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We address the goal of conducting inference about a smooth finite-dimensional parameter by utilizing individual-level data from various independent sources. Recent advancements have led to the development of a comprehensive theory capable…

Statistics Theory · Mathematics 2025-11-19 Ellen Graham , Marco Carone , Andrea Rotnitzky

We provide a novel characterization of semiparametric efficiency in a generic supervised learning setting where the outcome mean function -- defined as the conditional expectation of the outcome of interest given the other observed…

Methodology · Statistics 2025-04-22 Harrison H. Li

Suppose we have individual data from an internal study and various summary statistics from relevant external studies. External summary statistics have the potential to improve statistical inference for the internal population; however, it…

Methodology · Statistics 2026-02-06 Wenjie Hu , Ruoyu Wang , Wei Li , Wang Miao

Integrating probability and non-probability samples is increasingly important, yet unknown sampling mechanisms in non-probability sources complicate identification and efficient estimation. We develop semiparametric theory for dual-frame…

Methodology · Statistics 2026-01-14 Kosuke Morikawa , Jae Kwang Kim

We propose nonparametric identification and semiparametric estimation of joint potential outcome distributions in the presence of confounding. First, in settings with observed confounding, we derive tighter, covariate-informed bounds on the…

Methodology · Statistics 2026-02-19 Jianle Sun , Kun Zhang

Data analysis based on information from several sources is common in economic and biomedical studies. This setting is often referred to as the data fusion problem, which differs from traditional missing data problems since no complete data…

Methodology · Statistics 2022-04-07 Wei Li , Shanshan Luo , Wangli Xu

Many important quantities of interest are only partially identified from observable data: the data can limit them to a set of plausible values, but not uniquely determine them. This paper develops a unified framework for covariate-assisted…

Methodology · Statistics 2025-08-15 Eli Ben-Michael

In this review we cover the basics of efficient nonparametric parameter estimation (also called functional estimation), with a focus on parameters that arise in causal inference problems. We review both efficiency bounds (i.e., what is the…

Methodology · Statistics 2023-01-27 Edward H. Kennedy

We study semiparametric efficiency bounds and efficient estimation of parameters defined through general moment restrictions with missing data. Identification relies on auxiliary data containing information about the distribution of the…

Statistics Theory · Mathematics 2008-04-04 Xiaohong Chen , Han Hong , Alessandro Tarozzi

Many causal estimands are only partially identifiable since they depend on the unobservable joint distribution between potential outcomes. Stratification on pretreatment covariates can yield sharper bounds; however, unless the covariates…

Econometrics · Economics 2024-11-19 Wenlong Ji , Lihua Lei , Asher Spector

We introduce a new method for estimating the mean of an outcome variable within groups when researchers only observe the average of the outcome and group indicators across a set of aggregation units, such as geographical areas. Existing…

Methodology · Statistics 2026-05-01 Cory McCartan , Shiro Kuriwaki

As predictive algorithms grow in popularity, using the same dataset to both train and test a new model has become routine across research, policy, and industry. Sample-splitting attains valid inference on model properties by using separate…

Econometrics · Economics 2025-11-27 Bruno Fava

This paper describes three methods for carrying out non-asymptotic inference on partially identified parameters that are solutions to a class of optimization problems. Applications in which the optimization problems arise include estimation…

Methodology · Statistics 2022-12-02 Joel L. Horowitz , Sokbae Lee

The paper discusses inference techniques for semiparametric models based on suitable versions of inference functions. The text contains two parts. In the first part, we review the optimality theory for non-parametric models based on the…

Statistics Theory · Mathematics 2020-11-17 Rodrigo Labouriau

This paper studies nonparametric local (over-)identification and the semiparametric efficiency in modern causal frameworks. We develop a unified approach that begins by translating structural models with latent variables into their induced…

Econometrics · Economics 2026-03-02 Xiaohong Chen , Haitian Xie

We propose a semiparametric data fusion framework for efficient inference on survival probabilities by integrating right-censored and current status data. Existing data fusion methods focus largely on fusing right-censored data only, while…

Methodology · Statistics 2025-09-15 Xiudi Li , Sijia Li

We consider statistical inference for a finite-dimensional parameter in a regular semiparametric model under a distributed setting with blockwise missingness, where entire blocks of variables are unavailable at certain sites and sharing…

Methodology · Statistics 2025-08-26 Jingyue Huang , Huiyuan Wang , Yuqing Lei , Yong Chen

The increased availability of massive data sets provides a unique opportunity to discover subtle patterns in their distributions, but also imposes overwhelming computational challenges. To fully utilize the information contained in big…

Statistics Theory · Mathematics 2018-04-12 Stanislav Volgushev , Shih-Kang Chao , Guang Cheng

Large-scale datasets are increasingly being used to inform decision making. While this effort aims to ground policy in real-world evidence, challenges have arisen as selection bias and other forms of distribution shifts often plague…

Methodology · Statistics 2023-11-07 Santiago Cortes-Gomez , Mateo Dulce , Carlos Patino , Bryan Wilder

We aim to make inferences about a smooth, finite-dimensional parameter by fusing data from multiple sources together. Previous works have studied the estimation of a variety of parameters in similar data fusion settings, including in the…

Methodology · Statistics 2025-02-03 Sijia Li , Alex Luedtke
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