313 citations · 1.6k across the 58 of their papers we have counts for
5 papers · 1 filter
Asymptotic Normality of Quadratic Estimators
James Robins, Lingling Li, Eric Tchetgen Tchetgen +1
We prove conditional asymptotic normality of a class of quadratic U-statistics that are dominated by their degenerate second order part and have kernels that change with the number…
Higher Order Estimating Equations for High-dimensional Models
James Robins, Lingling Li, Rajarshi Mukherjee +2
We introduce a new method of estimation of parameters in semiparametric and nonparametric models. The method is based on estimating equations that are -statistics in the observa…
On Modeling and Estimation for the Relative Risk and Risk Difference
Thomas S. Richardson, James M. Robins, Linbo Wang
A common problem in formulating models for the relative risk and risk difference is the variation dependence between these parameters and the baseline risk, which is a nuisance mod…
Lepski's Method and Adaptive Estimation of Nonlinear Integral Functionals of Density
Rajarshi Mukherjee, Eric Tchetgen Tchetgen, James Robins
We study the adaptive minimax estimation of non-linear integral functionals of a density and extend the results obtained for linear and quadratic functionals to general functionals…
Identification and Inference for Marginal Average Treatment Effect on the Treated With an Instrumental Variable
Lan Liu, Wang Miao, Baoluo Sun +2
In observational studies, treatments are typically not randomized and therefore estimated treatment effects may be subject to confounding bias. The instrumental variable (IV) desig…