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stat.ME2025
Testing Conditional Independence via Density Ratio Regression
Chunrong Ai, Zixuan Xu, Zheng Zhang
This paper develops a conditional independence (CI) test from a conditional density ratio (CDR) for weakly dependent data. The main contribution is presenting a closed-form express…
stat.ME2018
A Simple and Efficient Estimation Method for Models with Nonignorable Missing Data
Chunrong Ai, Oliver Linton, Zheng Zhang
This paper proposes a simple and efficient estimation procedure for the model with non-ignorable missing data studied by Morikawa and Kim (2016). Their semiparametrically efficient…