Related papers: Generalized Confidence Interval for the Common Coe…
The restricted mean survival time is a clinically easy-to-interpret measure that does not require any assumption of proportional hazards. We focus on two ways to directly model the survival time and adjust the covariates. One is to…
We consider a class of semi-parametric dynamic models with strong white noise errors. This class of processes includes the standard Vector Autoregressive (VAR) model, the nonfundamental structural VAR, the mixed causal-noncausal models, as…
Randomization-based inference commonly relies on grid search methods to construct confidence intervals by inverting hypothesis tests over a range of parameter values. While straightforward, this approach is computationally intensive and can…
The problem is in the estimation of the fraction of population with a sensitive characteristic. We consider the Item Count Technique an indirect method of questioning designed to protect respondents' privacy. The exact confidence interval…
Recently, a generalized test approach is proposed by Sadooghi-alvandi et al. (2016) and a fiducial approach is proposed by Xu and Li (2018) to test the equality of coefficients in several regression models with unequal variances. In this…
We consider the problem of finding a proper confidence interval for the mean based on a single observation from a normal distribution with both mean and variance unknown. Portnoy (2017) characterizes the scale-sign invariant rules and shows…
Modern data analysis and statistical learning are marked by complex data structures and black-box algorithms. Data complexity stems from technologies such as imaging, remote sensing, wearable devices, and genomic sequencing. At the same…
In this manuscript, we investigate the concept of the mean response for a treatment group mean as well as its estimation and prediction for generalized linear models with a subject-wise random effect. Generalized linear models are commonly…
Empirical-likelihood-based confidence intervals for a mean were introduced by Owen [Biometrika 75 (1988) 237-249], where at least a finite second moment is required. This excludes some important distributions, for example, those in the…
Confidence intervals are assessed according to two criteria, namely expected length and coverage probability. In an attempt to apply the decision-theoretic method to finding a good confidence interval, a loss function that is a linear…
Quantile and quantile effect functions are important tools for descriptive and causal analyses due to their natural and intuitive interpretation. Existing inference methods for these functions do not apply to discrete random variables. This…
It is well known that the asymptotic variance of sample quantiles can be reduced under heterogeneity relative to the i.i.d. setting. However, asymptotically correct confidence intervals for quantiles are not yet available. We propose a…
Constructing confidence intervals (CIs) for the average treatment effect (ATE) from patient records is crucial to assess the effectiveness and safety of drugs. However, patient records typically come from different hospitals, thus raising…
The covariance of two random variables measures the average joint deviations from their respective means. We generalise this well-known measure by replacing the means with other statistical functionals such as quantiles, expectiles, or…
This paper investigates Frequentist consistency properties of the posterior distributions constructed via Generalized Variational Inference (GVI). A number of generic and novel strategies are given for proving consistency, relying on the…
Discrete state spaces represent a major computational challenge to statistical inference, since the computation of normalisation constants requires summation over large or possibly infinite sets, which can be impractical. This paper…
In this article, we derive and compare methods to derive \textit{p}-values and sets of confidence intervals with strong control of the family-wise error rates and coverage for estimates of treatment effects in cluster randomised trials with…
Systematic reviews aim to summarize all the available evidence relevant to a particular research question. If appropriate, the data from identified studies are quantitatively combined in a meta-analysis. Often only few studies regarding a…
This work develops central limit theorems for cross-validation and consistent estimators of its asymptotic variance under weak stability conditions on the learning algorithm. Together, these results provide practical, asymptotically-exact…
For the quantification of QoE, subjects often provide individual rating scores on certain rating scales which are then aggregated into Mean Opinion Scores (MOS). From the observed sample data, the expected value is to be estimated. While…