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Two new goodness of fit tests for the Pareto type-I distribution for complete and right censored data are proposed using fixed point characterization based on Steins type identity. The asymptotic distributions of the test statistics under…

Methodology · Statistics 2024-08-30 Avhad Ganesh Vishnu , Ananya Lahiri , Sudheesh K. Kattumannil

Measure of the weighted cumulative entropy about the predictability of failure time of a system have been introduced in [3]. Referring properties of doubly truncated (interval) cumulative residual and past entropy, several bounds and…

Information Theory · Computer Science 2015-08-28 Salimeh Yasaei Sekeh , Gholamreza Mohtashami Borzadran , Abdolhamid Rezaei Roknabadi

This article explores the estimation of unknown parameters and reliability characteristics under the assumption that the lifetimes of the testing units follow an Inverted Exponentiated Pareto (IEP) distribution. Here, both point and…

Statistics Theory · Mathematics 2025-01-22 Rajendranath Mondal , Aditi Kar Gangopadhyay , Raju Bhakta , Kousik Maiti

Recently, renormalized entropy was proposed as a novel measure of relative entropy (P. Saparin et al., Chaos, Solitons & Fractals 4, 1907 (1994)) and applied to several physiological time sequences, including EEGs of patients with epilepsy.…

Biological Physics · Physics 2016-09-08 R. Quian Quiroga , J. Arnhold , K. Lehnertz , P. Grassberger

For analyzing unit-level multivariate data in small area estimation, we consider the multivariate nested error regression model (MNER) and provide the empirical best linear unbiased predictor (EBLUP) of a small area characteristic based on…

Statistics Theory · Mathematics 2018-04-27 Tsubasa Ito , Tatsuya Kubokawa

In this paper, we suggest an estimator using two auxiliary variables in stratified random sampling. The propose estimator has an improvement over mean per unit estimator as well as some other considered estimators. Expressions for bias and…

Applications · Statistics 2014-04-01 Rajesh Singh , Sachin Malik

This paper studies distributed binary test of statistical independence under communication (information bits) constraints. While testing independence is very relevant in various applications, distributed independence test is particularly…

Statistics Theory · Mathematics 2021-11-29 Sebastian Espinosa , Jorge F. Silva , Pablo Piantanida

Predictive inference requires balancing statistical accuracy against informational complexity, yet the choice of complexity measure is usually imposed rather than derived. We treat econometric objects as predictive rules, mappings from…

Statistics Theory · Mathematics 2026-02-16 Nicholas G. Polson , Daniel Zantedeschi

In this paper, we introduce a doubly doubly robust estimator for the average and heterogeneous treatment effect for left-truncated-right-censored (LTRC) survival data. In causal inference for survival functions in LTRC survival data, two…

General Economics · Economics 2024-09-04 Guanghui Pan

This paper investigates improved testing inferences under a general multivariate elliptical regression model. The model is very flexible in terms of the specification of the mean vector and the dispersion matrix, and of the choice of the…

Statistics Theory · Mathematics 2016-11-01 T. F. N. Melo , S. L. P. Ferrari , A. G. Patriota

This paper proposes a new method for estimating the joint probability mass function of a pair of discrete random variables. This estimator is used to construct joint Shannon R\'enyi-Tsallis entropies, and the mutual information estimates of…

Methodology · Statistics 2020-01-14 Amadou Diadie Ba , Gane Samb Lo , Cheikh Tidiane Seck

The effect of relative entropy asymmetry is analyzed in the context of empirical risk minimization (ERM) with relative entropy regularization (ERM-RER). Two regularizations are considered: $(a)$ the relative entropy of the measure to be…

Machine Learning · Statistics 2025-05-01 Francisco Daunas , Iñaki Esnaola , Samir M. Perlaza , H. Vincent Poor

A fundamental challenge in comparing two survival distributions with right censored data is the selection of an appropriate nonparametric test, as the power of standard tests like the Log rank and Wilcoxon is highly dependent on the often…

Methodology · Statistics 2025-10-09 Abid Hussain , Touqeer Ahmad

This paper studies two estimators for Gaussian moment tensors: the standard sample moment estimator and a plug-in estimator based on Isserlis's theorem. We establish dimension-free, non-asymptotic error bounds that demonstrate and quantify…

Statistics Theory · Mathematics 2025-10-29 Omar Al-Ghattas , Jiaheng Chen , Daniel Sanz-Alonso

The test statistics of two powerful tests for normality \citep{lm1,mud2} are estimators of the correlation coefficient between certain sample moments. We derive new versions of the test statistics that are functions of the sample skewness…

Statistics Theory · Mathematics 2011-08-03 Måns Thulin

Entropy estimation is a fundamental problem in information theory that has applications in various fields, including physics, biology, and computer science. Estimating the entropy of discrete sequences can be challenging due to limited data…

Statistical Mechanics · Physics 2024-01-18 Juan De Gregorio , David Sanchez , Raul Toral

The focus of this study is to evaluate the effectiveness of Machine Learning (ML) methods for two-sample testing with right-censored observations. To achieve this, we develop several ML-based methods with varying architectures and implement…

Machine Learning · Computer Science 2024-09-27 Petr Philonenko , Sergey Postovalov

Estimating the entropy of a discrete random variable is a fundamental problem in information theory and related fields. This problem has many applications in various domains, including machine learning, statistics and data compression. Over…

Information Theory · Computer Science 2020-12-22 Yuval Shalev , Amichai Painsky , Irad Ben-Gal

Missing outcome data is one of the principal threats to the validity of treatment effect estimates from randomized trials. The outcome distributions of participants with missing and observed data are often different, which increases the…

Methodology · Statistics 2017-04-06 Iván Díaz , Mark J. van der Laan

The sample selection approach is very popular in learning with noisy labels. As deep networks learn pattern first, prior methods built on sample selection share a similar training procedure: the small-loss examples can be regarded as clean…

Machine Learning · Computer Science 2023-09-06 Xiaobo Xia , Pengqian Lu , Chen Gong , Bo Han , Jun Yu , Jun Yu , Tongliang Liu
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