Log-log linearity of the asymptotic distribution - a valid indicator of multi-fractality?

<p>The asymptotic shape of the marginal frequency distribution of geochemical variables has been proposed as indicator of multi-fractality. Transition into a certain statistical regime as inferred from the distribution function may be considered as criterion to delineate geochemical anomalies, including mineral resources or pollutants such as radioactive fallout or geogenic radon.</p><p>The argument is that asymptotic linearity in log-log scale, log(F(z)) = a - b log(z) as z→∞, b>0 a constant, indicates multi-fractality.</p><p>We discuss this with respect to two issues:</p><p>(1) What are the consequences of estimating the slope b for non-ergodic, in particular non-representative and preferential sampling schemes, as often the case in geochemical or pollution surveys?</p><p>(2) Frequently in geochemistry, multiplicative cascades are considered valid generators of multifractal fields, corroborated by observed f(α) functions and variograms (Matèrn or power, for low lags). This generator leads to marginally asymptotically (high cascade orders) log-normal distributions, which in log-log scale are asymptotically (high z) parabolic, not linear.</p><p>Theoretical aspects are addressed as well as examples given.</p>

Targeted Learning of the Mean Outcome under an Optimal Dynamic Treatment Rule

We consider estimation of and inference for the mean outcome under the optimal dynamic two time-point treatment rule defined as the rule that maximizes the mean outcome under the dynamic treatment, where the candidate rules are restricted to depend only on a user-supplied subset of the baseline and intermediate covariates. This estimation problem is addressed in a statistical model for the data distribution that is nonparametric beyond possible knowledge about the treatment and censoring mechanism. This contrasts from the current literature that relies on parametric assumptions. We establish that the mean of the counterfactual outcome under the optimal dynamic treatment is a pathwise differentiable parameter under conditions, and develop a targeted minimum loss-based estimator (TMLE) of this target parameter. We establish asymptotic linearity and statistical inference for this estimator under specified conditions. In a sequentially randomized trial the statistical inference relies upon a second-order difference between the estimator of the optimal dynamic treatment and the optimal dynamic treatment to be asymptotically negligible, which may be a problematic condition when the rule is based on multivariate time-dependent covariates. To avoid this condition, we also develop TMLEs and statistical inference for data adaptive target parameters that are defined in terms of the mean outcome under the estimate of the optimal dynamic treatment. In particular, we develop a novel cross-validated TMLE approach that provides asymptotic inference under minimal conditions, avoiding the need for any empirical process conditions. We offer simulation results to support our theoretical findings.

BOOTSTRAPPING DENSITY-WEIGHTED AVERAGE DERIVATIVES

We investigate the properties of several bootstrap-based inference procedures for semiparametric density-weighted average derivatives. The key innovation in this paper is to employ an alternative asymptotic framework to assess the properties of these inference procedures. This theoretical approach is conceptually distinct from the traditional approach (based on asymptotic linearity of the estimator and Edgeworth expansions), and leads to different theoretical prescriptions for bootstrap-based semiparametric inference. First, we show that the conventional bootstrap-based approximations to the distribution of the estimator and its classical studentized version are both invalid in general. This result shows a fundamental lack of “robustness” of the associated, classical bootstrap-based inference procedures with respect to the bandwidth choice. Second, we present a new bootstrap-based inference procedure for density-weighted average derivatives that is more “robust” to perturbations of the bandwidth choice, and hence exhibits demonstrable superior theoretical statistical properties over the traditional bootstrap-based inference procedures. Finally, we also examine the validity and invalidity of related bootstrap-based inference procedures and discuss additional results that may be of independent interest. Some simulation evidence is also presented.