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Bootstrap is a widely used technique that allows estimating the properties of a given estimator, such as its bias and standard error. In this paper, we evaluate and compare five bootstrap-based methods for making confidence intervals: two…

We show that the full-sample bootstrap is asymptotically valid for constructing confidence intervals for high-quantiles, tail probabilities, and other tail parameters of a univariate distribution. This resolves the doubts that have been…

Statistics Theory · Mathematics 2020-04-28 Svetlana Litvinova , Mervyn J. Silvapulle

Bootstrapping is often applied to get confidence limits for semiparametric inference of a target parameter in the presence of nuisance parameters. Bootstrapping with replacement can be computationally expensive and problematic when…

The increasing availability of time --and space-- resolved data describing human activities and interactions gives insights into both static and dynamic properties of human behavior. In practice, nevertheless, real-world datasets can often…

Physics and Society · Physics 2013-11-27 Nicolas Tremblay , Alain Barrat , Cary Forest , Mark Nornberg , Jean-François Pinton , Pierre Borgnat

Monitoring of project performance is a crucial task of project managers that significantly affect the project success or failure. Earned Value Management (EVM) is a well-known tool to evaluate project performance and effective technique for…

Applications · Statistics 2019-12-20 Nooshin Yousefi , Ahmad Sobhani , Leila Moslemi Naeni , Kenneth R. Currie

In many applications, a control procedure is required to detect potential deviations in a panel of serially correlated processes. It is common that the processes are corrupted by noise and that no prior information about the in-control data…

When dealing with control systems, it is useful and even necessary to assess the performance of underlying transfer functions. The functions may or may not be linear, may or may not be even monotonic. In addition, they may have structural…

Statistics Theory · Mathematics 2018-06-28 Nadezhda Gribkova , Ričardas Zitikis

In this paper we study a bootstrap strategy for estimating the variance of a mean taken over large multifactor crossed random effects data sets. We apply bootstrap reweighting independently to the levels of each factor, giving each…

Methodology · Statistics 2012-09-28 Art B. Owen , Dean Eckles

Contagion arising from clustering of multiple time series like those in the stock market indicators can further complicate the nature of volatility, rendering a parametric test (relying on asymptotic distribution) to suffer from issues on…

Statistical Finance · Quantitative Finance 2025-03-05 Erniel B. Barrios , Paolo Victor T. Redondo

We consider penalized extremum estimation of a high-dimensional, possibly nonlinear model that is sparse in the sense that most of its parameters are zero but some are not. We use the SCAD penalty function, which provides model selection…

Econometrics · Economics 2024-02-23 Joel L. Horowitz , Ahnaf Rafi

Inverse optimal control can be used to characterize behavior in sequential decision-making tasks. Most existing work, however, is limited to fully observable or linear systems, or requires the action signals to be known. Here, we introduce…

Machine Learning · Computer Science 2023-10-31 Dominik Straub , Matthias Schultheis , Heinz Koeppl , Constantin A. Rothkopf

We investigate properties of a bootstrap-based methodology for testing hypotheses about equality of certain characteristics of the distributions between different populations in the context of functional data. The suggested testing…

Statistics Theory · Mathematics 2016-09-29 Efstathios Paparoditis , Theofanis Sapatinas

This note introduces a new Bayesian control chart to compare two processes by monitoring the ratio of their percentiles under Weibull assumption. Both in-control and out-of-control parameters are supposed unknown. The chart analyses the…

Applications · Statistics 2015-07-01 Pasquale Erto

In unit root testing, a piecewise locally stationary process is adopted to accommodate nonstationary errors that can have both smooth and abrupt changes in second- or higher-order properties. Under this framework, the limiting null…

Econometrics · Economics 2018-02-16 Yeonwoo Rho , Xiaofeng Shao

We consider perception-based control using state estimates that are obtained from high-dimensional sensor measurements via learning-enabled perception maps. However, these perception maps are not perfect and result in state estimation…

Systems and Control · Electrical Eng. & Systems 2023-08-29 Shuo Yang , George J. Pappas , Rahul Mangharam , Lars Lindemann

Technological advancements in miniaturization and wireless communications are yielding more affordable and versatile sensors and, in turn, more applications in which a network of sensors can be actively managed to best support overall…

Systems and Control · Electrical Eng. & Systems 2025-09-10 Patrick Kreidl

This study introduces a data-driven, machine learning-based method to detect suitable control variables and instruments for assessing the causal effect of a treatment on an outcome in observational data. Our approach tests the joint…

Econometrics · Economics 2026-05-20 Nicolas Apfel , Julia Hatamyar , Martin Huber , Jannis Kueck

Reinforcement Learning (RL) controllers have generated excitement within the control community. The primary advantage of RL controllers relative to existing methods is their ability to optimize uncertain systems independently of explicit…

Machine Learning · Computer Science 2021-12-07 Max Mowbray , Panagiotis Petsagkourakis , Ehecatl Antonio del Río Chanona , Dongda Zhang

In this paper, we solve the problem of finding a certified control policy that drives a robot from any given initial state and under any bounded disturbance to the desired reference trajectory, with guarantees on the convergence or bounds…

Robotics · Computer Science 2020-11-26 Dawei Sun , Susmit Jha , Chuchu Fan

In this paper, we tackle the state transformation problem in non-strict full state-constrained systems by introducing an adaptive fixed-time control method, utilizing a one-to-one asymmetric nonlinear mapping auxiliary system. Additionally,…

Systems and Control · Electrical Eng. & Systems 2025-05-28 Chenglin Gong , Ziming Wang , Guanxuan Jiang , Xin Wang , Yiding Ji
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