Results 61 to 70 of about 1,618 (122)

On-line nonparametric estimation [PDF]

, 2004
A survey of some recent results on nonparametric on-line estimation is presented. The first result deals with an on-line estimation for a smooth signal S(t) in the classic 'signal plus Gaussian white noise' model.
Khasminskii, Rafail
core   +2 more sources

Valid causal inference with unobserved confounding in high-dimensional settings

Journal of Causal Inference
Various methods have recently been proposed to estimate causal effects with confidence intervals that are uniformly valid over a set of data-generating processes when high-dimensional nuisance models are estimated by post-model-selection or machine ...
Moosavi Niloofar, Gorbach Tetiana, de Luna Xavier   +2 more
doaj   +1 more source

Neyman meets causal machine learning: Experimental evaluation of individualized treatment rules

Journal of Causal Inference
A century ago, Neyman showed how to evaluate the efficacy of treatment using a randomized experiment under a minimal set of assumptions. This classical repeated sampling framework serves as a basis of routine experimental analyses conducted by today’s ...
Li Michael Lingzhi, Imai Kosuke
doaj   +1 more source

Strong laws for weighted sums of widely orthant dependent random variables and applications

Open Mathematics
In this study, the strong law of large numbers and the convergence rate for weighted sums of non-identically distributed widely orthant dependent random variables are established.
Zhu Yong, Wang Wei, Chen Kan
doaj   +1 more source

Variable importance for causal forests: breaking down the heterogeneity of treatment effects

Journal of Causal Inference
Causal random forests provide efficient estimates of heterogeneous treatment effects. However, forest algorithms are also well-known for their black-box nature, and therefore, do not characterize how input variables are involved in treatment effect ...
Bénard Clément, Josse Julie
doaj   +1 more source

Lower and upper bounds for the eigenvalues of a pentadiagonal matrix arising in the Hodrick-Prescott filter

Special Matrices
This study establishes lower and upper bounds for the eigenvalues of a symmetric pentadiagonal matrix arising in the Hodrick-Prescott (HP) filter, a widely used method for trend extraction in macroeconometrics.
Yamada Hiroshi
doaj   +1 more source

Some theoretical foundations for the design and analysis of randomized experiments

Journal of Causal Inference
Neyman’s seminal work in 1923 has been a milestone in statistics over the century, which has motivated many fundamental statistical concepts and methodology.
Shi Lei, Li Xinran
doaj   +1 more source

Optimal bandwidth estimators of kernel density functionals for contaminated data. [PDF]

J Appl Stat, 2021
Gündüz N, Aydın C.
europepmc   +1 more source

Personalized treatment selection using observational data. [PDF]

J Appl Stat, 2023
Kulasekera KB, Tholkage S, Kong M.
europepmc   +1 more source

Level sets of depth measures in abstract spaces. [PDF]

Test (Madr), 2023
Cholaquidis A, Fraiman R, Moreno L.
europepmc   +1 more source