相关论文: Dual divergence estimators and tests: robustness r…

A general notion of bootstrapped $\phi$-divergence estimates constructed by exchangeably weighting sample is introduced. Asymptotic properties of these generalized bootstrapped $\phi$-divergence estimates are obtained, by mean of the…

This paper proposes a new class of M-estimators that double weight for the twin problems of nonrandom treatment assignment and missing outcomes, both of which are common issues in the treatment effects literature. The proposed class is…

This paper investigates the theory of robustness against adversarial attacks. We focus on randomized classifiers (\emph{i.e.} classifiers that output random variables) and provide a thorough analysis of their behavior through the lens of…

We introduce and study a family of robust estimators for the functional logistic regression model whose robustness automatically adapts to the data thereby leading to estimators with high efficiency in clean data and a high degree of…

Good robust estimators can be tuned to combine a high breakdown point and a specified asymptotic efficiency at a central model. This happens in regression with MM- and tau-estimators among others. However, the finite-sample efficiency of…

The robustness of classifiers has become a question of paramount importance in the past few years. Indeed, it has been shown that state-of-the-art deep learning architectures can easily be fooled with imperceptible changes to their inputs.…

Sibling fixed effects (FE) models are useful for estimating causal treatment effects while offsetting unobserved sibling-invariant confounding. However, treatment estimates are biased if an individual's outcome affects their sibling's…

This paper proposes a doubly robust two-stage semiparametric difference-in-difference estimator for estimating heterogeneous treatment effects with high-dimensional data. Our new estimator is robust to model miss-specifications and allows…

Interference occurs when the treatment (or exposure) of one individual affects the outcomes of others. In some settings it may be reasonable to assume individuals can be partitioned into clusters such that there is no interference between…

Two-sample testing is a fundamental problem in statistics. Despite its long history, there has been renewed interest in this problem with the advent of high-dimensional and complex data. Specifically, in the machine learning literature,…

Doubly robust learning offers a robust framework for causal inference from observational data by integrating propensity score and outcome modeling. Despite its theoretical appeal, practical adoption remains limited due to perceived…

This article introduces a new estimator of average treatment effects under unobserved confounding in modern data-rich environments featuring large numbers of units and outcomes. The proposed estimator is doubly robust, combining outcome…

Unmeasured confounding and selection bias are often of concern in observational studies and may invalidate a causal analysis if not appropriately accounted for. Under outcome-dependent sampling, a latent factor that has causal effects on…

Classical semiparametric inference with missing outcome data is not robust to contamination of the observed data and a single observation can have arbitrarily large influence on estimation of a parameter of interest. This sensitivity is…

In the item response theory (IRT) literature, differential test functioning (DTF) has been conceptualized in terms of how the test response function differs over groups of respondents. This paper presents an alternative approach to DTF that…

This note introduces a doubly robust (DR) estimator for regression discontinuity (RD) designs. RD designs provide a quasi-experimental framework for estimating treatment effects, where treatment assignment depends on whether a running…

Missing data and confounding are two problems researchers face in observational studies for comparative effectiveness. Williamson et al. (2012) recently proposed a unified approach to handle both issues concurrently using a multiply-robust…

Depth notions in regression have been systematically proposed and examined in Zuo (2018). One of the prominent advantages of notion of depth is that it can be directly utilized to introduce median-type deepest estimating functionals (or…

Analyzing polytomous response from a complex survey scheme, like stratified or cluster sampling is very crucial in several socio-economics applications. We present a class of minimum quasi weighted density power divergence estimators for…

Many standard estimators such as several maximum likelihood estimators or the empirical estimator for any law-invariant convex risk measure are not (qualitatively) robust in the classical sense. However, these estimators may nevertheless…