Related papers: Inference on power law spatial trends
The different between the inverse power function and the negative exponential function is significant. The former suggests a complex distribution, while the latter indicates a simple distribution. However, the association of the power-law…
A fundamental class of inferential problems are those characterised by there having been a substantial degree of pre-data (or prior) belief that the value of a model parameter was equal or lay close to a specified value, which may, for…
This paper designs a statistical quantification towards the intermittent power uncertainty in power systems. A negative-exponential forecast uncertainty function is constructed to represent the relationship between the statistics of…
In this paper, we establish a new law of large numbers with the rate of convergence for special partial sums in a probability space. The proof relies on nonlinear expectation theory, as the uncertainty of random variables in the special…
In scientific inference problems, the underlying statistical modeling assumptions have a crucial impact on the end results. There exist, however, only a few automatic means for validating these fundamental modelling assumptions. The…
This paper presents robust inference methods for general linear hypotheses in linear panel data models with latent group structure in the coefficients. We employ a selective conditional inference approach, deriving the conditional…
Traditional methods for linear regression generally assume that the underlying error distribution, equivalently the distribution of the responses, is normal. Yet, sometimes real life response data may exhibit a skewed pattern, and assuming…
We propose an iterative estimating equations procedure for analysis of longitudinal data. We show that, under very mild conditions, the probability that the procedure converges at an exponential rate tends to one as the sample size…
If space-time is emergent from a fundamentally non-geometric theory it will generically be left with defects. Such defects need not respect the locality that emerges with the background. Here, we develop a phenomenological model that…
For a sample of Exponentially distributed durations we aim at point estimation and a confidence interval for its parameter. A duration is only observed if it has ended within a certain time interval, determined by a Uniform distribution.…
Linear mixed-effects models are widely used in analyzing clustered or repeated measures data. We propose a quasi-likelihood approach for estimation and inference of the unknown parameters in linear mixed-effects models with high-dimensional…
We study linear regressions in a context where the outcome of interest and some of the covariates are observed in two different datasets that cannot be matched. Traditional approaches obtain point identification by relying, often…
Scale-free networks play a fundamental role in the study of complex networks and various applied fields due to their ability to model a wide range of real-world systems. A key characteristic of these networks is their degree distribution,…
Non-Gaussian outcomes are often modeled using members of the so-called exponential family. Notorious members are the Bernoulli model for binary data, leading to logistic regression, and the Poisson model for count data, leading to Poisson…
Prediction, where observed data is used to quantify uncertainty about a future observation, is a fundamental problem in statistics. Prediction sets with coverage probability guarantees are a common solution, but these do not provide…
We report a similarity between the microscopic parameter dependance of emergent theories in physics and that of multiparameter models common in other areas of science. In both cases, predictions are possible despite large uncertainties in…
In this second part of our survey on the social and natural distributions, we investigate some models, which intend to explain the statistical regularity of the natural and social distributions. There is a large variety of models and in…
We use the law of total variance to generate multiple expansions for the posterior predictive variance. These expansions are sums of terms involving conditional expectations and conditional variances and provide a quantification of the…
Rapid advancements in data science require us to have fundamentally new frameworks to tackle prevalent but highly non-trivial "irregular" inference problems, to which the large sample central limit theorem does not apply. Typical examples…
We address the problem of inferring the causal effect of an exposure on an outcome across space, using observational data. The data is possibly subject to unmeasured confounding variables which, in a standard approach, must be adjusted for…