Cover Image

A note on convergence of calibration weights to inverse probability weights

Fuente: Wiley Open Access

Saved in:

Bibliographic Details
Main Author:	Tadayoshi Fushiki
Format:	Artículo Open Access
Published:	Wiley 2024
Subjects:	Statistica Neerlandica
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

High‐dimensional prediction for count response via sparse exponential weights
by: The Tien Mai
Published: (2025)

High‐dimensional sparse classification using exponential weighting with empirical hinge loss
by: The Tien Mai
Published: (2024)

Estimation and convergence rates in the distributional single index model
by: Fadoua Balabdaoui, et al.
Published: (2024)

A general and unified parameterization of the beta distribution: A flexible and robust beta regression model
by: Marcelo Bourguignon, et al.
Published: (2025)

A robust and powerful metric for distributional homogeneity
by: Yanzhou Chen, et al.
Published: (2025)

Testing for no effect in regression problems: A permutation approach
by: Michał G. Ciszewski, et al.
Published: (2024)

A new MM algorithm for root‐finding problems
by: Xun‐Jian Li, et al.
Published: (2024)

A family of discrete multivariate maximum‐entropy distributions
by: David J. Hessen
Published: (2025)

A Bayesian joint modeling for misclassified interval‐censoring and competing risks
by: Zhenwei Yang, et al.
Published: (2026)

A control chart for monitoring image processes based on convolutional neural networks
by: Yarema Okhrin, et al.
Published: (2024)

The joint survival super learner: A super learner for right‐censored data
by: Anders Munch, et al.
Published: (2026)

Inference for Kumaraswamy‐G family of distributions under unified progressive hybrid censoring with partially observed competing risks data
by: Subhankar Dutta, et al.
Published: (2024)

Estimation of a regular conditional functional by conditional U‐statistic regression
by: Alexis Derumigny
Published: (2024)

Degree distributions in networks: Beyond the power law
by: Clement Lee, et al.
Published: (2024)

On global robustness of an adversarial risk analysis solution
by: Jinming Yang, et al.
Published: (2024)

Issue Information
Published: (2024)

Issue Information
Published: (2024)

Convergence of unforced errors in the matching problem
by: Ignacio Vidal
Published: (2024)

Nonlinear shrinkage test on a large‐dimensional covariance matrix
by: Taras Bodnar, et al.
Published: (2024)

New classes of goodness‐of‐fit tests for the one‐sided Lévy distribution
by: Aditi Kumari, et al.
Published: (2024)

Heterogeneous dense subhypergraph detection
by: Mingao Yuan, et al.
Published: (2024)

Computing optimal allocation of trials to subregions in crop‐variety testing in case of correlated genotype effects
by: Maryna Prus
Published: (2024)

Estimation of the incubation time distribution in the singly and doubly interval censored model
by: Piet Groeneboom
Published: (2024)

Nonparametric causal inference with confounders missing not at random
by: Jiawei Shan, et al.
Published: (2024)

Point process modeling through a mixture of homogeneous and self‐exciting processes
by: Álvaro Briz‐Redón, et al.
Published: (2024)

Duals of convolution thinned relationships
by: M. C. Jones
Published: (2024)

Estimation of density functionals via cross‐validation
by: José E. Chacón, et al.
Published: (2024)

Editorial statistics
by: Ernst‐Jan Camiel Wit
Published: (2024)

Editorial: Embracing the future of continuous publication at Statistica Neerlandica
by: Ernst C. Wit
Published: (2024)

Issue Information
Published: (2026)

Estimation of zero‐inflated proportional odds regression with missing covariates
by: Shen‐Ming Lee, et al.
Published: (2025)

On the asymptotic distributions of some test statistics for two‐way contingency tables
by: Qingyang Zhang
Published: (2025)

Causal mediation analysis in the presence of a common confounder measured with error
by: Tarikul Islam, et al.
Published: (2025)

Issue Information
Published: (2025)

Efficient estimation for the multivariate Cox model with missing covariates
by: Youngjoo Cho, et al.
Published: (2025)

Closed‐form maximum likelihood estimator for logarithmic distribution and its asymptotic variance
by: Kévin Allan Sales Rodrigues
Published: (2025)

Hierarchical modeling of multiple synchronized irregularly spaced financial returns
by: Sreeram Anantharaman, et al.
Published: (2026)

Testing for the zero‐altered Poisson distribution with positive data
by: M.D. Jiménez‐Gamero, et al.
Published: (2025)

Quasi‐likelihood ratio tests and the Bartlett‐type correction for improved inferences of the modified Poisson and least‐squares regressions for binary outcomes
by: Hisashi Noma, et al.
Published: (2025)

Single‐index models for extreme value index regression
by: Takuma Yoshida
Published: (2025)