This paper presents a weighted optimization framework that unifies the binary, multi-valued, continuous, as well as mixture of discrete and continuous treatment, under unconfounded treatment assignment. With a general loss function, the framework includes the average, quantile and asymmetric...

This paper presents a weighted optimization framework that unifies the binary, multivalued, and continuous treatment - as well as mixture of discrete and continuous treatment - under a unconfounded treatment assignment. With a general loss function, the framework includes the average, quantile,...

This paper presents a weighted optimization framework that unifies the binary, multivalued, and continuous treatment - as well as mixture of discrete and continuous treatment - under a unconfounded treatment assignment. With a general loss function, the framework includes the average, quantile,...

This paper presents a weighted optimization framework that unifies the binary, multivalued, and continuous treatment—as well as mixture of discrete and continuous treatment—under a unconfounded treatment assignment. With a general loss function, the framework includes the average, quantile,...

This paper investigates the estimation of semiparametric copula models with data missing at random. The two-step maximum likelihood estimation of Genest, Ghoudi, and Rivest (1995) is infeasible if there are missing data. We propose a class of calibration estimators for the nonparametric marginal...

The existing literature of copula-based regression assumes that complete data are available, but this assumption is violated in many real applications. The present paper allows the regressand and regressors to be missing at random (MAR). We formulate a generalized regression model which unifies...

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 estimator requires explicit nonparametric estimation and so suffers from the curse of dimensionality and requires a...

This article considers a Mann-Whitney test of distributional effects in a multivalued treatment. Specifically, we first show that, under the unconfoundedness condition, the counterfactual distributions are weighted averages, with weights satisfying some moment restrictions. We estimate the...