:: Library Catalog

Cover Image

Saved in:

Bibliographic Details
Main Authors:	Laha, Nilanjana, Chapagain, Nilson, Cicherski, Victoria, Sonabend-W, Aaron
Format:	Preprint
Published:	2025
Subjects:	Statistics Theory 62G20 G.3
Online Access:	https://arxiv.org/abs/2505.17285
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Optimal Inference of the Mean Outcome under Optimal Treatment Regime
by: Xu, Shuoxun, et al.
Published: (2025)

Bootstrap Consistency for Empirical Likelihood in Density Ratio Models
by: Zhuang, Weiwei, et al.
Published: (2025)

Factor Informed Double Deep Learning For Average Treatment Effect Estimation
by: Fan, Jianqing, et al.
Published: (2025)

Uniform Confidence Band for Optimal Transport Map on One-Dimensional Data
by: Ponnoprat, Donlapark, et al.
Published: (2023)

Doubly Robust Inference on Causal Derivative Effects for Continuous Treatments
by: Zhang, Yikun, et al.
Published: (2025)

Mean and Covariance Estimation for Discretely Observed High-Dimensional Functional Data: Rates of Convergence and Division of Observational Regimes
by: Petersen, Alexander
Published: (2024)

Multiple combined gamma kernel estimations for nonnegative data with Bayesian adaptive bandwidths
by: Somé, Sobom M., et al.
Published: (2022)

The Cost of Adaptation under Differential Privacy: Optimal Adaptive Federated Density Estimation
by: Cai, T. Tony, et al.
Published: (2025)

A Bernstein polynomial approach for the estimation of cumulative distribution functions in the presence of missing data
by: Gharbi, Rihab, et al.
Published: (2025)

Asymptotic properties of the normalized discrete associated-kernel estimator for probability mass function
by: Esstafa, Youssef, et al.
Published: (2022)

Single-index models for extreme value index regression
by: Yoshida, Takuma
Published: (2022)

Asymptotic theory for extreme value generalized additive models
by: Yoshida, Takuma
Published: (2023)

Adaptive Density Estimation Using Projection Kernels and Penalized Comparison to Overfitting
by: Hoang, Van Ha, et al.
Published: (2025)

Where does the tail start? Inflection Points and Maximum Curvature as Boundaries
by: Cabral, Rafael, et al.
Published: (2024)

Robust Tail Index Estimation under Random Censoring via Minimum Density Power Divergence
by: Guesmia, Nour Elhouda, et al.
Published: (2025)

Robust and Smooth Estimation of the Extreme Tail Index via Weighted Minimum Density Power Divergence
by: Mancer, Saida, et al.
Published: (2025)

IAPO estimators in Exponentiated Frechet case
by: Jordanova, Pavlina, et al.
Published: (2025)

Asymptotically efficient estimation under local constraint in Wicksell's problem
by: Gili, Francesco, et al.
Published: (2024)

Semiparametric Bernstein-von Mises Phenomenon via Isotonized Posterior in Wicksell's problem
by: Gili, Francesco, et al.
Published: (2025)

Optimal Private and Communication Constraint Distributed Goodness-of-Fit Testing for Discrete Distributions in the Large Sample Regime
by: Vuursteen, Lasse
Published: (2024)

Realizable Bayes-Consistency for General Metric Losses
by: Cohen, Dan Tsir, et al.
Published: (2026)

Efficiency of pattern-based independence test
by: Baringhaus, L., et al.
Published: (2026)

U-statistic based on overlapping sample spacings
by: Singh, Rahul, et al.
Published: (2021)

Adaptive estimation of $\mathbb{L}_2$-norm of a probability density and related topics I. Lower bounds
by: Cleanthous, Galatia, et al.
Published: (2024)

Heavy-tailed Bayesian nonparametric adaptation
by: Agapiou, Sergios, et al.
Published: (2023)

Noise-resilient penalty operators based on statistical differentiation schemes
by: Vidal, Marc, et al.
Published: (2026)

Empirical Bayes large-scale multiple testing for high-dimensional binary outcome data
by: Ning, Yu-Chien Bo
Published: (2023)

The minimax optimal convergence rate of posterior density in the weighted orthogonal polynomials
by: Luo, Yiqi, et al.
Published: (2026)

Adaptive estimation of the $\mathbb{L}_2$-norm of a probability density and related topics II. Upper bounds via the oracle approach
by: Cleanthous, Galatia, et al.
Published: (2024)

PC Adjusted Testing for Low Dimensional Parameters
by: Bhattacharya, Sohom, et al.
Published: (2022)

Average Marginal Effects in One-Step Partially Linear Instrumental Regressions
by: Girard, Lucas, et al.
Published: (2026)

Optimal minimax rate of learning nonlocal interaction kernels
by: Wang, Xiong, et al.
Published: (2023)

Minimax properties of gamma kernel density estimators under $L^p$ loss and $β$-Hölder smoothness of the target
by: Ouimet, Frédéric
Published: (2026)

Tighter confidence intervals for quantiles of heterogeneous data
by: Einmahl, John H. J., et al.
Published: (2026)

Sparse semiparametric regression when predictors are mixture of functional and high-dimensional variables
by: Novo, Silvia, et al.
Published: (2024)

Nonparametric density estimation for stationary processes under multiplicative measurement errors
by: Dang, Duc Trong, et al.
Published: (2024)

Maximal Ancillarity, Semiparametric Efficiency, and the Elimination of Nuisances
by: Hallin, Marc, et al.
Published: (2026)

Dirichlet kernel density estimation on the simplex with missing data
by: Daayeb, Hanen, et al.
Published: (2026)

A Novel Multiple Imputation Approach For Parameter Estimation in Observation-Driven Time Series Models With Missing Data
by: Pumi, Guilherme, et al.
Published: (2026)

Subordinated Wright-Fisher Priors
by: Judd, Nathan A., et al.
Published: (2026)