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Small area estimation under linear mixed models often assumes that the small area effect is random effect in almost all previous studies. However, in this paper a new approach is proposed explaining small area effect as the unknown function…

Methodology · Statistics 2014-04-16 Rong Zhu , Guohua Zou , Chun Wang , Yi Hu

Bayesian error analysis paves the way to the construction of credible and plausible error regions for a point estimator obtained from a given dataset. We introduce the concept of region accuracy for error regions (a generalization of the…

Quantum Physics · Physics 2019-07-15 Changhun Oh , Yong Siah Teo , Hyunseok Jeong

We extend the work of Hahn and Carvalho (2015) and develop a doubly-regularized sparse regression estimator by synthesizing Bayesian regularization with penalized least squares within a decision-theoretic framework. In contrast to existing…

Methodology · Statistics 2025-02-04 Aihua Li , Surya T. Tokdar , Jason Xu

We propose an approximate hierarchical Bayes approach that uses the Natural Exponential Family with Quadratic Variance Function in combining information from multiple sources to improve traditional survey estimates of finite population…

Methodology · Statistics 2025-12-25 Soumojit Das , Partha Lahiri

Many countries measure poverty based only on income or consumption. However, there is a growing awareness of measuring poverty through multiple dimensions that captures a more reasonable status of poverty. Estimating poverty measure(s) for…

Methodology · Statistics 2025-10-13 Soumojit Das , Dilshanie Deepawansa , Partha Lahiri

In regression models fitted to data from complex survey designs, sampling weights often incorporate non-essential variation, inflating variance estimates. Stabilized weights mitigate this issue by adjusting sampling weights to account for…

Methodology · Statistics 2026-05-18 Tong Chen , Joshua Slone , Gustavo Amorim , Pamela A. Shaw , Bryan E. Shepherd , Thomas Lumley

A new semi-parametric Expected Shortfall (ES) estimation and forecasting framework is proposed. The proposed approach is based on a two-step estimation procedure. The first step involves the estimation of Value-at-Risk (VaR) at different…

Risk Management · Quantitative Finance 2021-03-16 Giuseppe Storti , Chao Wang

Environmental processes resolved at a sufficiently small scale in space and time will inevitably display non-stationary behavior. Such processes are both challenging to model and computationally expensive when the data size is large.…

Applications · Statistics 2020-08-21 Amanda Lenzi , Stefano Castruccio , Haavard Rue , Marc G. Genton

This paper proposes a fast two-stage variational Bayesian (VB) algorithm to estimate unrestricted panel spatial autoregressive models. Using Dirichlet-Laplace priors, we are able to uncover the spatial relationships between cross-sectional…

Econometrics · Economics 2023-08-23 Deborah Gefang , Stephen G. Hall , George S. Tavlas

Many people living in low- and middle-income countries are not covered by civil registration and vital statistics systems. Consequently, a wide variety of other types of data, including many household sample surveys, are used to estimate…

The estimation of high dimensional quantum states is an important statistical problem arising in current quantum technology applications. A key example is the tomography of multiple ions states, employed in the validation of state…

Quantum Physics · Physics 2015-12-09 Cristina Butucea , Madalin Guta , Theodore Kypraios

Linear regression with measurement error in the covariates is a heavily studied topic, however, the statistics/econometrics literature is almost silent to estimating a multi-equation model with measurement error. This paper considers a…

Methodology · Statistics 2020-06-15 Georges Bresson , Anoop Chaturvedi , Mohammad Arshad Rahman , Shalabh

Time-to-event endpoints show an increasing popularity in phase II cancer trials. The standard statistical tool for such one-armed survival trials is the one-sample log-rank test. Its distributional properties are commonly derived in the…

Methodology · Statistics 2026-03-02 Moritz Fabian Danzer , Andreas Faldum , Rene Schmidt

Empirical Bayes small area estimation based on the well-known Fay-Herriot model may produce unreliable estimates when outlying areas exist. Existing robust methods against outliers or model misspecification are generally inefficient when…

Methodology · Statistics 2022-06-28 Daisuke Kurisu , Takuya Ishihara , Shonosuke Sugasawa

This article considers the estimation of the number of severely disabled people using data from the Italian survey on Health Conditions and Appeal to Medicare. Disability is indirectly measured using a set of categorical items, which survey…

Applications · Statistics 2015-08-25 Enrico Fabrizi , Giorgio E. Montanari , Maria Giovanna Ranalli

Motivated by applications in tissue-wide association studies (TWAS), we develop a flexible and theoretically grounded empirical Bayes approach for integrating %vector-valued outcomes data obtained from different sources. We propose a linear…

Methodology · Statistics 2026-02-17 Antik Chakraborty , Fei Xue

The goal of mediation analysis is to study the effect of exposure on an outcome interceded by a mediator. Two simple hypotheses are tested: the effect of the exposure on the mediator, and the effect of the mediator on the outcome. When…

Statistics Theory · Mathematics 2021-06-01 Yotam Leibovici , Yair Goldberg

In many surveys inexpensive auxiliary variables are available that can help us to make more precise estimation about the main variable. Using auxiliary variable has been extended by regression estimators for rare and cluster populations. In…

Statistics Theory · Mathematics 2018-03-14 Bardia Panahbehagh , Afshin Parvardeh , Babak Mohammadi

A significant hurdle for analyzing large sample data is the lack of effective statistical computing and inference methods. An emerging powerful approach for analyzing large sample data is subsampling, by which one takes a random subsample…

Methodology · Statistics 2015-11-24 Rong Zhu , Ping Ma , Michael W. Mahoney , Bin Yu

Today Bayesian networks are more used in many areas of decision support and image processing. In this way, our proposed approach uses Bayesian Network to modelize the segmented image quality. This quality is calculated on a set of…

Computer Vision and Pattern Recognition · Computer Science 2015-01-23 Mohamed Ali Mahjoub , Mohamed Mhiri