Introduction to empirical processes and semiparametric inference

From MaRDI portal
Publication:2465368

zbMath1180.62137MaRDI QIDQ2465368

Michael R. Kosorok

Publication date: 3 January 2008

Published in: Springer Series in Statistics (Search for Journal in Brave)




Related Items

A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing, Lasso-driven inference in time and space, Nonparametric inference of gradual changes in the jump behaviour of time-continuous processes, Asymptotic theory for relative-risk models with missing time-dependent covariates, Asymptotics for \(p\)-value based threshold estimation under repeated measurements, Optimal-order bounds on the rate of convergence to normality in the multivariate delta method, Estimating duration distribution aided by auxiliary longitudinal measures in presence of missing time origin, A varying-coefficient model for gap times between recurrent events, On empirical estimation of mode based on weakly dependent samples, Comparison of symmetry tests against some skew-symmetric alternatives in i.i.d. and non-i.i.d. setting, Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals, On asymptotically optimal tests under loss of identifiability in semiparametric models, Expectile asymptotics, A partially linear framework for massive heterogeneous data, Asymmetric Laplace regression: maximum likelihood, maximum entropy and quantile regression, Testing for uniform stochastic ordering via empirical likelihood, Spline-based semiparametric estimation of a zero-inflated Poisson regression single-index model, Uniform in bandwidth consistency of nonparametric regression based on copula representation, Multivariate failure times regression with a continuous auxiliary covariate, A lack-of-fit test for generalized linear models via single-index techniques, A linear varying coefficient ARCH-M model with a latent variable, Sieve maximum likelihood estimation for the proportional hazards model under informative censoring, Efficient and robust tests for semiparametric models, On the sign consistency of the Lasso for the high-dimensional Cox model, Two bootstrap strategies for a \(k\)-problem up to location-scale with dependent samples, Nonparametric inference on Lévy measures and copulas, Exchangeably weighted bootstraps of empirical estimators of a semi-Markov kernel, Solving optimal stopping problems via empirical dual optimization, Semiparametric estimation of a two-component mixture of linear regressions in which one component is known, On the local and stratified likelihood approaches in single-index hazards model, Bootstrap consistency for general semiparametric \(M\)-estimation, Detecting distributional changes in samples of independent block maxima using probability weighted moments, Exponentially tilted likelihood inference on growing dimensional unconditional moment models, On general bootstrap of empirical estimator of a semi-Markov kernel with applications, Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique, Empirical and sequential empirical copula processes under serial dependence, A note on bootstrap approximations for the empirical copula process, Efficient estimation of semiparametric copula models for bivariate survival data, The dynamics of the stochastic shadow Gierer-Meinhardt system, Efficient calibration for imperfect computer models, The quantile process under random censoring, Dynamic treatment regimes: technical challenges and applications, Rejoinder of ``Dynamic treatment regimes: technical challenges and applications, Bootstrapping a change-point Cox model for survival data, Varying coefficient subdistribution regression for left-truncated semi-competing risks data, Finite sample behavior of a sieve profile estimator in the single index mode, Test of symmetry based on copula function, Efficient Hellinger distance estimates for semiparametric models, Testing multivariate economic restrictions using quantiles: the example of Slutsky negative semidefiniteness, Dependent multiplier bootstraps for non-degenerate \(U\)-statistics under mixing conditions with applications, The Fine-Gray model under interval censored competing risks data, Weighted Kolmogorov Smirnov testing: an alternative for Gene Set Enrichment Analysis, Tests of serial independence for continuous multivariate time series based on a Möbius decomposition of the independence empirical copula process, Cramér-von Mises and characteristic function tests for the two and \(k\)-sample problems with dependent data, Simultaneous critical values for \(t\)-tests in very high dimensions, Change-point in stochastic design regression and the bootstrap, A test for Archimedeanity in bivariate copula models, Bayesian empirical likelihood for quantile regression, An exponential bound for Cox regression, Q-learning with censored data, Empirical likelihood inferences for the semiparametric additive isotonic regression, Asymptotic linear expansion of profile likelihood in the Cox mode, New estimators of the Pickands dependence function and a test for extreme-value dependence, Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points, Maximum likelihood estimation in a partially observed stratified regression model with censored data, When uniform weak convergence fails: empirical processes for dependence functions and residuals via epi- and hypographs, A fast resample method for parametric and semiparametric models, Critical dimension in profile semiparametric estimation, Higher order semiparametric frequentist inference with the profile sampler, General frequentist properties of the posterior profile distribution, Cox process functional learning, Testing for central dominance: method and application, Joint modeling approach for semicompeting risks data with missing nonterminal event status, Semiparametric methods for center effect measures based on the ratio of survival functions, Optimal convergence rate of the universal estimation error, Near universal consistency of the maximum pseudolikelihood estimator for discrete models, Some applications of the strong approximation of the integrated empirical copula processes, Quantile treatment effects in the regression discontinuity design, Quantile calculus and censored regression, Weak convergence of the empirical truncated distribution function of the Lévy measure of an Itō semimartingale, Quantile regression for right-censored and length-biased data, Linear biomarker combination for constrained classification, Delta method in large deviations and moderate deviations for estimators, A theoretical framework of the scaled Gaussian stochastic process in prediction and calibration, Fractals with point impact in functional linear regression, The penalized profile sampler, Model checking for partially linear models with missing responses at random, Calibration for computer experiments with binary responses and application to cell adhesion study, Multivariate varying coefficient model for functional responses, Tests of independence among continuous random vectors based on Cramér-von Mises functionals of the empirical copula process, Marginal hazard regression for correlated failure time data with auxiliary covariates, Robust methods to improve efficiency and reduce bias in estimating survival curves in randomized clinical trials, Quantifying the average of the time-varying hazard ratio via a class of transformations, A functional inference for multivariate current status data with mismeasured covariate, General bootstrap for dual \(\phi\)-divergence estimates, Large sample results for frequentist multiple imputation for Cox regression with missing covariate data, Asymptotic theory of semiparametric \(Z\)-estimators for stochastic processes with applications to ergodic diffusions and time series, A general approach to categorizing a continuous scale according to an ordinal outcome, Smoothed estimator of quantile residual lifetime for right censored data, A semiparametric generalized proportional hazards model for right-censored data, Smoothing Spline Semiparametric Density Models, Some Characteristics of the Conditional Set-Indexed Empirical Process Involving Functional Ergodic Data, Nonparametric Bayesian Aggregation for Massive Data, The uniform CLT for the empirical estimator of countable state space semi-Markov kernels indexed by functions with applications, The stochastic convergence of Bernstein polynomial estimators in a triangular array, Efficient and Robust Methods for Causally Interpretable Meta-Analysis: Transporting Inferences from Multiple Randomized Trials to a Target Population, Data Integration with Oracle Use of External Information from Heterogeneous Populations, Efficiently Breaking the Curse of Horizon in Off-Policy Evaluation with Double Reinforcement Learning, Estimating the Conditional Error Distribution in Non-parametric Regression, Unnamed Item, Inference under right censoring for transformation models with a change-point based on a covariate threshold, Copula-based Partial Correlation Screening: a Joint and Robust Approach, Change Point Estimation in Regression Models with Fixed Design, On approximations via convolution-defined mixture models, Statistical inference for the accelerated failure time model under two-stage generalized case–cohort design, Unnamed Item, Complex sampling designs: uniform limit theorems and applications, Robust estimation of superhedging prices, Semiparametric estimation in the normal variance-mean mixture model, Multidimensional Poverty: Measurement, Estimation, and Inference, NONPARAMETRIC WEIGHTED AVERAGE QUANTILE DERIVATIVE, Robust and optimal estimation for partially linear instrumental variables models with partial identification, Bootstrapping the GMM overidentification test under first-order underidentification, Couplings and strong approximations to time-dependent empirical processes based on i.i.d. fractional Brownian motions, Moment Consistency of the Exchangeably Weighted Bootstrap for Semiparametric M-estimation, A SIMPLE NONPARAMETRIC APPROACH FOR ESTIMATION AND INFERENCE OF CONDITIONAL QUANTILE FUNCTIONS, Rates of the strong uniform consistency for the kernel-type regression function estimators with general kernels on manifolds, On the applicability of several tests to models with not identically distributed random effects, Asymptotic properties of the maximum smoothed partial likelihood estimator in the change‐plane Cox model, Receiver operating characteristic curves and confidence bands for support vector machines, Marginal Proportional Hazards Models for Clustered Interval-Censored Data with Time-Dependent Covariates, Empirical characteristic function tests for GARCH innovation distribution using multipliers, A weighted bootstrap approximation for comparing the error distributions in nonparametric regression, Bootstrap adjusted predictive classification for identification of subgroups with differential treatment effects under generalized linear models, Consistent nonparametric tests for detecting gradual changes in the marginals and the copula of multivariate time series, Local composite partial likelihood estimation for length-biased and right-censored data, Local consistency of the iterative least-squares estimator for the semiparametric binary choice model, Unnamed Item, General \(M\)-estimator processes and their \(m\) out of \(n\) bootstrap with functional nuisance parameters, Uniform consistency and uniform in bandwidth consistency for nonparametric regression estimates and conditional U-statistics involving functional data, Weak-convergence of empirical conditional processes and conditional \(U\)-processes involving functional mixing data, Multiplier bootstrap of tail copulas with applications, Unnamed Item, A note on estimation of the mean residual life function with left-truncated and right-censored data, INTEGRATED SCORE ESTIMATION, Comparison of efficiencies of some symmetry tests around an unknown centre, Unnamed Item, Copula based factorization in Bayesian multivariate infinite mixture models, Estimating Dynamic Treatment Regimes in Mobile Health Using V-Learning, A general approach to the joint asymptotic analysis of statistics from sub-samples, GOODNESS-OF-FIT TESTS FOR MULTIVARIATE COPULA-BASED TIME SERIES MODELS, Minimax adaptive dimension reduction for regression, Nonparametric tests for tail monotonicity, Inference on the Lévy measure in case of noisy observations, On a multidimensional general bootstrap for empirical estimator of continuous-time semi-Markov kernels with applications, Mixture cure rate models with accelerated failures and nonparametric form of covariate effects, Topological Machine Learning with Persistence Indicator Functions, A resampling method by perturbing the estimating functions for quantile regression with missing data, Resampling Procedures for Making Inference Under Nested Case–Control Studies, Minimum distance estimation of the Lehmann receiver operating characteristic curve, On Testing the Equality of Mean and Quantile Effects, High-Dimensional Sparse Additive Hazards Regression, Estimation and Inference Procedures for Semiparametric Distribution Models with Varying Linear‐Index, Nonparametric Two‐Sample Tests of the Marginal Mark Distribution with Censored Marks, Unnamed Item, The uniform CLT for empirical estimator of a general state space semi-Markov kernel indexed by functions, Estimation and inference for distribution functions and quantile functions in treatment effect models, On differentiability of implicitly defined function in semi-parametric profile likelihood estimation, Asymptotics for change-point models under varying degrees of mis-specification, Oracle estimation of parametric transformation models, On the asymptotics of \(Z\)-estimators indexed by the objective functions, Statistics of Robust Optimization: A Generalized Empirical Likelihood Approach, BET on Independence, On Estimation of the Hazard Function From Population-Based Case–Control Studies, Diagnostic Measures for Generalized Linear Models with Missing Covariates, A functional coefficient GARCH-M model, Nonparametric tests for transition probabilities in nonhomogeneous Markov processes, Rate of Convergence of a Change Point Estimator in a Misspecified Regression Model, Limit theorems for the least common multiple of a random set of integers, Uniform convergence rate of the kernel regression estimator adaptive to intrinsic dimension in presence of censored data, Adjustments to Computer Models via Projected Kernel Calibration, Unnamed Item, Unnamed Item, Cox regression with dependent error in covariates, Combining Cumulative Sum Change‐Point Detection Tests for Assessing the Stationarity of Univariate Time Series, A Massive Data Framework for M-Estimators with Cubic-Rate, How Many Iterations are Sufficient for Efficient Semiparametric Estimation?, Shape Constrained Non-parametric Estimators of the Baseline Distribution in Cox Proportional Hazards Model, Stochastic Tree Search for Estimating Optimal Dynamic Treatment Regimes, Unnamed Item, Unnamed Item, Unnamed Item, On the uniform-in-bandwidth consistency of the general conditionalU-statistics based on the copula representation, RANDOMIZATION TESTS OF COPULA SYMMETRY, Latent Supervised Learning, Smoothed maximum score estimation with nonparametrically generated covariates, Guaranteed Conditional Performance of Control Charts via Bootstrap Methods, Asymptotic properties of inverse probability of censored weighted U-empirical process for right-censored data with applications, Empirical Regularized Optimal Transport: Statistical Theory and Applications, On an extension of the promotion time cure model, A time-inconsistent Dynkin game: from intra-personal to inter-personal equilibria, Strong approximations for weighted bootstrap of empirical and quantile processes with applications, Multiplier bootstrap methods for conditional distributions, Bootstrap based goodness-of-fit tests for binary multivariate regression models, On robust learning in the canonical change point problem under heavy tailed errors in finite and growing dimensions, Deep learning for the partially linear Cox model, Dynamically integrated regression model for online auction data, Change-point estimation under adaptive sampling, New characterization-based exponentiality tests for randomly censored data, Robust sieve M-estimation with an application to dimensionality reduction, Limiting law results for a class of conditional mode estimates for functional stationary ergodic data, Minimum distance from independence estimation of nonseparable instrumental variables models, Nonparametric estimation in the illness-death model using prevalent data, Nonparametric tests for multistate processes with clustered data, Estimation and inference on the joint conditional distribution for bivariate longitudinal data using Gaussian copula, Alternating least squares in generalized linear models, Predicting solutions of large-scale optimization problems via machine learning: a case study in blood supply chain management, Efficient estimation of quasi-likelihood models using \(B\)-splines, Efficient estimation of partially linear additive Cox model under monotonicity constraint, Local half-region depth for functional data, Posterior distribution of nondifferentiable functions, Fold-up derivatives of set-valued functions and the change-set problem: a survey, Empirical evolution equations, Approximations for weighted Kolmogorov-Smirnov distributions via boundary crossing probabilities, A uniform central limit theorem and efficiency for deconvolution estimators, Convergence rate and Bahadur type representation of general smoothing spline M-estimates, A continuous mapping theorem for the smallest argmax functional, Semiparametric additive transformation model under current status data, The linear stochastic order and directed inference for multivariate ordered distributions, Estimating change points in nonparametric time series regression models, On the performance of weighted bootstrapped kernel deconvolution density estimators, Kernel machines with missing responses, Optimal estimation of Gaussian mixtures via denoised method of moments, The profile likelihood estimation for single-index ARCH(\(p\))-M model, Asymptotics and approximations of ruin probabilities for multivariate risk processes in a Markovian environment, Group sequential tests for treatment effect on survival and cumulative incidence at a fixed time point, A class of semiparametric transformation cure models for interval-censored failure time data, General tests of independence based on empirical processes indexed by functions, Testing treatment effect heterogeneity in regression discontinuity designs, Difference-in-differences with multiple time periods, Semiparametric inference for merged data from multiple data sources, Simultaneous confidence bands for functional data using the Gaussian kinematic formula, Local M-estimation with discontinuous criterion for dependent and limited observations, Model-free feature screening for high-dimensional survival data, Uniformly valid post-regularization confidence regions for many functional parameters in z-estimation framework, Versatile estimation in censored single-index hazards regression, Pivotal estimation via square-root lasso in nonparametric regression, High-dimensional consistent independence testing with maxima of rank correlations, Semiparametric efficiency for partially linear single-index regression models, Robust uniform inference for quantile treatment effects in regression discontinuity designs, Refinements of the Kiefer-Wolfowitz theorem and a test of concavity, On the expectation of a persistence diagram by the persistence weighted kernel, Topological properties of measurable structures and sufficient conditions for uniform convergence of frequencies to probabilities, Strong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical tests, Weak convergence of empirical and bootstrapped \(C\)-power processes and application to copula goodness-of-fit, Semiparametric quantile-difference estimation for length-biased and right-censored data, Model diagnostics for the proportional hazards model with length-biased data, Subsampling (weighted smooth) empirical copula processes, Model selection in utility-maximizing binary prediction, Projection-based consistent test for linear regression model with missing response and covariates, Semi-parametric transformation boundary regression models, Variable selection in partially linear additive hazards model with grouped covariates and a diverging number of parameters, Testing the symmetry of a dependence structure with a characteristic function, The numerical delta method, Empirical process results for exchangeable arrays, Regression analysis of doubly censored data with a cured subgroup under a class of promotion time cure models, Measurement errors in quantile regression models, Nonparametric sequential change-point detection for multivariate time series based on empirical distribution functions, A penalized likelihood approach for efficiently estimating a partially linear additive transformation model with current status data, A new family of copula-based concordance orderings of random pairs: properties and nonparametric tests, Fitting tractable convex sets to support function evaluations, Statistical inference for heavy tailed series with extremal independence, Stein 1956: Efficient nonparametric testing and estimation, Semiparametric \(M\)-estimation with non-smooth criterion functions, A causal proportional hazards estimator under homogeneous or heterogeneous selection in an IV setting, Semiparametric regression analysis of doubly censored failure time data from cohort studies, On nonparametric tests of multivariate meta-ellipticity, A note on conditional versus joint unconditional weak convergence in bootstrap consistency results, Test for model selection using Cramér-von Mises distance in a fixed design regression setting, Regression models for group testing: identifiability and asymptotics, Inference in ordered response games with complete information, The functional \(k\mathrm{NN}\) estimator of the conditional expectile: uniform consistency in number of neighbors, On the Fleming-Harrington test for late effects in prevention randomized controlled trials, Uniform limit theorems for a class of conditional \(Z\)-estimators when covariates are functions, Functional delta residuals and applications to simultaneous confidence bands of moment based statistics, On detecting changes in the jumps of arbitrary size of a time-continuous stochastic process, Maximum smoothed likelihood component density estimation in mixture models with known mixing proportions, Central limit theorems for conditional empirical and conditional \(U\)-processes of stationary mixing sequences, Continuous auxiliary covariate in additive hazards regression for survival data, Inference in semiparametric binary response models with interval data, Uniform consistency and uniform in number of neighbors consistency for nonparametric regression estimates and conditional \(U\)-statistics involving functional data, Direct and approximately valid probabilistic inference on a class of statistical functionals, Template matching with ranks, Asymptotic properties of semiparametric \(M\)-estimators with multiple change points, Smooth change point estimation in regression models with random design, Joint asymptotics for semi-nonparametric regression models with partially linear structure, Extremum estimation and numerical derivatives, Constrained estimation using penalization and MCMC, Robust Bayesian inference in proxy SVARs, Reliable Robust Regression Diagnostics, Inverse‐probability‐weighted logrank test for stratified survival data with missing measurements, Functional Response Quantile Regression Model, Sparse concordance‐based ordinal classification, Developing and evaluating risk prediction models with panel current status data, Estimating mean potential outcome under adaptive treatment length strategies in continuous time, Combining biomarkers by maximizing the true positive rate for a fixed false positive rate, Principal Components Analysis for Right Censored Data, Bootstrap inference for a class of non-regular estimators, The Generalized Oaxaca-Blinder Estimator, Maximum pairwise-rank-likelihood-based inference for the semiparametric transformation model, Nonparametric identification and estimation with discrete instruments and regressors, Estimation and inference in factor copula models with exogenous covariates, On accuracy of Gaussian approximation in Bayesian semiparametric problems, Limit distributions and sensitivity analysis for empirical entropic optimal transport on countable spaces, On an asymmetric functional-coefficient ARCH-M model, Bayesian parameter estimation with guarantees via interval analysis and simulation, Orthogonal statistical learning, Linear eigenvalue statistics of XX′ matrices, Transformation-Invariant Learning of Optimal Individualized Decision Rules with Time-to-Event Outcomes, A Novel Estimation Method in Generalized Single Index Models, Estimation of complier expected shortfall treatment effects with a binary instrumental variable, Estimating Optimal Infinite Horizon Dynamic Treatment Regimes via pT-Learning, Fair Policy Targeting, TESTING FOR UNOBSERVED HETEROGENEOUS TREATMENT EFFECTS WITH OBSERVATIONAL DATA, Identification-robust nonparametric inference in a linear IV model, A corrected Clarke test for model selection and beyond, Model-Robust Inference for Clinical Trials that Improve Precision by Stratified Randomization and Covariate Adjustment, Uniform in bandwidth consistency of conditional \(U\)-statistics adaptive to intrinsic dimension in presence of censored data, On the variable bandwidth kernel estimation of conditional \(U\)-statistics at optimal rates in sup-norm, On the disjoint and sliding block maxima method for piecewise stationary time series, General tests of conditional independence based on empirical processes indexed by functions, Statistics for heteroscedastic time series extremes, Entrywise limit theorems for eigenvectors of signal-plus-noise matrix models with weak signals, Adversarial meta-learning of Gamma-minimax estimators that leverage prior knowledge, Maximum profile binomial likelihood estimation for the semiparametric Box-Cox power transformation model, Kernel machines with missing covariates, Detecting identification failure in moment condition models, Inference in models with partially identified control functions, Communication‐efficient low‐dimensional parameter estimation and inference for high‐dimensional Lp$$ {L}^p $$‐quantile regression, Testing unconditional and conditional independence via mutual information


Uses Software