Related papers: Two-step semiparametric empirical likelihood infer…
We study the estimation of a high dimensional approximate factor model in the presence of both cross sectional dependence and heteroskedasticity. The classical method of principal components analysis (PCA) does not efficiently estimate the…
Blockwise missing data occurs frequently when we integrate multisource or multimodality data where different sources or modalities contain complementary information. In this paper, we consider a high-dimensional linear regression model with…
When facing multivariate covariates, general semiparametric regression techniques come at hand to propose flexible models that are unexposed to the curse of dimensionality. In this work a semiparametric copula-based estimator for…
Bayesian inference provides a flexible way of combining data with prior information. However, quantile regression is not equipped with a parametric likelihood, and therefore, Bayesian inference for quantile regression demands careful…
Missing data occur frequently in empirical studies in health and social sciences, often compromising our ability to make accurate inferences. An outcome is said to be missing not at random (MNAR) if, conditional on the observed variables,…
We consider computationally-efficient estimation of population parameters when observations are subject to missing data. In particular, we consider estimation under the realizable contamination model of missing data in which an $\epsilon$…
Complex phenomena in engineering and the sciences are often modeled with computationally intensive feed-forward simulations for which a tractable analytic likelihood does not exist. In these cases, it is sometimes necessary to estimate an…
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…
Measurement errors usually arise during the longitudinal data collection process. Ignoring the effects of measurement errors will lead to invalid estimates. The Lifestyle Education for Activity and Nutrition (LEAN) study was designed to…
We study a marginal empirical likelihood approach in scenarios when the number of variables grows exponentially with the sample size. The marginal empirical likelihood ratios as functions of the parameters of interest are systematically…
Linear mixed-effects models are widely used in analyzing repeated measures data, including clustered and longitudinal data, where inferences of both fixed effects and variance components are of importance. Unlike the fixed effect inference…
In this paper, we propose a data-adaptive empirical likelihood-based approach for treatment effect estimation and inference, which overcomes the obstacle of the traditional empirical likelihood-based approaches in the high-dimensional…
In this paper, we propose improved estimation method for logistic regression based on subsamples taken according the optimal subsampling probabilities developed in Wang et al. 2018 Both asymptotic results and numerical results show that the…
The proportional hazards assumption in the commonly used Cox model for censored failure time data is often violated in scientific studies. Yang and Prentice (2005) proposed a novel semiparametric two-sample model that includes the…
As one of the most commonly seen data challenges, missing data, in particular, multiple, non-monotone missing patterns, complicates estimation and inference due to the fact that missingness mechanisms are often not missing at random, and…
To tackle massive data, subsampling is a practical approach to select the more informative data points. However, when responses are expensive to measure, developing efficient subsampling schemes is challenging, and an optimal sampling…
This paper addresses the problem of estimating the containment and similarity between two sets using only random samples from each set, without relying on sketches of full sets. The study introduces a binomial model for predicting the…
Traditional analyses of capture-recapture data are based on likelihood functions that explicitly integrate out all missing data. We use a complete data likelihood (CDL) to show how a wide range of capture-recapture models can be easily…
We introduce a new method for inference in stochastic epidemic models which uses recursive multinomial approximations to integrate over unobserved variables and thus circumvent likelihood intractability. The method is applicable to a class…
There is a growing trend among statistical agencies to explore non-probability data sources for producing more timely and detailed statistics, while reducing costs and respondent burden. Coverage and measurement error are two issues that…