:: Library Catalog

Cover Image

Saved in:

Bibliographic Details
Main Authors:	Sun, Yinrui, Xia, Yin
Format:	Preprint
Published:	2024
Subjects:	Methodology
Online Access:	https://arxiv.org/abs/2408.06263
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

A Unified Framework for Large-Scale Inference of Classification: Error Rate Control and Optimality
by: Sun, Yinrui, et al.
Published: (2025)

Estimating Precision Matrices for High-Dimensional Interval-Valued Data
by: Qin, Zhongfeng, et al.
Published: (2026)

Optimal Differentially Private PCA and Estimation for Spiked Covariance Matrices
by: Cai, T. Tony, et al.
Published: (2024)

Improve the Precision of Area Under the Curve Estimation for Recurrent Events Through Covariate Adjustment
by: Sun, Jiren, et al.
Published: (2024)

Optimal Adjustment Sets for Nonparametric Estimation of Weighted Controlled Direct Effect
by: Lin, Ruiyang, et al.
Published: (2025)

Estimate Level Adjustment For Inference With Proxies Under Random Distribution Shifts
by: Wilkins-Reeves, Steven, et al.
Published: (2026)

Minimax Rate-Optimal Inference for Individualized Quantile Treatment Effects in High-dimensional Models
by: Sun, Jiachen, et al.
Published: (2025)

Regression Adjustment for Estimating Distributional Treatment Effects in Randomized Controlled Trials
by: Oka, Tatsushi, et al.
Published: (2024)

Causal Inference under Interference: Regression Adjustment and Optimality
by: Fan, Xinyuan, et al.
Published: (2025)

Automatic Variance Adjustment for Small Area Estimation
by: Wakefield, Jon, et al.
Published: (2026)

Distributional Treatment Effect Estimation across Heterogeneous Sites via Optimal Transport
by: Bateni, Borna, et al.
Published: (2025)

Improving Variance Estimation for Covariate Adjustment with Binary Outcomes
by: Lee, Kaitlyn, et al.
Published: (2026)

Optimal Estimation of Shared Singular Subspaces across Multiple Noisy Matrices
by: Ma, Zhengchi, et al.
Published: (2024)

Optimal Adjustment and Combination of Independent Discrete $p$-Values
by: Contador, Gonzalo, et al.
Published: (2025)

Regularized Estimation of Sparse Spectral Precision Matrices
by: Deb, Navonil, et al.
Published: (2024)

Localization Estimator for High Dimensional Tensor Covariance Matrices
by: Sun, Hao-Xuan, et al.
Published: (2026)

Precision Mental Health: Predicting Heterogeneous Treatment Effects for Depression through Data Integration
by: Brantner, Carly L., et al.
Published: (2025)

Estimating Treatment Effects Under Bounded Heterogeneity
by: Kwon, Soonwoo, et al.
Published: (2025)

postcard: An R Package for Marginal Effect Estimation with or without Prognostic Score Adjustment
by: Jeppesen, Mathias Lerbech, et al.
Published: (2025)

Robust $M$-Estimation of Scatter Matrices via Precision Structure Shrinkage
by: Nikai, Soma, et al.
Published: (2026)

Optimization-based Causal Estimation from Heterogenous Environments
by: Yin, Mingzhang, et al.
Published: (2021)

Automatic Order, Bandwidth Selection and Flaws of Eigen Adjustment in HAC Estimation
by: Li, Zhuoxun, et al.
Published: (2025)

Distributed Reconstruction from Compressive Measurements: Nonconvexity and Heterogeneity
by: Li, Erbo, et al.
Published: (2025)

Optimal Data Integration and Adaptive Sampling for Efficient Treatment Effect Estimation
by: Liu, Yen-Chun, et al.
Published: (2026)

Robust Rank Estimation for Noisy Matrices
by: Roy, Subhrajyoty, et al.
Published: (2025)

Optimal Estimation of Discrete Multiview Distributions under Heteroskedastic Multinomial Sampling
by: Tang, Runshi, et al.
Published: (2026)

Identification and Estimation of Heterogeneous Interference Effects under Unknown Network
by: Zhang, Yuhua, et al.
Published: (2025)

Simultaneous Inference for Covariance and Precision Matrices of Long-Range Dependent Time Series
by: Zhai, Percy S., et al.
Published: (2026)

Scale-Invariant Robust Estimation of High-Dimensional Kronecker-Structured Matrices
by: Zhang, Xiaoyu, et al.
Published: (2025)

Robust and Well-conditioned Sparse Estimation for High-dimensional Covariance Matrices
by: Wang, Shaoxin, et al.
Published: (2025)

A Sparse Linear Model for Positive Definite Estimation of Covariance Matrices
by: Kim, Rakheon, et al.
Published: (2025)

Adversarially Perturbed Precision Matrix Estimation
by: Xie, Yiling
Published: (2026)

A Structured Estimator for large Covariance Matrices in the Presence of Pairwise and Spatial Covariates
by: Metodiev, Martin, et al.
Published: (2024)

Covariate Adjustment Cannot Hurt: Treatment Effect Estimation under Interference with Low-Order Outcome Interactions
by: Wang, Xinyi, et al.
Published: (2025)

Barycenter Estimation of Positive Semi-Definite Matrices with Bures-Wasserstein Distance
by: Zheng, Jingyi, et al.
Published: (2023)

Multivariate Adjustments for Average Equivalence Testing
by: Boulaguiem, Younes, et al.
Published: (2024)

Data-Driven Adjustment for Multiple Treatments
by: LaPlante, Sara, et al.
Published: (2025)

Covariate Adjustment in Stratified Experiments
by: Cytrynbaum, Max
Published: (2023)

Bridging Stratification and Regression Adjustment: Batch-Adaptive Stratification with Post-Design Adjustment in Randomized Experiments
by: Li, Zikai
Published: (2025)

Nonparametric Estimation of Large Spot Volatility Matrices for High-Frequency Financial Data
by: Bu, Ruijun, et al.
Published: (2023)