相关论文: Estimation of the Transformation Function in Fully…

Existing identification and estimation methods for semiparametric sample selection models rely heavily on exclusion restrictions. However, it is difficult in practice to find a credible excluded variable that has a correlation with…

Understanding the pathways whereby an intervention has an effect on an outcome is a common scientific goal. A rich body of literature provides various decompositions of the total intervention effect into pathway specific effects.…

A non-hermitian deformation of the one-dimensional transverse Ising model is shown to have the property of quasi-hermiticity. The transverse Ising chain is obtained from the starting non-hermitian Hamiltonian through a similarity…

In modeling spatial processes, a second-order stationarity assumption is often made. However, for spatial data observed on a vast domain, the covariance function often varies over space, leading to a heterogeneous spatial dependence…

Estimating function inference is indispensable for many common point process models where the joint intensities are tractable while the likelihood function is not. In this paper we establish asymptotic normality of estimating function…

This paper suggests parametrically transformed nested error regression models (TNERM), which transform the data flexibly to follow the normal linear mixed regression. We provide a procedure for estimating consistently the parameters of the…

Nonparametric regression models have recently surged in their power and popularity, accompanying the trend of increasing dataset size and complexity. While these models have proven their predictive ability in empirical settings, they are…

This paper develops a bias correction scheme for a multivariate heteroskedastic errors-in-variables model. The applicability of this model is justified in areas such as astrophysics, epidemiology and analytical chemistry, where the…

In a recent paper Birke and Bissantz (2008) considered the problem of nonparametric estimation in inverse regression models with convolution-type operators. For multivariate predictors nonparametric methods suffer from the curse of…

In this paper we propose a new test of heteroscedasticity for parametric regression models and partial linear regression models in high dimensional settings. When the dimension of covariates is large, existing tests of heteroscedasticity…

This paper investigates and extends the computationally attractive nonparametric random coefficients estimator of Fox, Kim, Ryan, and Bajari (2011). We show that their estimator is a special case of the nonnegative LASSO, explaining its…

We study the non-parametric estimation of the value ${\theta}(f )$ of a linear functional evaluated at an unknown density function f with support on $R_+$ based on an i.i.d. sample with multiplicative measurement errors. The proposed…

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…

This study considers various semiparametric difference-in-differences models under different assumptions on the relation between the treatment group identifier, time and covariates for cross-sectional and panel data. The variance lower…

Estimation of a quadratic functional over parameter spaces that are not quadratically convex is considered. It is shown, in contrast to the theory for quadratically convex parameter spaces, that optimal quadratic rules are often rate…

Triangular systems with nonadditively separable unobserved heterogeneity provide a theoretically appealing framework for the modelling of complex structural relationships. However, they are not commonly used in practice due to the need for…

There is a long-standing debate in the statistical, epidemiological and econometric fields as to whether nonparametric estimation that uses data-adaptive methods, like machine learning algorithms in model fitting, confer any meaningful…

We propose a model selection approach for covariance estimation of a multi-dimensional stochastic process. Under very general assumptions, observing i.i.d replications of the process at fixed observation points, we construct an estimator of…

Linear regressions with endogeneity are widely used to estimate causal effects. This paper studies a framework that involves two common practical issues: endogeneity of the regressors and heteroskedasticity that depends on endogenous…

Understanding Transformer-based models has attracted significant attention, as they lie at the heart of recent technological advances across machine learning. While most interpretability methods rely on running models over inputs, recent…