-02 Hojin Yang , Veerabhadran Baladandayuthapani , Jeffrey S. Morris

Bayesian inference requires specification of a single, precise prior distribution, whereas frequentist inference only accommodates a vacuous prior. Since virtually every real-world application falls somewhere in between these two extremes,…

Methodology · Statistics 2023-09-26 Ryan Martin

Generalized dimensions of multifractal measures are usually seen as static objects, related to the scaling properties of suitable partition functions, or moments of measures of cells. When these measures are invariant for the flow of a…

Dynamical Systems · Mathematics 2019-10-02 Théophile Caby , Davide Faranda , Giorgio Mantica , Sandro Vaienti , Pascal Yiou

We study regression adjustment with general function class approximations for estimating the average treatment effect in the design-based setting. Standard regression adjustment involves bias due to sample re-use, and this bias leads to…

Methodology · Statistics 2023-11-17 Fangzhou Su , Wenlong Mou , Peng Ding , Martin J. Wainwright

We extend the problem of obtaining an estimator for the finite population mean parameter incorporating complete auxiliary information through calibration estimation in survey sampling but considering a functional data framework. The…

Statistics Theory · Mathematics 2013-02-06 Santiago Gallón , Jean-Michel Loubes , Fabrice Gamboa

Although much research has been devoted to extremal problems on non-overlapping domains little is known about all solutions of this problems. We generalized some of this problems on the case of more general systems of points. It was solved…

Geometric Topology · Mathematics 2011-11-01 I. V. Denega

We propose a new factor analysis framework and estimators of the factors and loadings that are robust to certain weak factors in a large $N$ and large $T$ setting. Our framework, by simultaneously considering all quantile levels of the…

Econometrics · Economics 2026-02-20 Songnian Chen , Junlong Feng

Non-Euclidean data become more prevalent in practice, necessitating the development of a framework for statistical inference analogous to that for Euclidean data. Quantile is one of the most important concepts in traditional statistical…

Statistics Theory · Mathematics 2024-03-20 Hang Liu , Xueqin Wang , Jin Zhu , Heping Zhang

In this paper, we consider a generic scheme that allows building weighted versions of various quantile estimators, such as traditional quantile estimators based on linear interpolation of two order statistics, the Harrell-Davis quantile…

Methodology · Statistics 2023-04-17 Andrey Akinshin

We endeavour to estimate numerous multi-dimensional means of various probability distributions on a common space based on independent samples. Our approach involves forming estimators through convex combinations of empirical means derived…

Machine Learning · Statistics 2025-03-11 Gilles Blanchard , Jean-Baptiste Fermanian , Hannah Marienwald

Much of uncertainty quantification to date has focused on determining the effect of variables modeled probabilistically, and with a known distribution, on some physical or engineering system. We develop methods to obtain information on the…

Numerical Analysis · Mathematics 2015-03-19 Kamaljit Chowdhary , Paul Dupuis

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

We investigate the theory of finite observables, i.e., resolutions of the finite-dimensional identity by means of positive operators, that have a physical interpretation in terms of measurement schemes. We focus on extremal and rank-one…

Quantum Physics · Physics 2019-07-01 Heinz-Jürgen Schmidt

Generalized quantum instruments correspond to measurements where the input and output are either states or more generally quantum circuits. These measurements describe any quantum protocol including games, communications, and algorithms.…

Quantum Physics · Physics 2011-08-31 Giacomo Mauro D'Ariano , Paolo Perinotti , Michal Sedlak