ESTIMATION AND INFERENCE FOR MOMENTS OF RATIOS WITH ROBUSTNESS AGAINST LARGE TRIMMING BIAS (Q5065459)

scientific article; zbMATH DE number 7493784

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English	ESTIMATION AND INFERENCE FOR MOMENTS OF RATIOS WITH ROBUSTNESS AGAINST LARGE TRIMMING BIAS	scientific article; zbMATH DE number 7493784

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title

ESTIMATION AND INFERENCE FOR MOMENTS OF RATIOS WITH ROBUSTNESS AGAINST LARGE TRIMMING BIAS (English)

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21 March 2022

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full work available at URL

https://arxiv.org/abs/1709.00981

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MaRDI publication profile

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Dealing with limited overlap in estimation of average treatment effects

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Local asymptotics for polynomial spline regression

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Semiparametric Latent Variable Model Estimation with Endogenous or Mismeasured Regressors

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Semiparametric qualitative response model estimation with unknown heteroscedasticity or instrumental variables

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Limit distributions of self-normalized sums

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Robust Inference Using Inverse Probability Weighting

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Convergence rates and asymptotic normality for series estimators

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Estimating the mean of a heavy tailed distribution

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Empirical-likelihood-based confidence interval for the mean with a heavy-tailed distribution.

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Inference for Heavy-Tailed Data Analysis

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Subsampling inference for the mean in the heavy-tailed case.

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The central role of the propensity score in observational studies for causal effects

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Identifiers

zbMATH Open document ID

1493.62621

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DOI

10.1017/S0266466621000025

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Mathematics Subject Classification ID

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Mathematics(1 entry)

mardi Publication:5065459