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1. Full Text Bias-Reduced Doubly Robust Estimation
by Vermeulen, Karel and Vansteelandt, Stijn
Journal of the American Statistical Association, ISSN 0162-1459, 07/2015, Volume 110, Issue 511, pp. 1024 - 1036
Over the past decade, doubly robust estimators have been proposed for a variety of target parameters in causal inference and missing data models. These are... 
Causal inference | Missing data | Semiparametric estimation | Nuisance parameters | Double robustness | REGRESSION | INCOMPLETE DATA | ALTERNATIVE STRATEGIES | MARGINAL STRUCTURAL MODELS | STATISTICS & PROBABILITY | DEMYSTIFYING DOUBLE ROBUSTNESS | COVARIATE ADJUSTMENT | SEMIPARAMETRIC NONRESPONSE MODELS | CONFOUNDERS | CAUSAL INFERENCE MODELS
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2. Full Text Estimation and Inference of Heterogeneous Treatment Effects using Random Forests
by Wager, Stefan and Athey, Susan
Journal of the American Statistical Association, ISSN 0162-1459, 07/2018, Volume 113, Issue 523, pp. 1228 - 1242
Many scientific and engineering challenges-ranging from personalized medicine to customized marketing recommendations-require an understanding of treatment... 
Unconfoundedness | Adaptive nearest neighbors matching | Asymptotic normality | Potential outcomes | REGRESSION | CONFIDENCE-INTERVALS | VALID POST-SELECTION | STATISTICS & PROBABILITY | JACKKNIFE | CONSISTENCY | SUPPORT | NONPARAMETRIC-TESTS | PROPENSITY SCORE ESTIMATION | SUBGROUP ANALYSIS
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3. Full Text Shrinkage Estimation of the Varying Coefficient Model
by Wang, Hansheng and Xia, Yingcun
Journal of the American Statistical Association, ISSN 0162-1459, 06/2009, Volume 104, Issue 486, pp. 747 - 757
The varying coefficient model is a useful extension of the linear regression model. Nevertheless, how to conduct variable selection for the varying coefficient... 
Least Absolute Shrinkage and Selection Operator | Oracle property | Bayesian information criterion | Kernel smoothing | Smoothly Clipped Absolute Deviation | Variable selection | Varying coefficient model | Regression coefficients | Estimate reliability | Theory and Methods | Linear regression | Data smoothing | Semiparametric modeling | Modeling | Parametric models | Estimators | Oracles | Estimation methods | REGRESSION | Variable selections | STATISTICS & PROBABILITY | LONGITUDINAL DATA | VARIABLE SELECTION | LINEAR-MODELS | ORACLE PROPERTIES | NONCONCAVE PENALIZED LIKELIHOOD | INFERENCES | ADAPTIVE LASSO | Least absolute deviations (Statistics) | Models | Coefficient of variation | Analysis | Estimation theory
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4. Full Text Nonstationarity-extended local Whittle estimation
by Abadir, Karim M and Distaso, Walter and Giraitis, Liudas
Journal of Econometrics, ISSN 0304-4076, 2007, Volume 141, Issue 2, pp. 1353 - 1384
This paper extends the classical local Whittle estimation procedure of the memory parameter to fractionally integrated I processes for , covering stationary... 
Fully extended local Whittle (FELW) estimator | Fractional integration | Memory parameter | Nonlinear processes | nonlinear processes | REGRESSION | SEMIPARAMETRIC ESTIMATION | fully extended local Whittle (FELW) estimator | MATHEMATICS, INTERDISCIPLINARY APPLICATIONS | LONG-RANGE DEPENDENCE | memory parameter | TIME-SERIES | SOCIAL SCIENCES, MATHEMATICAL METHODS | ECONOMICS | fractional integration | Fourier transformations | Analysis | Estimation theory
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5. Full Text INTEGRATED SCORE ESTIMATION
by Jun, Sung Jae and Pinkse, Joris and Wan, Yuanyuan
Econometric Theory, ISSN 0266-4666, 12/2017, Volume 33, Issue 6, pp. 1418 - 1456
We study the properties of the integrated score estimator (ISE), which is the Laplace version of Manski's maximum score estimator (MMSE). The ISE belongs to a... 
SEMIPARAMETRIC ESTIMATION | MATHEMATICS, INTERDISCIPLINARY APPLICATIONS | RESPONSE MODEL | STATISTICS & PROBABILITY | SOCIAL SCIENCES, MATHEMATICAL METHODS | MODEL ESTIMATION | ECONOMICS | COMPUTATION | Economic models | Monte Carlo simulation | Estimating techniques
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6. Full Text BOOTSTRAP CONSISTENCY FOR GENERAL SEMIPARAMETRIC M -ESTIMATION
by Guang Cheng and Jianhua Z. Huang
The Annals of Statistics, ISSN 0090-5364, 10/2010, Volume 38, Issue 5, pp. 2884 - 2915
Consider M -estimation in a semiparametric model that is characterized by a Euclidean parameter of interest and an infinite-dimensional nuisance parameter. As... 
Censored data | Inference | Mathematical independent variables | Mathematical functions | Regression analysis | Semiparametric modeling | Estimators | Consistent estimators | Probabilities | Bootstrap resampling | Bootstrap confidence set | M-estimation | Semiparametric model | Bootstrap consistency | semiparametric model | CENSORED-DATA | REGRESSION-MODELS | bootstrap confidence set | LIKELIHOOD-ESTIMATION | EQUATIONS | STATISTICS & PROBABILITY | INFERENCE | PROFILE SAMPLER | BAYESIAN BOOTSTRAP | 62G20 | 62F40
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7. Full Text ESTIMATION AND TESTING FOR PARTIALLY LINEAR SINGLE-INDEX MODELS
by Hua Liang and Xiang Liu and Runze Li and Chih-Ling Tsai
The Annals of Statistics, ISSN 0090-5364, 12/2010, Volume 38, Issue 6, pp. 3811 - 3836
In partially linear single-index models, we obtain the semiparametrically efficient profile least-squares estimators of regression coefficients. We also employ... 
Linear regression | Logical proofs | Mathematical independent variables | Coefficients | Parametric models | Modeling | Linear models | Estimators | Consistent estimators | Oracles | Hypothesis testing | Profile likelihood | Efficiency | SCAD | Local linear regression | Nonparametric regression | REGRESSION | nonparametric regression | SEMIPARAMETRIC ESTIMATION | local linear regression | hypothesis testing | profile likelihood | STATISTICS & PROBABILITY | VARIANCE | VARIABLE SELECTION | 62J02 | 62G08 | 62G20 | 62G10 | 62F12
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8. Full Text Exact Local Whittle Estimation of Fractional Integration
by Katsumi Shimotsu and Peter C. B. Phillips
The Annals of Statistics, ISSN 0090-5364, 8/2005, Volume 33, Issue 4, pp. 1890 - 1933
An exact form of the local Whittle likelihood is studied with the intent of developing a general-purpose estimation procedure for the memory parameter (d) that... 
Estimation bias | Approximation | Algebra | Objective functions | Time Series Analysis | Time series | Estimation theory | Fourier transformations | Interval estimators | Estimators | Consistent estimators | Nonstationarity | Semiparametric estimation | Fractional integration | Whittle likelihood | Discrete Fourier transform | Long memory | semiparametric estimation | LONG-RANGE DEPENDENCE | nonstationarity | NONSTATIONARY | TIME-SERIES | STATISTICS & PROBABILITY | fractional integration | long memory | discrete Fourier transform | 62M10
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9. Full Text Efficient Semiparametric Estimation of Quantile Treatment Effects
by Sergio Firpo
Econometrica, ISSN 0012-9682, 1/2007, Volume 75, Issue 1, pp. 259 - 276
This paper develops estimators for quantile treatment effects under the identifying restriction that selection to treatment is based on observable... 
Statistical variance | Quantiles | Quantum efficiency | Notes and Comments | Analytical estimating | Statistical estimation | Standard error | Economic efficiency | Estimators | Consistent estimators | Estimation methods | Quantile treatment effects | Efficient estimation | Semiparametric estimation | Propensity score | Semiparametric efficiency bounds | ABSOLUTE DEVIATIONS ESTIMATORS | PROPENSITY-SCORE | WAGES | efficient estimation | STATISTICS & PROBABILITY | INFERENCE | TRAINING-PROGRAMS | EXOGENEITY | MATHEMATICS, INTERDISCIPLINARY APPLICATIONS | semiparametric estimation | MODELS | SOCIAL SCIENCES, MATHEMATICAL METHODS | quantile treatment effects | ECONOMICS | semiparametric efficiency bounds | IMPACTS | propensity score
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10. Full Text Non-parametric efficiency estimation using Richardson–Lucy blind deconvolution
by Dai, Xiaofeng
European Journal of Operational Research, ISSN 0377-2217, 01/2016, Volume 248, Issue 2, pp. 731 - 739
We propose a non-parametric, three-stage strategy for efficiency estimation in which the Richardson–Lucy blind deconvolution algorithm is used to identify... 
Richardson–Lucy blind deconvolution | Nonparametric | Stochastic frontier estimation | Efficiency estimation | Richardson-Lucy blind deconvolution | UNIFYING APPROACH | FRONTIER MODELS | OPERATIONS RESEARCH & MANAGEMENT SCIENCE | IMAGE-RESTORATION | CONVEX | DENSITY-ESTIMATION | ERROR | VARIANCE | Nonparametric tests | Usage | Algorithms | Analysis | Learning models (Stochastic processes) | Energy efficiency | Research
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11. Full Text Score estimation in the monotone single‐index model
by Balabdaoui, Fadoua and Groeneboom, Piet and Hendrickx, Kim
Scandinavian Journal of Statistics, ISSN 0303-6898, 06/2019, Volume 46, Issue 2, pp. 517 - 544
We consider estimation in the single‐index model where the link function is monotone. For this model, a profile least‐squares estimator has been proposed to... 
semiparametric models | single‐index regression model | monotone link functions | nonparametric least‐squares estimates | single-index regression model | nonparametric least-squares estimates | REGRESSION | STATISTICS & PROBABILITY | EFFICIENT ESTIMATION
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12. Full Text Doubly Robust Estimation in Missing Data and Causal Inference Models
by Bang, Heejung and Robins, James M
Biometrics, ISSN 0006-341X, 12/2005, Volume 61, Issue 4, pp. 962 - 973
The goal of this article is to construct doubly robust (DR) estimators in ignorable missing data and causal inference models. In a missing data model, an... 
Causal inference | Doubly robust estimation | Missing data | Longitudinal data | Marginal structural model | Semiparametrics | REGRESSION | MATHEMATICS, INTERDISCIPLINARY APPLICATIONS | REPEATED OUTCOMES | BIOLOGY | STATISTICS & PROBABILITY | semiparametrics | causal inference | marginal structural model | doubly robust estimation | missing data | SEMIPARAMETRIC NONRESPONSE MODELS | longitudinal data | Antidepressive Agents - therapeutic use | Depression - drug therapy | Myocardial Infarction - complications | Data Interpretation, Statistical | Multicenter Studies as Topic | Computer Simulation | Humans | Depression - complications | Models, Statistical | Cognitive Therapy - standards | Longitudinal Studies
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13. Full Text Bayesian estimation of agent-based models
by Grazzini, Jakob and Richiardi, Matteo G and Tsionas, Mike
Journal of Economic Dynamics and Control, ISSN 0165-1889, 04/2017, Volume 77, pp. 26 - 47
We consider Bayesian inference techniques for agent-based (AB) models, as an alternative to simulated minimum distance (SMD). Three computationally heavy steps... 
Agent-based | Estimation | Approximate Bayesian computation | Likelihood | Bayes | POPULATION | STATISTICAL-INFERENCE | TUTORIAL | PARTICLE FILTERS | ECONOMICS | COMPUTATION | Markov processes | Monte Carlo method | Macroeconomics | Analysis
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14. Full Text Fractional Cointegration Rank Estimation
by Łasak, Katarzyna and Velasco, Carlos
Journal of Business & Economic Statistics, ISSN 0735-0015, 04/2015, Volume 33, Issue 2, pp. 241 - 254
This article considers cointegration rank estimation for a p-dimensional fractional vector error correction model. We propose a new two-step procedure that... 
Maximum likelihood estimation | Error correction model | Gaussian VAR model | Likelihood ratio tests | SEMIPARAMETRIC ESTIMATION | TESTS | REPRESENTATION | UNKNOWN INTEGRATION ORDERS | STATISTICS & PROBABILITY | INFERENCE | NUISANCE PARAMETER | TERM STRUCTURE | HYPOTHESIS | VECTOR AUTOREGRESSIVE MODELS | SYSTEMS | SOCIAL SCIENCES, MATHEMATICAL METHODS | ECONOMICS
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15. Full Text On causal estimation using $U$-statistics
by Mao, Lu
Biometrika, ISSN 0006-3444, 03/2018, Volume 105, Issue 1, pp. 215 - 220
Summary  We introduce a general class of causal estimands which extends the familiar notion of average treatment effect. The class is defined by a contrast... 
Mann-Whitney test | Semiparametric inference | Locally efficient estimation | Average treatment effect | Potential outcome | Double robustness
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16. Full Text Efficient semiparametric estimation of multi-valued treatment effects under ignorability
by Cattaneo, Matias D
Journal of Econometrics, ISSN 0304-4076, 2010, Volume 155, Issue 2, pp. 138 - 154
This paper studies the efficient estimation of a large class of multi-valued treatment effects as implicitly defined by a collection of possibly... 
Semiparametric efficiency | Efficient estimation | Multi-valued treatment effects | Unconfoundedness | PROPENSITY SCORE | CAUSAL INFERENCE | MISSING DATA | INVERSE | MATHEMATICS, INTERDISCIPLINARY APPLICATIONS | AUXILIARY DATA | MODELS | SOCIAL SCIENCES, MATHEMATICAL METHODS | ECONOMICS | VARIANCE | Multi-valued treatment effects Unconfoundedness Semiparametric efficiency Efficient estimation
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17. Full Text Efficient estimation in sufficient dimension reduction
by Ma, Yanyuan and Zhu, Liping
Annals of Statistics, ISSN 0090-5364, 02/2013, Volume 41, Issue 1, pp. 250 - 268
We develop an efficient estimation procedure for identifying and estimating the central subspace. Using a new way of parameterization, we convert the problem... 
Semiparametric efficiency | Dimension reduction | Central subspace | Estimating equations | Sliced inverse regression | MODELS | sliced inverse regression | MEASUREMENT ERROR | semiparametric efficiency | DISTRIBUTED PREDICTORS | estimating equations | SEMIPARAMETRIC ESTIMATORS | STATISTICS & PROBABILITY | dimension reduction | 62J02 | 62F12 | 62H12
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18. Full Text Copula-Based Regression Estimation and Inference
by Noh, Hohsuk and Ghouch, Anouar El and Bouezmarni, Taoufik
Journal of the American Statistical Association, ISSN 0162-1459, 06/2013, Volume 108, Issue 502, pp. 676 - 688
We investigate a new approach to estimating a regression function based on copulas. The main idea behind this approach is to write the regression function in... 
Profile likelihood | Dependence modeling | Semiparametric regression | Vine copula | Theory and Methods | SEMIPARAMETRIC ESTIMATION | MODELS | PACKAGE | WEAK-CONVERGENCE | STATISTICS & PROBABILITY | Models | Regression analysis
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19. Full Text Semiparametric estimation of a censored regression model with endogeneity
by Chen, Songnian and Wang, Qian
Journal of Econometrics, ISSN 0304-4076, 10/2019
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20. Full Text Nonparametric estimation in case of endogenous selection
by Breunig, Christoph and Mammen, Enno and Simoni, Anna
Journal of Econometrics, ISSN 0304-4076, 02/2018, Volume 202, Issue 2, pp. 268 - 285
This paper addresses the problem of estimation of a nonparametric regression function from selectively observed data when selection is endogenous. Our approach... 
Instrumental variable | Endogenous selection | Asymptotic normality | Inverse probability weighting | Convergence rate | Bootstrap uniform confidence bands | Regression estimation | Sieve minimum distance | Inverse problem | SEMIPARAMETRIC ESTIMATION | NONRESPONSE | CONFIDENCE BANDS | MISSING DATA | ECONOMETRICS | MATHEMATICS, INTERDISCIPLINARY APPLICATIONS | SERIES ESTIMATORS | MODELS | SOCIAL SCIENCES, MATHEMATICAL METHODS | PARTIAL IDENTIFICATION | ECONOMICS | CONVERGENCE-RATES
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