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Spatial autocorrelation is a parameter of importance for network data analysis. To estimate spatial autocorrelation, maximum likelihood has been popularly used. However, its rigorous implementation re...
When the functional data are not homogeneous, e.g., there exist multiple classes of func-tional curves in the dataset, traditional estimation methods may fail. In this paper, we propose a new estimati...
When the functional data are not homogeneous, e.g., there exist multiple classes of func-tional curves in the dataset, traditional estimation methods may fail. In this paper, we propose a new estimati...
We study the estimation of tail probabilities in a queue via a semi-parametric estimator based on the maximum value of the workload, observed over the sampled time interval. Logarithmic consistency an...
This paper presents a randomization-based framework for estimating causal effects under interference between units. We develop the case of estimating average unit-level causal effects from a randomize...
When evaluating the efficacy of social programs and medical treatments using randomized experiments, the estimated overall average causal effect alone is often of limited value and the researchers mus...
Estimation of the long-term health effects of air pollution is a challenging task, especially when modelling small-area disease incidence data in an ecological study design. The challenge comes from t...
Networks are a popular tool for representing elements in a system and their interconnectedness. Many observed networks can be viewed as only samples of some true underlying network. Such is frequently...
We consider estimation of the quadratic (co)variation of a semimartingale from discrete observations which are irregularly spaced under high-frequency asymptotics. In the univariate setting, results b...
This paper proposes a general family of estimators for estimating the population mean in systematic sampling in the presence of non-response adapting the family of estimators proposed by Khoshnevisan ...
An efficient estimator is constructed for the quadratic covariation or integrated covolatility matrix of a multivariate continuous martingale based on noisy and non-synchronous observations under high...
We propose a new procedure for estimating high dimensional Gaussian graphical models. Our approach is asymptotically tuning-free and non-asymptotically tuning-insensitive: it requires very few efforts...
The machine learning community has recently devoted much attention to the problem of inferring causal relationships from statistical data. Most of this work has focused on uncovering connections among...
Estimating Failure Probabilities     asymptotic normality  exceedance probability  failure set  homogeneity       font style='font-size:12px;'> 2011/7/19
In risk management often the probability must be estimated that a random vector falls into an extreme failure set. In the framework of bivariate extreme value theory, we construct an estimator for suc...
We consider a two-stage procedure (TSP) for estimating an inverse regression function at a given point, where isotonic regression is used at stage one to obtain an initial estimate and a local linea...

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