Related papers: Pareto analysis based on records

We study batched bandit experiments and consider the problem of inference conditional on the realized stopping time, assignment probabilities, and target parameter, where all of these may be chosen adaptively using information up to the…

We present a new approach for estimating parameters in rational ODE models from given (measured) time series data. In typical existing approaches, an initial guess for the parameter values is made from a given search interval. Then, in a…

This paper is concerned with combined inference for point processes on the real line observed in a broken interval. For such processes, the classic history-based approach cannot be used. Instead, we adapt tools from sequential spatial point…

For estimating area-specific parameters (quantities) in a finite population, a mixed model prediction approach is attractive. However, this approach strongly depends on the normality assumption of the response values although we often…

We characterize the exponential distribution in terms of the regression of a record value with non-adjacent record values as covariates. We also study characterizations based on the regression of linear combinations of record values.

We consider the distribution of the turning point location of time series modeled as the sum of deterministic trend plus random noise. If the variables are modeled by shifted exponentials, whose location parameters define the trend, we…

We propose testing procedures for the hypothesis that a given set of discrete observations may be formulated as a particular time series of counts with a specific conditional law. The new test statistics incorporate the empirical…

Numerous approaches are proposed in the literature for non-stationarity marginal extreme value inference, including different model parameterisations with respect to covariate, and different inference schemes. The objective of this article…

Selecting the best regularization parameter in inverse problems is a classical and yet challenging problem. Recently, data-driven approaches have become popular to tackle this challenge. These approaches are appealing since they do require…

Economic data are often generated by stochastic processes that take place in continuous time, though observations may occur only at discrete times. For example, electricity and gas consumption take place in continuous time. Data generated…

We study productivity dispersions across workers, firms and industrial sectors. Empirical study of the Japanese data shows that they all obey the Pareto law, and also that the Pareto index decreases with the level of aggregation. In order…

In this article we propose an optimal method referred to as SPlit for splitting a dataset into training and testing sets. SPlit is based on the method of Support Points (SP), which was initially developed for finding the optimal…

This brief paper summarize the chances offered by the Peak-Over-Threshold method, related with analysis of extremes. Identification of appropriate Value at Risk can be solved by fitting data with a Generalized Pareto Distribution. Also an…

In many applied fields, the prediction of more severe events than those already recorded is crucial for safeguarding against potential future calamities. What-if analyses, which evaluate hypothetical scenarios up to the worst-case event,…

Interval identification of parameters such as average treatment effects, average partial effects and welfare is particularly common when using observational data and experimental data with imperfect compliance due to the endogeneity of…

We propose a frequentist testing procedure that maintains a defined coverage and is optimal in the sense that it gives maximal power to detect deviations from a null hypothesis when the alternative to the null hypothesis is sampled from a…

A number of applications require two-sample testing on ranked preference data. For instance, in crowdsourcing, there is a long-standing question of whether pairwise comparison data provided by people is distributed similar to…

Suppose you are told that taking a statin will reduce your risk of a heart attack or stroke by 3% in the next ten years, or that women have better emotional intelligence than men. You may wonder how accurate the 3% is, or how confident we…

We formulate, and present a numerical method for solving, an inverse problem for inferring parameters of a deterministic model from stochastic observational data (quantities of interest). The solution, given as a probability measure, is…

Statistical techniques are used in all branches of science to determine the feasibility of quantitative hypotheses. One of the most basic applications of statistical techniques in comparative analysis is the test of equality of two…