Cover Image

Variance estimation after matching or re-weighting

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Meng, Xiang, Smith, Aaron, Miratrix, Luke
Format:	Preprint
Published:	2025
Subjects:	Methodology Statistics Theory
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Benefits and costs of matching prior to a Difference in Differences analysis when parallel trends does not hold
by: Ham, Dae Woong, et al.
Published: (2022)

Multilevel Metamodels: Enhancing Inference, Interpretability, and Generalizability in Monte Carlo Simulation Studies
by: Gilbert, Joshua, et al.
Published: (2024)

Stratified Sampling for Model-Assisted Estimation with Surrogate Outcomes
by: Mozer, Reagan, et al.
Published: (2026)

Robustifying likelihoods by optimistically re-weighting data
by: Dewaskar, Miheer, et al.
Published: (2023)

Subscedastic weighted least squares estimates
by: Bryan, Jordan, et al.
Published: (2024)

Variance-reduced extreme value index estimators using control variates in a semi-supervised setting
by: Bocquet-Nouaille, Louison, et al.
Published: (2025)

Order-Induced Variance in the Moving-Range Sigma Estimator: A Total-Variance Decomposition
by: Karl, Andrew T.
Published: (2026)

The Bayesian Infinitesimal Jackknife for Variance
by: Giordano, Ryan, et al.
Published: (2023)

M-Variance Asymptotics and Uniqueness of Descriptors
by: Eltzner, Benjamin
Published: (2020)

Stein's unbiased risk estimate and Hyvärinen's score matching
by: Ghosh, Sulagna, et al.
Published: (2025)

Optimal convex $M$-estimation via score matching
by: Feng, Oliver Y., et al.
Published: (2024)

Variance Estimation for Weighted Average Treatment Effects
by: Li, Huiyue, et al.
Published: (2025)

Two-stage weighted least squares estimator of multivariate non-negative observation-driven models
by: Armillotta, Mirko
Published: (2023)

Zero Variance Portfolio
by: Chang, Jinyuan, et al.
Published: (2026)

Sharp Bounds on the Variance of General Regression Adjustment in Randomized Experiments
by: Mikhaeil, Jonas M., et al.
Published: (2024)

An Improved Satterthwaite Effective Degrees of Freedom Correction for Weighted Syntheses of Variance
by: von Davier, Matthias
Published: (2025)

Exchangeable random permutations with an application to Bayesian graph matching
by: Gaffi, Francesco, et al.
Published: (2026)

Insights on Variance Estimation for Blocked and Matched Pairs Designs
by: Pashley, Nicole E., et al.
Published: (2017)

Variance Inference Beyond the Sandwich for Asymptotically Linear Estimators with Second-Order Remainders
by: Li, Lin, et al.
Published: (2026)

Neyman Jackknife: Design-Based Variance Estimation for Causal Inference under Interference
by: Park, Bryan, et al.
Published: (2026)

Data integration of non-probability and probability samples with predictive mean matching
by: Chlebicki, Piotr, et al.
Published: (2024)

Rate doubly robust estimation for weighted average treatment effects
by: Wang, Yiming, et al.
Published: (2025)

Data-Driven Uniform Inference for General Continuous Treatment Models via Minimum-Variance Weighting
by: Ai, Chunrong, et al.
Published: (2026)

Adaptive Long-Run Variance Thresholding for Sparse Covariance Estimation in High-Dimensional Time Series
by: Zhang, Wenhao, et al.
Published: (2026)

Varadhan Functions, Variances, and Means on Compact Riemannian Manifolds
by: Cao, Yueqi
Published: (2026)

The geometry of Stein's method of moments: A canonical decomposition via score matching
by: Nagai, Mitsuki, et al.
Published: (2026)

Valid Bayesian Inference based on Variance Weighted Projection for High-Dimensional Logistic Regression with Binary Covariates
by: Ojha, Abhishek, et al.
Published: (2024)

Studentising Kendall's Tau: U-Statistic Estimators and Bias Correction for a Generalised Rank Variance-Covariance framework
by: Hurley, Landon
Published: (2023)

Optimally weighted average derivative effects
by: Hines, Oliver, et al.
Published: (2023)

Mean Estimation in Banach Spaces Under Infinite Variance and Martingale Dependence
by: Whitehouse, Justin, et al.
Published: (2024)

Do we need to estimate the variance in robust mean estimation?
by: Sun, Qiang
Published: (2021)

One-step TMLE for weighted average treatment effects
by: Liu, Yang, et al.
Published: (2026)

Caliper Synthetic Matching: Generalized Radius Matching with Local Synthetic Controls
by: Che, Jonathan, et al.
Published: (2024)

On importance sampling and independent Metropolis-Hastings with an unbounded weight function
by: Deligiannidis, George, et al.
Published: (2024)

On new tests for the Poisson distribution based on empirical weight functions
by: Kirui, Winnie, et al.
Published: (2024)

Asymptotic guarantees for Bayesian phylogenetic tree reconstruction
by: Kirichenko, Alisa, et al.
Published: (2025)

Censored extreme value estimation
by: Bladt, Martin, et al.
Published: (2023)

M-estimation with e-statistics
by: Wang, Hongjian, et al.
Published: (2026)

No-prior Bayes reIMagined: probabilistic approximations of inferential models
by: Martin, Ryan
Published: (2025)

The Poisson tensor completion parametric estimator
by: Dunlavy, Daniel M., et al.
Published: (2025)