:: Library Catalog

Cover Image

Saved in:

Bibliographic Details
Main Authors:	Zhang, Yue, Luo, Shanshan, Geng, Zhi, He, Yangbo
Format:	Preprint
Published:	2025
Subjects:	Methodology Statistics Theory
Online Access:	https://arxiv.org/abs/2510.12321
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Identifiability of causal effects with non-Gaussianity and auxiliary covariates
by: Shuai, Kang, et al.
Published: (2023)

Covariance Regression with High-Dimensional Predictors
by: He, Yuheng, et al.
Published: (2024)

Doubly-Robust Functional Average Treatment Effect Estimation
by: Testa, Lorenzo, et al.
Published: (2025)

Structure-agnostic Optimality of Doubly Robust Learning for Treatment Effect Estimation
by: Jin, Jikai, et al.
Published: (2024)

The Decaying Missing-at-Random Framework: Model Doubly Robust Causal Inference with Partially Labeled Data
by: Zhang, Yuqian, et al.
Published: (2023)

Robust Inference for High-dimensional Linear Models with Heavy-tailed Errors via Partial Gini Covariance
by: Zhang, Yilin, et al.
Published: (2024)

Semi-Supervised Treatment Effect Estimation with Unlabeled Covariates for Prediction-Powered Causal Inference
by: Kato, Masahiro
Published: (2025)

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

A Framework for Covariate-Adjusted Bivariate Causal Discovery
by: Purkayastha, Soumik, et al.
Published: (2025)

Testing Separability of High-Dimensional Covariance Matrices
by: Sung, Bongjung, et al.
Published: (2025)

Direct Bayesian Regression for Distribution-valued Covariates
by: Tang, Bohao, et al.
Published: (2023)

Causal Inference with High-dimensional Discrete Covariates
by: Zeng, Zhenghao, et al.
Published: (2024)

Optimal Nuisance Function Tuning for Estimating a Doubly Robust Functional under Proportional Asymptotics
by: McGrath, Sean, et al.
Published: (2025)

Hypothesis Testing for Penalized Estimating Equations with Cross-Fitted Covariance Calibration
by: Zhou, Jing, et al.
Published: (2026)

Transfer Learning for Classification under Decision Rule Drift with Application to Optimal Individualized Treatment Rule Estimation
by: Wang, Xiaohan, et al.
Published: (2025)

Causal Small Area Estimation with Survey-only Covariates
by: Ito, Tsubasa, et al.
Published: (2026)

High-dimensional Covariance Estimation by Pairwise Likelihood Truncation
by: Casa, Alessandro, et al.
Published: (2024)

Conditional Distributional Treatment Effects: Doubly Robust Estimation and Testing
by: Jain, Saksham, et al.
Published: (2026)

Minimax-Optimal Spectral Clustering with Covariance Projection for High-Dimensional Anisotropic Mixtures
by: Huang, Chengzhu, et al.
Published: (2025)

Self-Distillation is Optimal Among Spectral Shrinkage Estimators in Spiked Covariance Models
by: Lecoiu, Radu, et al.
Published: (2026)

Doubly Robust and Efficient Calibration of Prediction Sets for Right-Censored Time-to-Event Outcomes
by: Farina, Rebecca, et al.
Published: (2025)

Asymmetric Space-Time Covariance Functions via Hierarchical Mixtures
by: Ma, Pulong
Published: (2025)

Testing For Global Covariate Effects in Dynamic Interaction Event Networks
by: Kreiss, Alexander, et al.
Published: (2021)

Doubly Robust Interval Estimation for Optimal Policy Evaluation in Online Learning
by: Shen, Ye, et al.
Published: (2021)

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

Modeling Covariate Transition for Efficient Estimation of Longitudinal Treatment Effects in Randomized Experiments
by: Chihara, Naoki, et al.
Published: (2026)

On the Estimation of Anisotropic Covariance Functions on Compact Two-Point Homogeneous Spaces
by: Caponera, Alessia
Published: (2025)

Multivariate and Multiple Contrast Testing in General Covariate-adjusted Factorial Designs
by: Baumeister, Marléne, et al.
Published: (2025)

Compositional Covariate Importance Testing via Partial Conjunction of Bivariate Hypotheses
by: Bhaduri, Ritwik, et al.
Published: (2024)

Covariate Adjustment in Randomized Experiments Motivated by Higher-Order Influence Functions
by: Zhao, Sihui, et al.
Published: (2024)

Change Point Detection in Pairwise Comparison Data with Covariates
by: Han, Yi, et al.
Published: (2024)

Covariate Balancing and Riesz Regression Should Be Guided by the Neyman Orthogonal Score in Debiased Machine Learning
by: Kato, Masahiro
Published: (2026)

High-Dimensional Covariate-Dependent Discrete Graphical Models and Dynamic Ising Models
by: Roach, Lyndsay, 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)

General Covariance-Based Conditions for Central Limit Theorems with Dependent Triangular Arrays
by: Chandrasekhar, Arun G., et al.
Published: (2023)

High-Dimensional Block Diagonal Covariance Structure Detection Using Singular Vectors
by: Bauer, Jan O.
Published: (2022)

Uncertainty Quantification of MLE for Entity Ranking with Covariates
by: Fan, Jianqing, et al.
Published: (2022)

Adjusting for Incomplete Baseline Covariates in Randomized Controlled Trials: A Cross-World Imputation Framework
by: Song, Yilin, et al.
Published: (2023)

Nuisance Function Tuning and Sample Splitting for Optimally Estimating a Doubly Robust Functional
by: McGrath, Sean, et al.
Published: (2022)

Covariance scanning for adaptively optimal change point detection in high-dimensional linear models
by: Cho, Haeran, et al.
Published: (2025)