Journal: Journal of the Royal Statistical Society Series B: Statistical Methodology
Loading...
Abbreviation
J. R. Stat. Soc. B
Publisher
Wiley-Blackwell
14 results
Search Results
Publications 1 - 10 of 14
- Exact and computationally efficient likelihood-based estimation for discretely observed diffusion processes (with discussion)Item type: Journal Article
Journal of the Royal Statistical Society Series B: Statistical MethodologyBeskos, Alexandros; Papaspiliopoulos, Omiros; Roberts, Gareth O.; et al. (2006) - Splines for financial volatilityItem type: Journal Article
Journal of the Royal Statistical Society Series B: Statistical MethodologyAudrino, Francesco; Bühlmann, Peter (2009) - Testing against a high dimensional alternativeItem type: Journal Article
Journal of the Royal Statistical Society Series B: Statistical MethodologyGoeman, Jelle J.; van de Geer, Sara; Houwelingen, Hans C. van (2006) - Efficient construction of reversible jump Markov chain Monte Carlo proposal distributionsItem type: Journal Article
Journal of the Royal Statistical Society Series B: Statistical MethodologyRobert, C. P.; Meng, X. L.; Moller, J.; et al. (2003) - Sure independence screening for ultrahigh dimensional feature space DiscussionItem type: Journal Article
Journal of the Royal Statistical Society Series B: Statistical MethodologyBickel, Peter; Buehlmann, Peter; Yao, Qiwei; et al. (2008) - Stability selectionItem type: Journal Article
Journal of the Royal Statistical Society Series B: Statistical MethodologyMeinshausen, Nicolai; Bühlmann, Peter (2010) - Conditional transformation modelsItem type: Journal Article
Journal of the Royal Statistical Society Series B: Statistical MethodologyHothorn, Torsten; Kneib, Thomas; Bühlmann, Peter (2014) - Graphical Criteria for Efficient Total Effect Estimation via Adjustment in Causal Linear ModelsItem type: Journal Article
Journal of the Royal Statistical Society Series B: Statistical MethodologyHenckel, Leonard; Perković, Emilija; Maathuis, Marloes H. (2022)Covariate adjustment is a commonly used method for total causal effect estimation. In recent years, graphical criteria have been developed to identify all valid adjustment sets, that is, all covariate sets that can be used for this purpose. Different valid adjustment sets typically provide total effect estimates of varying accuracies. Restricting ourselves to causal linear models, we introduce a graphical criterion to compare the asymptotic variances provided by certain valid adjustment sets. We employ this result to develop two further graphical tools. First, we introduce a simple variance reducing pruning procedure for any given valid adjustment set. Second, we give a graphical characterization of a valid adjustment set that provides the optimal asymptotic variance among all valid adjustment sets. Our results depend only on the graphical structure and not on the specific error variances or edge coefficients of the underlying causal linear model. They can be applied to directed acyclic graphs (DAGs), completed partially directed acyclic graphs (CPDAGs) and maximally oriented partially directed acyclic graphs (maximal PDAGs). We present simulations and a real data example to support our results and show their practical applicability. - Regression shrinkage and selection via the Lasso: a retrospective (Robert Tibshirani)Item type: Other Journal Item
Journal of the Royal Statistical Society Series B: Statistical MethodologyBühlmann, Peter (2011) - Group boundItem type: Journal Article
Journal of the Royal Statistical Society Series B: Statistical MethodologyMeinshausen, Nicolai (2015)
Publications 1 - 10 of 14