semiparametric

Robust estimations from distribution structures: Invariant moments.

Robust estimations from distribution structures: Mean.

Robust estimations from distribution structures: Central moments.

A Python implementation of the semiparametric double-index estimator of Klein and Vella (2009)

TMLE and one-step estimators built on Riesz representers, unifying efficient estimation across causal inference settings: treatment effects, longitudinal regimes, mediation, quantiles, and two-phase sampling, with super learner nuisance estimation

Lecture on Local Polynomial Regression given for the Statistical Machine Learning exam at University of Trieste

Tests for rotational symmetry on the hypersphere. Software companion for "On optimal tests for rotational symmetry against new classes of hyperspherical distributions"

hddid: Stata package for doubly robust semiparametric difference-in-differences with high-dimensional covariates. Based on Ning, Peng, and Tao (2020, arXiv:2009.03151).(Public Preview, testing...)(Disclaimer: CURRENTLY WIP)

Semiparametric regression that learns a Gaussianising transform of the residuals jointly with the coefficients, in R. 1.03-2.83x efficiency over OLS under heavy-tailed and skewed errors.

Estimation of the Extremal Index

Semiparametric inference for relative heterogeneous vaccine efficacy between strains in observational case-only studies

Reproduction code for The Causal Shadow Price by Yousefi 2026. Causal inference, AIPW, semiparametric efficiency.

An R package to fit bivariate additive categorical regression models