Nonparametric augmented probability weighting with sparsity
From MaRDI portal
Recommendations
- Nonparametric imputation method for nonresponse in surveys
- Mean response estimation with missing response in the presence of high-dimensional covariates
- Survey Nonresponse Adjustments for Estimates of Means
- Nonresponse weighting adjustment using estimated response probability
- Estimation of a finite population mean under random nonresponse using kernel weights
Cites work
- A knockoff filter for high-dimensional selective inference
- Asymptotic Statistics
- Blockwise sparse regression
- Bounded, efficient and doubly robust estimation with inverse weighting
- Component selection and smoothing in multivariate nonparametric regression
- Consistency of Support Vector Machines and Other Regularized Kernel Classifiers
- Consistent selection of tuning parameters via variable selection stability
- Demystifying double robustness: a comparison of alternative strategies for estimating a population mean from incomplete data
- Derivative reproducing properties for kernel methods in learning theory
- Double/debiased machine learning for treatment and structural parameters
- Doubly Robust Inference when Combining Probability and Non-Probability Samples with High Dimensional Data
- Efficient Augmented Inverse Probability Weighted Estimation in Missing Data Problems
- Efficient kernel-based variable selection with sparsistency
- Estimation of Regression Coefficients When Some Regressors Are Not Always Observed
- Estimation with missing data: beyond double robustness
- Forward regression for ultra-high dimensional variable screening
- Functions of positive and negative type, and their connection with the theory of integral equations.
- Gradient-based kernel dimension reduction for regression
- High dimensional ordinary least squares projection for screening variables
- High-dimensional Ising model selection using \(\ell _{1}\)-regularized logistic regression
- Highly efficient aggregate unbiased estimating functions approach for correlated data with missing at random
- scientific article; zbMATH DE number 6823187 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Inference and missing data
- Inverse Probability Tilting for Moment Condition Models with Missing Data
- Inverse probability weighted estimation for general missing data problems
- Learning theory estimates via integral operators and their approximations
- Likelihood-based selection and sharp parameter estimation
- Logistic regression: from art to science
- Matching on the estimated propensity score
- Measure Theory and Probability Theory
- Model Selection and Estimation in Regression with Grouped Variables
- Model selection through sparse maximum likelihood estimation for multivariate Gaussian or binary data
- Model-assisted inference for treatment effects using regularized calibrated estimation with high-dimensional data
- Model-free variable selection in reproducing kernel Hilbert space
- Nonparametric independence screening in sparse ultra-high-dimensional additive models
- Nonparametric sparsity and regularization
- On constrained and regularized high-dimensional regression
- On quantile regression in reproducing kernel Hilbert spaces with the data sparsity constraint
- Oracle inequalities for sparse additive quantile regression in reproducing kernel Hilbert space
- Prior Elicitation, Variable Selection and Bayesian Computation for Logistic Regression Models
- Regularization in kernel learning
- Robust and efficient estimation for the treatment effect in causal inference and missing data problems
- Robust estimation of causal effects via a high-dimensional covariate balancing propensity score
- Semiparametric estimating equations inference with nonignorable missing data
- Sobolev norm learning rates for regularized least-squares algorithms
- Strong oracle optimality of folded concave penalized estimation
- Support Vector Machines
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- The Adaptive Lasso and Its Oracle Properties
- The central role of the propensity score in observational studies for causal effects
- The Group Lasso for Logistic Regression
- Variable selection in nonparametric additive models
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
This page was built for publication: Nonparametric augmented probability weighting with sparsity
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6554241)