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This paper deals with the Gaussian and bootstrap approximations to the distribution of the max statistic in high dimensions. This statistic takes the form of the maximum over components of the sum of independent random vectors and its…

Statistics Theory · Mathematics 2022-05-31 Victor Chernozhukov , Denis Chetverikov , Kengo Kato , Yuta Koike

I propose a nonparametric iid bootstrap procedure for the empirical likelihood, the exponential tilting, and the exponentially tilted empirical likelihood estimators that achieves asymptotic refinements for t tests and confidence intervals,…

Econometrics · Economics 2026-02-03 Seojeong Lee

Empirical best linear unbiased prediction (EBLUP) method uses a linear mixed model in combining information from different sources of information. This method is particularly useful in small area problems. The variability of an EBLUP is…

Statistics Theory · Mathematics 2008-12-18 Snigdhansu Chatterjee , Partha Lahiri , Huilin Li

The problem of simultaneous estimation of location/scale parameters $\theta_1$ and $\theta_2$ of a general bivariate location/scale model, when the ordering between the parameters is known apriori (say, $\theta_1\leq \theta_2$), has been…

Statistics Theory · Mathematics 2023-01-03 Naresh Garg , Neeraj Misra

A method for estimating the axis of reflectional symmetry of an image $f(x,y)$ on the unit disc $D=\{(x,y):x^2+y^2\leq1\}$ is proposed, given that noisy data of $f(x,y)$ are observed on a discrete grid of edge width $\Delta$. Our estimation…

Applications · Statistics 2011-02-04 Nicolai Bissantz , Hajo Holzmann , Mirosław Pawlak

We develop a new approach for estimating the risk of an arbitrary estimator of the mean vector in the classical normal means problem. The key idea is to generate two auxiliary data vectors, by adding carefully constructed normal noise…

Statistics Theory · Mathematics 2024-04-25 Natalia L. Oliveira , Jing Lei , Ryan J. Tibshirani

A difficulty in MSE estimation occurs because we do not specify a full distribution for the survey weights. This obfuscates the use of fully parametric bootstrap procedures. To overcome this challenge, we develop a novel MSE estimator. We…

Methodology · Statistics 2022-10-25 Yanghyeon Cho , Emily Berg

In a two-stage cluster sampling procedure, $n$ random populations are drawn independently from independent populations and a sub-sample of observations is taken in each of them. The estimator of the general mean of the observed variables is…

Statistics Theory · Mathematics 2009-09-29 Odile Pons

We consider bootstrap inference for estimators which are (asymptotically) biased. We show that, even when the bias term cannot be consistently estimated, valid inference can be obtained by proper implementations of the bootstrap.…

We introduce the \textit{almost goodness-of-fit} test, a procedure to assess whether a (parametric) model provides a good representation of the probability distribution generating the observed sample. Specifically, given a distribution…

Methodology · Statistics 2025-10-15 Amparo Baíllo , Javier Cárcamo

All observations by the aperture photometer (PHT-P) and the far-infrared (FIR) camera section (PHT-C) of ISOPHOT included reference measurements against stable internal fine calibration sources (FCS) to correct for temporal drifts in…

We study scalar conformal field theories whose large $N$ spectrum is fixed by the operator dimensions of either Ising model or Lee-Yang edge singularity. Using numerical bootstrap to study CFTs with $S_N\otimes Z_2$ symmetry, we find a…

High Energy Physics - Theory · Physics 2018-10-17 Junchen Rong , Ning Su

In this paper we consider a class of nonparametric estimators of a distribution function F, with compact support, based on the theory of IFSs. The estimator of F is tought as the fixed point of a contractive operator T defined in terms of a…

Statistics Theory · Mathematics 2007-06-13 Stefano M. Iacus , Davide La Torre

The expectation value of a smooth conformal line defect in a CFT is a conformal invariant functional of its path in space-time. For example, in large $N$ holographic theories, these fundamental observables are dual to the open string…

High Energy Physics - Theory · Physics 2024-04-23 Barak Gabai , Amit Sever , De-liang Zhong

We report on a numerical evaluation of the statistical bootstrap as a technique for radio-interferometric imaging fidelity assessment. The development of a fidelity assessment technique is an important scientific prerequisite for automated…

Astrophysics · Physics 2009-11-10 Athol Kemball , Adam Martinsek

We constrain the distribution of merging compact binaries across the celestial sphere using the GWTC-3 catalog from the LIGO-Virgo-KAGRA Collaborations' (LVK) third observing run. With 63 confident detections from O3, we constrain the…

High Energy Astrophysical Phenomena · Physics 2023-03-01 Reed Essick , Will M. Farr , Maya Fishbach , Daniel E. Holz , Erik Katsavounidis

Model misspecification is ubiquitous in data analysis because the data-generating process is often complex and mathematically intractable. Therefore, assessing estimation uncertainty and conducting statistical inference under a possibly…

Methodology · Statistics 2023-12-19 Rong Li , Yichen Qin , Yang Li

Violation of the assumptions underlying classical (Gaussian) limit theory often yields unreliable statistical inference. This paper shows that the bootstrap can detect such violations by delivering simple and powerful diagnostic tests that…

Econometrics · Economics 2025-10-09 Giuseppe Cavaliere , Luca Fanelli , Iliyan Georgiev

This article extends the scope of empirical likelihood methodology in three directions: to allow for plug-in estimates of nuisance parameters in estimating equations, slower than $\sqrt{n}$-rates of convergence, and settings in which there…

Statistics Theory · Mathematics 2009-04-21 Nils Lid Hjort , Ian W. McKeague , Ingrid Van Keilegom

Filamentary structures, also called ridges, generalize the concept of modes of density functions and provide low-dimensional representations of point clouds. Using kernel type plug-in estimators, we give asymptotic confidence regions for…

Statistics Theory · Mathematics 2024-05-02 Wanli Qiao