Related papers: L-Estimation Approach to Tobit Models with Endogen…
The linear coefficient in a partially linear model with confounding variables can be estimated using double machine learning (DML). However, this DML estimator has a two-stage least squares (TSLS) interpretation and may produce overly wide…
A $d$-dimensional nonparametric additive regression model with dependent observations is considered. Using the marginal integration technique and wavelets methodology, we develop a new adaptive estimator for a component of the additive…
This paper contributes to the literature on treatment effects estimation with machine learning inspired methods by studying the performance of different estimators based on the Lasso. Building on recent work in the field of high-dimensional…
We study regression discontinuity designs in which many predetermined covariates, possibly much more than the number of observations, can be used to increase the precision of treatment effect estimates. We consider a two-step estimator…
Latent variable (LV) models are widely used in psychological research to investigate relationships among unobservable constructs. When one-stage estimation of the overall LV model is challenging, two-stage factor score regression (FSR)…
The present article is devoted to the semi-parametric estimation of multivariate expectiles for extreme levels. The considered multivariate risk measures also include the possible conditioning with respect to a functional covariate,…
Motivated by modeling and analysis of mass-spectrometry data, a semi- and nonparametric model is proposed that consists of a linear parametric component for individual location and scale and a nonparametric regression function for the…
This paper addresses the estimation of locally stationary long-range dependent processes, a methodology that allows the statistical analysis of time series data exhibiting both nonstationarity and strong dependency. A time-varying…
We propose a semiparametric two-stage least square estimator for the heterogeneous treatment effects (HTE). HTE is the solution to certain integral equation which belongs to the class of Fredholm integral equations of the first kind, which…
Measuring attenuation coefficients is a fundamental problem that can be solved with diverse techniques such as X-ray or optical tomography and lidar. We propose a novel approach based on the observation of a sample from a few different…
In this paper, we focus on regression estimation in both the inductive and the transductive case. We assume that we are given a set of features (which can be a base of functions, but not necessarily). We begin by giving a deviation…
The main approach to inference for multivariate extremes consists in approximating the joint upper tail of the observations by a parametric family arising in the limit for extreme events. The latter may be expressed in terms of…
We propose a novel strategy for multivariate extreme value index estimation. In applications such as finance, volatility and risk present in the components of a multivariate time series are often driven by the same underlying factors, such…
In this article, the problem of semi-parametric inference on the parameters of a multidimensional L\'{e}vy process $L_t$ with independent components based on the low-frequency observations of the corresponding time-changed L\'{e}vy process…
In this contribution we consider localized, robust and efficient a-posteriori error estimation of the localized reduced basis multi-scale (LRBMS) method for parametric elliptic problems with possibly heterogeneous diffusion coefficient. The…
We develop sharp, testable implications for the identifying assumptions of Tobit and IV-Tobit models: linear index, (joint) normality of errors, treatment (instrument) exogeneity, and relevance. The new sharp testable equalities can detect…
As a competitive alternative to least squares regression, quantile regression is popular in analyzing heterogenous data. For quantile regression model specified for one single quantile level $\tau$, major difficulties of semiparametric…
We propose a two-stage estimation procedure for a copula-based model with semi-competing risks data, where the non-terminal event is subject to dependent censoring by the terminal event, and both events are subject to independent censoring.…
This article presents a two-stage topological algorithm for recovering an estimate of a quasiperiodic function from a set of noisy measurements. The first stage of the algorithm is a topological phase estimator, which detects the…
This paper proposes a tensor-based parameter estimation algorithm for sensing in an intelligent reflecting surface-assisted system. We present a higher-order singular value decomposition-based solution that exploits the tensor structure of…