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Related papers: Nonparametric Estimation of Self- and Cross-Impact

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Counterfactual inference aims to answer retrospective "what if" questions and thus belongs to the most fine-grained type of inference in Pearl's causality ladder. Existing methods for counterfactual inference with continuous outcomes aim at…

Machine Learning · Statistics 2024-01-12 Valentyn Melnychuk , Dennis Frauen , Stefan Feuerriegel

An essential goal of program evaluation and scientific research is the investigation of causal mechanisms. Over the past several decades, causal mediation analysis has been used in medical and social sciences to decompose the treatment…

Methodology · Statistics 2016-01-15 K. C. G. Chan , K. Imai , S. C. P. Yam , Z. Zhang

Mediation analysis is widely used for exploring treatment mechanisms; however, it faces challenges when nonignorable missing confounders are present. Efficient inference of mediation effects and the efficiency loss due to nonignorable…

Methodology · Statistics 2026-04-22 Jiawei Shan , Wei Li , Chunrong Ai

In this work, we use deep unfolding to view cascaded non-linear RF systems as model-based neural networks. This view enables the direct use of a wide range of neural network tools and optimizers to efficiently identify such cascaded models.…

Signal Processing · Electrical Eng. & Systems 2020-06-02 Andreas Toftegaard Kristensen , Andreas Burg , Alexios Balatsoukas-Stimming

This paper investigates the finite sample performance of a range of parametric, semi-parametric, and non-parametric instrumental variable estimators when controlling for a fixed set of covariates to evaluate the local average treatment…

Econometrics · Economics 2022-12-15 Hugo Bodory , Martin Huber , Michael Lechner

The debiased estimator is a crucial tool in statistical inference for high-dimensional model parameters. However, constructing such an estimator involves estimating the high-dimensional inverse Hessian matrix, incurring significant…

Machine Learning · Statistics 2023-12-18 Jiyuan Tu , Weidong Liu , Xiaojun Mao , Mingyue Xu

We study a semi-/nonparametric regression model with a general form of nonclassical measurement error in the outcome variable. We show equivalence of this model to a generalized regression model. Our main identifying assumptions are a…

Econometrics · Economics 2021-06-01 Christoph Breunig , Stephan Martin

We study nonparametric regression with covariates $X$ and outcome $Y$ under random unbiased perturbations (RUPs) of the conditional distribution $Y|X$, where the marginal distribution of covariates, $P^X$, remains fixed but the conditional…

Statistics Theory · Mathematics 2025-11-27 Anna Lyubarskaja , Dominik Rothenhäusler

A model for cross-over designs with repeated measures within each period was developed. It is obtained using an extension of generalized estimating equations that includes a parametric component to model treatment effects and a…

Methodology · Statistics 2023-03-21 N. A. Cruz , O. O. Melo , C. A. Martinez

In this paper, we further develop the approach, originating in [14 (arXiv:1311.6765),20 (arXiv:1604.02576)], to "computation-friendly" hypothesis testing and statistical estimation via Convex Programming. Specifically, we focus on…

Statistics Theory · Mathematics 2018-04-16 Anatoli Juditsky , Arkadi Nemirovski

We study policy evaluation of offline contextual bandits subject to unobserved confounders. Sensitivity analysis methods are commonly used to estimate the policy value under the worst-case confounding over a given uncertainty set. However,…

Machine Learning · Statistics 2026-01-13 Kei Ishikawa , Niao He , Takafumi Kanamori

Competing risks occur in survival analysis when multiple causes of death are present. They play a prominent role in several domains extending beyond biostatistics to encompass epidemiology, actuarial sciences, and reliability theory. This…

Methodology · Statistics 2026-04-30 Claudio Del Sole , Antonio Lijoi , Igor Prünster

Estimation of mutual information between random variables has become crucial in a range of fields, from physics to neuroscience to finance. Estimating information accurately over a wide range of conditions relies on the development of…

Methodology · Statistics 2018-11-14 Houman Safaai , Arno Onken , Christopher D. Harvey , Stefano Panzeri

In the context of nonparametric Bayesian estimation a Markov chain Monte Carlo algorithm is devised and implemented to sample from the posterior distribution of the drift function of a continuously or discretely observed one-dimensional…

Computation · Statistics 2017-06-08 Frank van der Meulen , Moritz Schauer , Harry van Zanten

We develop an estimator for applications where the variable of interest is endogenous and researchers have access to aggregate instruments. Our method addresses the critical identification challenge -- unobserved confounding, which renders…

Econometrics · Economics 2024-03-19 Dmitry Arkhangelsky , Vasily Korovkin

In supervised learning, the estimation of prediction error on unlabeled test data is an important task. Existing methods are usually built on the assumption that the training and test data are sampled from the same distribution, which is…

Methodology · Statistics 2022-09-30 Hui Xu , Robert Tibshirani

Trading a financial asset pushes its price as well as the prices of other assets, a phenomenon known as cross-impact. The empirical estimation of this effect on complex financial instruments, such as derivatives, is an open problem. To…

Trading and Market Microstructure · Quantitative Finance 2022-03-30 Mehdi Tomas , Iacopo Mastromatteo , Michael Benzaquen

The popular generalized additive model framework is extended to allow both the mean curves and the response distribution to be nonparametric. The approach is demonstrated to be a flexible yet parsimonious tool for data analysis in its own…

Methodology · Statistics 2017-09-18 Alan Huang , Nanxi Zhang

In this work, we consider a multivariate regression model with one-sided errors. We assume for the regression function to lie in a general H\"{o}lder class and estimate it via a nonparametric local polynomial approach that consists of…

Statistics Theory · Mathematics 2021-02-11 Leonie Selk , Charles Tillier , Orlando Marigliano

We introduce a method for describing eigenvalue distributions of correlation matrices from multidimensional time series. Using our newly developed matrix H theory, we improve the description of eigenvalue spectra for empirical correlation…

Statistical Finance · Quantitative Finance 2025-12-01 Luan M. T. de Moraes , Antônio M. S. Macêdo , Giovani L. Vasconcelos , Raydonal Ospina
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