Semiparametric statistics
This book is designed to provide ten detailed, well written versions of the author's lectures at the St. Flour meeting of 1999 on the subject of semiparametric models for replicated experiments, the theory for functionals that are estimable at a rate equal to the square root of the numbers of replications. In particular, the aim of the book is to give a consistent and self-contained overview of semiparametric statistics including digressions into empirical theory, new examples and a number of more recent developments overlapping the material published earlier in the books: \textit{A.W. van der Vaart} and \textit{J.A. Wellner}, Weak convergence and empirical processes. With applications to statistics. (1996; Zbl 0862.60002) and \textit{A.W. van der Vaart}, Asymptotic Statistics. (1998; Zbl 0910.62001). More analytically, Lecture 1 is devoted to the introduction of basic notations, to the description of a number of examples of semiparametric models and to the definition of the tangent set of a model. Lecture 2 as well as Lecture 4 state a number of theorems giving lower bounds on the asymptotic performance of estimators and tests and making these concrete for the estimation of a parameter \(\theta\) in a strict semiparametric model. Lecture 3 introduces a ``calculus of scores, a useful way of finding efficient influence functions in parametrized models. Lectures 5 and 6 are devoted to the application of empirical processes to the derivation of asymptotic properties of estimators in semiparametric models such as the entropy numbers, Glivenko-Cantelli classes and their application to proving consistency of \(M\)- and \(Z\)-estimators, the central limit theorem and the uniformity in convergence in distribution and its applications to deriving the asymptotic distribution of \(Z\)- estimators. Lecture 7 is devoted to the construction of efficient estimators in semiparametric models using the efficient score equation or the related one-step method and its applications to the linear errors-in-variables model and the symmetric location model. Lecture 8 is devoted to the application of maximal inequalities for empirical processes in order to obtain rates of convergence of minimum contrast estimators, in particular in semiparametric models. The book concludes with a study of ordinary (indexed by infinite-dimensional parameters), empirical likelihood methods for semiparametric models and the consideration of infinite-dimension systems of estimating equations in order to find asymptotically normal solutions in the case of an appropriately differentiable system and moreover to prove asymptotic normality of maximum likelihood estimators in semiparametric models, such as the Cox model. For the entire collection see [Zbl 0996.00039].
- Wiener processes with random effects for degradation data
- Estimation in semiparametric models. Some recent developments
- Two likelihood-based semiparametric estimation methods for panel count data with covariates
- Efficient semiparametric estimation and model selection for multidimensional mixtures
- A remark on semiparametric models
- Semiparametric minimax rates
- Weighted likelihood estimation under two-phase sampling
- Bayesian inference for partially identified smooth convex models
- On efficiency of the plug-in principle for estimating smooth integrated functionals of a nonincreasing density
- Stein 1956: Efficient nonparametric testing and estimation
- Testing equivalence to power law distributions
- On least squares estimation under heteroscedastic and heavy-tailed errors
- High-dimensional asymptotics of likelihood ratio tests in the Gaussian sequence model under convex constraints
- The quarter median
- Discrete-time inverse linear quadratic optimal control over finite time-horizon under noisy output measurements
- Nonparametric estimation of the service time distribution in discrete-time queueing networks
- Inference for semiparametric Gaussian copula model adjusted for linear regression using residual ranks
- Sharp instruments for classifying compliers and generalizing causal effects
- Discrete mixture representations of parametric distribution families: geometry and statistics
- A class of semiparametric cure models with current status data
- Efficient estimation in single index models through smoothing splines
- Comment: ``Bayes, oracle Bayes and empirical Bayes
- Bernstein-von Mises theorems for statistical inverse problems. II: Compound Poisson processes
- Semi-supervised inference: general theory and estimation of means
- Parametric estimation with a class of \(M\)-estimators
- Stein shrinkage and second-order efficiency for semiparametric estimation of the shift
- Complex sampling designs: uniform limit theorems and applications
- Inference for semiparametric models: Some questions and an answer. (With comments)
- Semiparametric inference on a class of Wiener processes
- Partially linear single-index proportional hazards model with current status data
- Semiparametric probit models with univariate and bivariate current-status data
- Robust Causal Inference with Continuous Instruments Using the Local Instrumental Variable Curve
- Nonparametric estimation of the shape function in a Gamma process for degradation data
- Semiparametric estimation of a two-component mixture of linear regressions in which one component is known
- scientific article; zbMATH DE number 125651 (Why is no real title available?)
- scientific article; zbMATH DE number 490141 (Why is no real title available?)
- Statistical properties of the sample semi-variance
- Scalable Bayes via barycenter in Wasserstein space
- Robust topological inference: distance to a measure and kernel distance
- Parallelizing stochastic gradient descent for least squares regression: mini-batching, averaging, and model misspecification
- A Cramér-Rao inequality for non-differentiable models
- On semiparametric exponential family graphical models
- Robust and scalable Bayes via a median of subset posterior measures
- Consistency, breakdown robustness, and algorithms for robust improper maximum likelihood clustering
- On computationally tractable selection of experiments in measurement-constrained regression models
- Nonparametric instrumental variables and regular estimation
- Conditional modeling of longitudinal data with terminal event
- scientific article; zbMATH DE number 841541 (Why is no real title available?)
- scientific article; zbMATH DE number 7626772 (Why is no real title available?)
- Visually Communicating and Teaching Intuition for Influence Functions
- A Markov Chain Theory Approach to Characterizing the Minimax Optimality of Stochastic Gradient Descent (for Least Squares)
- scientific article; zbMATH DE number 7306861 (Why is no real title available?)
- Double reinforcement learning for efficient off-policy evaluation in Markov decision processes
- Efficient adjustment sets for population average causal treatment effect estimation in graphical models
- The ridgelet prior: a covariance function approach to prior specification for Bayesian neural networks
- On the role of semielasticity in statistics
- Layer-wise learning strategy for nonparametric tensor product smoothing spline regression and graphical models
- Approximate profile maximum likelihood
- scientific article; zbMATH DE number 7164781 (Why is no real title available?)
- Nonparametric causal effects based on incremental propensity score interventions
- Our steps on the Bickel way
- scientific article; zbMATH DE number 3105196 (Why is no real title available?)
- General inference in semiparametric models through divergences and the duality technique with applications
- Application of convolution theorems in semiparametric models with non-i. i. d. data
- Asymptotic properties of the maximum smoothed partial likelihood estimator in the change‐plane Cox model
- Dimension Reduction for Integrative Survival Analysis
- Variable selection for proportional hazards models with high‐dimensional covariates subject to measurement error
- Estimation under group actions: recovering orbits from invariants
- Analysis of multivariate survival data under semiparametric copula models
- Semiparametric estimation and testing for panel count data with informative interval-censored failure event
- Locally robust inference for non-Gaussian SVAR models
- Doubly Robust Capture-Recapture Methods for Estimating Population Size
- A robust approach for regression analysis of panel count data with time-varying covariates
- Plugin estimation of smooth optimal transport maps
- Semiparametric regression of panel count data with informative terminal event
- Efficient nonparametric causal inference with missing exposure information
- Generalized M-estimators for high-dimensional Tobit I models
- Enhanced doubly robust estimation with concave link functions for estimands in clinical trials
- Bernstein-von Mises theorem for linear functionals of the density
- Effects of adolescent victimization on offending: flexible methods for missing data and unmeasured confounding
- Robust causal inference for point exposures with missing confounders
- Post-selection inference for the Cox model with interval-censored data
- De-biased two-sample U-statistics with application to conditional distribution testing
- Some developments in semiparametric statistics
- From the early days of the semiparametric field: a conversation with Ya'acov Ritov
- Additive-multiplicative hazards model with current status data
- New \(M\)-estimators in semi-parametric regression with errors in variables
- Doubly robust nonparametric efficient estimation for healthcare provider evaluation
- Quadratic semiparametric von Mises calculus
- Semiparametric mixture of regression models under unimodal error distribution
- Asymptotic minimax estimation in semiparametric models
- Efficient estimation for a subclass of shape invariant models
- What's so special about semiparametric methods?
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