Cover Image

Subsample-Based Estimation under Dynamic Contamination

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Yang, Yukai, Sandberg, Rickard
Format:	Preprint
Published:	2026
Subjects:	Methodology Econometrics Statistics Theory 62M10 (Primary) 62F12, 62G35 (Secondary)
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Unbiased estimation and asymptotically valid inference in multivariable Mendelian randomization with many weak instrumental variables
by: Yang, Yihe, et al.
Published: (2023)

The Local to Unity Dynamic Tobit Model
by: Bykhovskaya, Anna, et al.
Published: (2022)

Flatness-Robust Critical Bandwidth
by: Kostyshak, Scott
Published: (2025)

Design-Based Inference under Random Potential Outcomes
by: Yang, Yukai
Published: (2025)

An operator-level ARCH Model
by: Aue, Alexander, et al.
Published: (2026)

Consistency of M-estimators for non-identically distributed data: the case of fixed-design distributional regression
by: Bücher, Axel, et al.
Published: (2025)

Efficient Inference on High-Dimensional Linear Models with Missing Outcomes
by: Zhang, Yikun, et al.
Published: (2023)

Bootstrapping not under the null?
by: Derumigny, Alexis, et al.
Published: (2025)

At the edge of Donsker's Theorem: Asymptotics of multiscale scan statistics
by: Köhne, Johann, et al.
Published: (2025)

Tuning free Catoni type joint robust estimation
by: Li, Xiang, et al.
Published: (2025)

Subspace decompositions for association structure learning in multivariate categorical response regression
by: Zhao, Hongru, et al.
Published: (2024)

Bernstein-von Mises Theorem for Sparse Generalized Linear Model
by: Li, Hanqing, et al.
Published: (2026)

Location and scatter halfspace median under α-symmetric distributions
by: Bočinec, Filip, et al.
Published: (2025)

Vertex misalignment and changepoint localization in network time series
by: Chen, Tianyi, et al.
Published: (2026)

M-estimation under Two-Phase Multiwave Sampling with Applications to Prediction-Powered Inference
by: Kluger, Dan M., et al.
Published: (2026)

Robust Estimation in Finite Mixture Models
by: Lecestre, Alexandre
Published: (2021)

A Matsuoka-Based GARMA Model for Hydrological Forecasting: Theory, Estimation, and Applications
by: Pumi, Guilherme, et al.
Published: (2025)

On the optimal prediction of extreme events in heavy-tailed time series with applications to solar flare forecasting
by: Verma, Victor, et al.
Published: (2024)

Uncertainty Quantification for Noisy Low-tubal-rank Tensor Completion
by: Shang, Jiuqian, et al.
Published: (2026)

Exclusivity Classes and Partitions of Loss Functions
by: Halkiewicz, Stanisław M. S.
Published: (2025)

Higher-Order Efficient Estimators: A Review and Simulation-Based Benchmark Study
by: Wang, Zeyi, et al.
Published: (2026)

Online Generalized Method of Moments for Time Series
by: Leung, Man Fung, et al.
Published: (2025)

A test for counting sequences of integer-valued autoregressive models
by: Goto, Yuichi, et al.
Published: (2023)

Principles of Statistical Inference in Online Problems
by: Leung, Man Fung, et al.
Published: (2022)

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

Efficient Semiparametric Inference for Distributed Data with Blockwise Missingness
by: Huang, Jingyue, et al.
Published: (2025)

Mixed difference integer-valued GARCH model for $ \mathbb{Z}$-valued time series
by: Aknouche, Abdelhakim, et al.
Published: (2026)

Parametric generalized spectrum for heavy-tailed time series
by: Goto, Yuichi, et al.
Published: (2026)

Asymptotic Distribution of Low-Dimensional Patterns Induced by Non-Differentiable Regularizers under General Loss Functions
by: Hejný, Ivan, et al.
Published: (2025)

A Global Wavelet Based Bootstrapped Test of Covariance Stationarity
by: Hill, Jonathan B., et al.
Published: (2022)

On Efficient Inference of Causal Effects with Multiple Mediators
by: Wei, Haoyu, et al.
Published: (2024)

Estimating the tail index of Pareto-type distributions from geometric records
by: Alcalde, Martín, et al.
Published: (2026)

Mode-based estimation of the center of symmetry
by: Chacón, José E., et al.
Published: (2024)

Compound decisions and empirical Bayes via Bayesian nonparametrics
by: Ignatiadis, Nikolaos, et al.
Published: (2026)

Heavy Tail Robust Estimation and Inference for Average Treatment Effects
by: Hill, Jonathan B., et al.
Published: (2024)

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

Statistical Inference for Low-Rank Tensor Models
by: Xu, Ke, et al.
Published: (2025)

Asymptotic behavior of the variance of the BLUE for the mean of stationary processes
by: Ginovyan, Mamikon S.
Published: (2026)

Confidence intervals for causal effects in sequential decision making
by: Vovk, Vladimir, et al.
Published: (2026)

Tensor Factor Model Estimation by Iterative Projection
by: Han, Yuefeng, et al.
Published: (2020)