166 citations · 595 across the 71 of their papers we have counts for
4 papers · 1 filter
Improved Variance Estimation in Homoskedastic Nonparametric Random-Design Regression via a Two-Scale Approach
Edgar Dobriban, Rajarshi Mukherjee, James M. Robins +1
We study estimation of a constant conditional variance in nonparametric regression with a -dimensional random design. This is an important problem, and similar questions a…
Generalized Hierarchical Conformal Prediction
Soham Mallick, Eric Tchetgen Tchetgen, Edgar Dobriban +1
Many prediction problems arise with data collected in groups. In this setting, hierarchical conformal prediction (HCP) (Lee et al., 2026) provides distribution-free prediction sets…
Sharp Minimax Theory for Randomized Experiments
Timothy Sudijono, Edgar Dobriban, Eric Tchetgen Tchetgen
We study minimax-optimal designs and estimators for estimating the sample average treatment effect in finite population randomized experiments, where both design and estimator are…
The Benjamini--Hochberg Procedure Can Fail to Control the FDR for Correlated Two-Sided Gaussian Tests
Edgar Dobriban
We show that the Benjamini--Hochberg procedure can fail to control the false discovery rate (FDR) at its nominal level for correlated two-sided Gaussian -values. We construct a…