Related papers: Two-Stage Least Squares Instrumental Variable Esti…
In practice, there often exist unobserved variables, also termed hidden variables, associated with both the response and covariates. Existing works in the literature mostly focus on linear regression with hidden variables. However, when the…
Instrumental variable (IV) regression is a standard strategy for learning causal relationships between confounded treatment and outcome variables from observational data by utilizing an instrumental variable, which affects the outcome only…
This paper introduces a new periodic fractional autoregressive process (PFAR) driven by fractional Gaussian noise (fGn) to model time series of precipitation evapotranspiration. Compared with the similar model in [\emph{Water Resources…
This paper proposes three novel test procedures that yield valid inference in an environment with many weak instrumental variables (MWIV). It is observed that the t statistic of the jackknife instrumental variable estimator (JIVE) has an…
A semi-parametric joint Value-at-Risk (VaR) and Expected Shortfall (ES) forecasting framework employing multiple realized measures is developed. The proposed framework extends the realized exponential GARCH model to be semi-parametrically…
Survival analysis is a fundamental area of focus in biomedical research, particularly in the context of personalized medicine. This prominence is due to the increasing prevalence of large and high-dimensional datasets, such as omics and…
Randomized controlled trials (RCTs) in oncology often allow control group participants to crossover to experimental treatments, a practice that, while often ethically necessary, complicates the accurate estimation of long-term treatment…
Modeling correlated or highly stratified multiple-response data becomes a common data analysis task due to modern data monitoring facilities and methods. Generalized estimating equations (GEE) is one of the popular statistical methods for…
Scaling and multiscaling financial time series have been widely studied in the literature. The research on this topic is vast and still flourishing. One way to analyze the scaling properties of time series is through the estimation of their…
LLMs increasingly require surgical model editing to enhance domain-specific capabilities without incurring the computational cost or catastrophic forgetting associated with full fine-tuning. Sparse Autoencoders (SAEs) have emerged as a…
Traditional step-stress accelerated life testing models assume that test units originate from a homogeneous population. Recently, Lu and Kateri (2025) proposed a heterogeneous cumulative exposure based SSALT model to account for the…
Learning causal relationships among a set of variables, as encoded by a directed acyclic graph, from observational data is complicated by the presence of unobserved confounders. Instrumental variables (IVs) are a popular remedy for this…
As an important problem in causal inference, we discuss the identification and estimation of treatment effects (TEs) under limited overlap; that is, when subjects with certain features belong to a single treatment group. We use a latent…
The non-Gaussian quasi maximum likelihood estimator is frequently used in GARCH models with intension to improve the efficiency of the GARCH parameters. However, unless the quasi-likelihood happens to be the true one, non-Gaussian QMLE…
Instrumental variable (IV) methods offer a valuable approach to account for outcome data missing not-at-random. A valid missing data instrument is a measured factor which (i) predicts the nonresponse process and (ii) is independent of the…
Iterative feature space optimization involves systematically evaluating and adjusting the feature space to improve downstream task performance. However, existing works suffer from three key limitations:1) overlooking differences among data…
A new empirical Bayes approach to variable selection in the context of generalized linear models is developed. The proposed algorithm scales to situations in which the number of putative explanatory variables is very large, possibly much…
A tail empirical process for heavy-tailed and right-censored data is introduced and its Gaussian approximation is established. In this context, a (weighted) new Hill-type estimator for positive extreme value index is proposed and its…
Jackknife instrumental variable estimation (JIVE) is a classic method to leverage many weak instrumental variables (IVs) to estimate linear structural models, overcoming the bias of standard methods like two-stage least squares. In this…
This paper studies the cumulative causal effects of sequential treatments in the presence of unmeasured confounders. It is a critical issue in sequential decision-making scenarios where treatment decisions and outcomes dynamically evolve…