Related papers: Certainty bands for the conditional cumulative dis…
This paper develops an asymptotic likelihood theory for triangular arrays of stationary Gaussian time series depending on a multidimensional unknown parameter. We give sufficient conditions for the associated sequence of statistical models…
Given additional distributional information in the form of moment restrictions, kernel density and distribution function estimators with implied generalised empirical likelihood probabilities as weights achieve a reduction in variance due…
Frequentists' inference often delivers point estimators associated with confidence intervals or sets for parameters of interest. Constructing the confidence intervals or sets requires understanding the sampling distributions of the point…
We propose a summary measure defined as the expected value of a random variable over disjoint subsets of its support that are specified by a given grid of proportions, and consider its use in a regression modeling framework. The obtained…
This article presents methods for the construction of two-sided and one-sided simultaneous hyperbolic bands for the logistic and probit regression models when the predictor variable is restricted to a given interval. The bands are…
Nonparametric density and regression estimators commonly depend on a bandwidth. The asymptotic properties of these estimators have been widely studied when bandwidths are nonstochastic. In practice, however, in order to improve finite…
Asymptotic concentration behaviors of linear combinations of weight distributions on the random linear code ensemble are presented. Many important properties of a binary linear code can be expressed as the form of a linear combination of…
We develop a new extreme value theory for repeated cross-sectional and panel data to construct asymptotically valid confidence intervals (CIs) for conditional extremal quantiles from a fixed number $k$ of nearest-neighbor tail observations.…
The density band model proposed by Kassam for robust hypothesis testing is revisited in this paper. First, a novel criterion for the general characterization of least favorable distributions is proposed, which unifies existing results. This…
In this paper, a linearized asymptotic stability result for a Caputo-Katugampola fractional-order systems is described. An application is given to demonstrate the validity of the proposed results.
The research is about a systematic investigation on the following issues. First, we construct different outcome regression-based estimators for conditional average treatment effect under, respectively, true (oracle), parametric,…
We show that the cumulative distribution function corresponding to a kernel density estimator with optimal bandwidth lies outside any confidence interval, around the empirical distribution function, with probability tending to 1 as the…
Quantile- and copula-related spectral concepts recently have been considered by various authors. Those spectra, in their most general form, provide a full characterization of the copulas associated with the pairs $(X_t,X_{t-k})$ in a…
This paper presents a method for constructing uniform confidence bands for the marginal treatment effect (MTE) function. The shape of the MTE function offers insight into how the unobserved propensity to receive treatment is related to the…
We investigate generically applicable and intuitively appealing prediction intervals based on $k$-fold cross validation. We focus on the conditional coverage probability of the proposed intervals, given the observations in the training…
In this paper, we formulate and prove new properties of conditional quantiles given one of the particular sigma-fields. Next, we use them to investigate almost sure asymptotic behavior of central order statistics which arise from strictly…
Confidence intervals based on the central limit theorem (CLT) are a cornerstone of classical statistics. Despite being only asymptotically valid, they are ubiquitous because they permit statistical inference under weak assumptions and can…
This article presents methods for constructing an asymptotic hyperbolic band under the multiple logistic regression model when the predictor variables are restricted to a specific region $\mathscr{X}$. Scheff\'{e}'s method yields…
For second order stationary processes, the spectral distribution function is uniquely deter- mined by the autocovariance functions of the processes. We define the quantiles of the spectral distribution function and propose two estimators…
In this paper we prove a universal inequality describing the asymptotic behavior of support points for planar continuous curves. As corollaries we get an analogous result for tangent points of differentiable planar curves and some…