arXiv subjects

Yuanshan Wu

Publications and source records attributed to Yuanshan Wu.

3 recordsLinked to original sources

arXiv2025

Statistical inference of heterogeneous treatment effects using semiparametric single-index model

In recent years, with the rapid development of science and technology, heterogeneous treatment effects have emerged as a focal research topic in statistics, econometrics, and sociology. This paper investigates HTE through semiparametric single-index models based on doubly robust estimation. Departing from conventional approaches, we neither impose boundedness constraints on the link function in single-index models nor restrict its support range. By employing the sieve method to approximate the link function, we achieve simultaneous estimation of both the link function and index parameters. Our study not only establishes the asymptotic properties of the proposed estimator but also systematically evaluates its finite-sample performance through comprehensive simulation studies. Numerical results demonstrate that our method significantly outperforms other commonly used competing estimators. Furthermore, we apply the proposed approach to the National Health and Nutrition Examination Survey dataset to assess the impact of participation in school lunch programs on body mass index.

stat.ME↗

arXiv2023

Estimation and inference for transfer learning with high-dimensional quantile regression

Transfer learning has become an essential technique to exploit information from the source domain to boost performance of the target task. Despite the prevalence in high-dimensional data, heterogeneity and heavy tails are insufficiently accounted for by current transfer learning approaches and thus may undermine the resulting performance. We propose a transfer learning procedure in the framework of high-dimensional quantile regression models to accommodate heterogeneity and heavy tails in the source and target domains. We establish error bounds of transfer learning estimator based on delicately selected transferable source domains, showing that lower error bounds can be achieved for critical selection criterion and larger sample size of source tasks. We further propose valid confidence interval and hypothesis test procedures for individual component of high-dimensional quantile regression coefficients by advocating a double transfer learning estimator, which is one-step debiased estimator for the transfer learning estimator wherein the technique of transfer learning is designed again. By adopting data-splitting technique, we advocate a transferability detection approach that guarantees to circumvent negative transfer and identify transferable sources with high probability. Simulation results demonstrate that the proposed method exhibits some favorable and compelling performances and the practical utility is further illustrated by analyzing a real example.

stat.ML↗

arXiv2020

Cox regression analysis for distorted covariates with an unknown distortion function

We study inference for censored survival data where some covariates are distorted by some unknown functions of an observable confounding variable in a multiplicative form. Example of this kind of data in medical studies is the common practice to normalizing some important observed exposure variables by patients' body mass index (BMI), weight or age. Such phenomenon also appears frequently in environmental studies where ambient measure is used for normalization, and in genomic studies where library size needs to be normalized for next generation sequencing data. We propose a new covariate-adjusted Cox proportional hazards regression model and utilize the kernel smoothing method to estimate the distorting function, then employ an estimated maximum likelihood method to derive estimator for the regression parameters. We establish the large sample properties of the proposed estimator. Extensive simulation studies demonstrate that the proposed estimator performs well in correcting the bias arising from distortion. A real data set from the National Wilms' Tumor Study (NWTS) is used to illustrate the proposed approach.

stat.ME↗