Results 41 to 50 of about 252 (167)

An optimal transport approach to estimating causal effects via nonlinear difference-in-differences

Journal of Causal Inference
We propose a nonlinear difference-in-differences (DiD) method to estimate multivariate counterfactual distributions in classical treatment and control study designs with observational data.
Torous William, Gunsilius Florian, Rigollet Philippe   +2 more
doaj   +1 more source

Reference Bayesian methods for recapture models with heterogeneity

, 2010
Capture–recapture models, Heterogeneity, Bayesian inference, Population size, Default prior, Model choice, 62F15, 62G05,
FARCOMENI, Alessio, Luca Tardella, Alessio Farcomeni, TARDELLA, Luca   +3 more
core   +1 more source

Maximum Empirical Likelihood Estimation of the Spectral Measure of an Extreme Value Distribution [PDF]

, 2008
AMS 2000 subject classifications: Primary 62G05, 62G30, 62G32; secondary 60G70, 60F05, 60F17, JEL: C13 ...
Einmahl, J.H.J., Segers, J.J.J.
core  

Fast estimation of Kendall's Tau and conditional Kendall's Tau matrices under structural assumptions

Dependence Modeling
Kendall’s tau and conditional Kendall’s tau matrices are multivariate (conditional) dependence measures between the components of a random vector. For large dimensions, available estimators are computationally expensive and can be improved by averaging ...
van der Spek Rutger, Derumigny Alexis
doaj   +1 more source

Mediated probabilities of causation

Journal of Causal Inference
We propose a set of causal estimands that we call “the mediated probabilities of causation.” These estimands quantify the probabilities that an observed negative outcome was induced via a mediating pathway versus a direct pathway in a stylized setting ...
Rubinstein Max, Cuellar Maria, Malinsky Daniel   +2 more
doaj   +1 more source

On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators

Dependence Modeling, 2013
We study the impact of certain transformations within the class of Archimedean copulas. We give some admissibility conditions for these transformations, and define some equivalence classes for both transformations and generators of Archimedean copulas ...
Di Bernardino Elena, Rullière Didier
doaj   +1 more source

Bias-reduced estimators of the Weibull tail-coefficient

, 2008
Weibull tail-coefficient, Bias-reduction, Least-squares approach, Asymptotic normality, 62G05, 62G20, 62G30,
Gardes, Laurent, Stéphane Girard, Jean Diebolt, Diebolt, Jean, Laurent Gardes, Guillou, Armelle, Girard, Stéphane, Armelle Guillou   +7 more
core   +1 more source

Causal additive models with smooth backfitting

Journal of Causal Inference
A fully nonparametric approach to learning causal structures from observational data is proposed. The method is described in the setting of additive structural equation models with a link to causal inference.
Morville Asger B., Park Byeong U.
doaj   +1 more source

Hodges-lehmann estimate of the location parameter in censored samples

Primary 62G05, Secondary 62G20, 62G35, Censored Sample, Hodges and Lehmann estimate, Robustness, Wilcoxon Statistic, Efficiency,
A. Ehsanes Saleh
core   +1 more source

Nonparametric expectile shortfall regression for functional data

Demonstratio Mathematica
This work addresses the issue of financial risk analysis by introducing a novel expected shortfall (ES) regression model, which employs expectile regression to define the shortfall threshold in financial risk management.
Almanjahie Ibrahim M., Abood Hanan, Bouzebda Salim, Alshahrani Fatimah, Laksaci Ali   +4 more
doaj   +1 more source