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厘清一类多重稳健估计量AI 解读

Summary For estimating the population mean of a response variable subject to ignorable missingness, a new class of methods, called multiply robust procedures, has been proposed. The advantage of multiply robust procedures over the traditional doubly robust methods is that they permit the use of multiple candidate models for both the propensity score and the outcome regression, and they are consistent if any one of the multiple models is correctly specified, a property termed…

非对称最小二乘回归的高维推广及其应用AI 解读

Asymmetric least squares regression is an important method that has wide applications in statistics, econometrics and finance. The existing work on asymmetric least squares only considers the traditional low dimension and large sample setting. In this paper, we systematically study the Sparse Asymmetric LEast Squares (SALES) regression under high dimensions where the penalty functions include the Lasso and nonconvex penalties. We develop a unified efficient algorithm for…