English
Related papers

Related papers: Construction of Simultaneous Confidence Bands for …

200 papers

Conformal prediction methods construct prediction regions for iid data that are valid in finite samples. We provide two parametric conformal prediction regions that are applicable for a wide class of continuous statistical models. This…

Methodology · Statistics 2019-10-29 Daniel J. Eck , Forrest W. Crawford

We present a novel multipole formulation for computing the band structures of two-dimensional arrays of cylindrical Helmholtz resonators. This formulation is derived by combining existing multipole methods for arrays of ideal cylinders with…

Fluid Dynamics · Physics 2022-02-22 M. J. A. Smith , I. D. Abrahams

In this paper, we establish uniform asymptotic certainty bands for the conditional cumulative distribution function. To this aim, we give exact rate of strong uniform consistency for the local linear estimator of this function. The…

Statistics Theory · Mathematics 2014-07-21 Sandie Ferrigno , Bernard Foliguet , Myriam Maumy-Bertrand , Aurélie Muller-Gueudin

Cox proportional hazards model with measurement errors is considered. In Kukush and Chernova (2017), we elaborated a simultaneous estimator of the baseline hazard rate $\lambda(\cdot)$ and the regression parameter $\beta$, with the…

Probability · Mathematics 2018-04-06 Oksana Chernova , Alexander Kukush

We consider nonparametric regression in the context of functional data, that is, when a random sample of functions is observed on a fine grid. We obtain a functional asymptotic normality result allowing to build simultaneous confidence…

Methodology · Statistics 2015-03-13 David A. Degras

In epidemiology, some have argued that multiple comparison corrections are not necessary as there is rarely interest in the universal null hypothesis. From a parameter estimation perspective, epidemiologists may still be interested in…

The upper bounds on the coverage probabilities of the confidence regions based on blockwise empirical likelihood [Kitamura (1997)] and nonstandard expansive empirical likelihood [Nordman et al. (2013)] methods for time series data are…

Methodology · Statistics 2014-08-01 Xianyang Zhang , Xiaofeng Shao

The construction of the simultaneous confidence bands for the integrated hazard function is considered. The Nelson--Aalen estimator is used. The simultaneous confidence bands based on bootstrap methods are presented. Two methods of…

Statistics Theory · Mathematics 2007-06-13 Anna Dudek , Maciej Gocwin , Jacek Leskow

The asymptotic results pertaining to the distribution of the log likelihood ratio allow for the creation of a confidence region, which is a general extension of the confidence interval. Two and three dimensional regions can be displayed…

Methodology · Statistics 2017-03-08 Adam Jaeger

The problem of existence of adaptive confidence bands for an unknown density $f$ that belongs to a nested scale of H\"{o}lder classes over $\mathbb{R}$ or $[0,1]$ is considered. Whereas honest adaptive inference in this problem is…

Statistics Theory · Mathematics 2012-02-24 Marc Hoffmann , Richard Nickl

Cox proportional hazards model with measurement error is investigated. In Kukush et al. (2011) [Journal of Statistical Research 45, 77-94] and Chimisov and Kukush (2014) [Modern Stochastics: Theory and Applications 1, 13-32] asymptotic…

Statistics Theory · Mathematics 2017-04-03 Alexander Kukush , Oksana Chernova

In this paper we consider the hyperbolic formulation of the constraints introduced by R\'acz. Using the numerical framework recently developed by us we construct initial data sets which can be interpreted as nonlinear perturbations of…

General Relativity and Quantum Cosmology · Physics 2017-10-02 Florian Beyer , Leon Escobar , Jörg Frauendiener

This paper studies the asymptotics of resampling without replacement in the proportional regime where dimension $p$ and sample size $n$ are of the same order. For a given dataset $(X,y)\in \mathbb{R}^{n\times p}\times \mathbb{R}^n$ and…

Statistics Theory · Mathematics 2026-02-04 Pierre C. Bellec , Takuya Koriyama

Building classification models that predict a binary class label on the basis of high dimensional multi-omics datasets poses several challenges, due to the typically widely differing characteristics of the data layers in terms of number of…

Methodology · Statistics 2020-08-04 Alessandra Cabassi , Denis Seyres , Mattia Frontini , Paul D. W. Kirk

This is the first in a series of papers in which we investigate the resolvent and spectral measure on non-trapping asymptotically hyperbolic manifolds with applications to the restriction theorem, spectral multiplier results and Strichartz…

Analysis of PDEs · Mathematics 2015-06-17 Xi Chen , Andrew Hassell

Given a sample from some unknown continuous density $f:\mathbb{R}\to\mathbb{R}$, we construct adaptive confidence bands that are honest for all densities in a "generic" subset of the union of $t$-H\"older balls, $0<t\le r$, where $r$ is a…

Statistics Theory · Mathematics 2010-02-26 Evarist Giné , Richard Nickl

There is a fast growing literature that set-identifies structural vector autoregressions (SVARs) by imposing sign restrictions on the responses of a subset of the endogenous variables to a particular structural shock (sign-restricted…

Econometrics · Economics 2018-02-08 Eleonora Granziera , Hyungsik Roger Moon , Frank Schorfheide

Much of the research on multiple comparison and simultaneous inference in the past sixty years or so has been for the comparisons of several population means. Spurrier (1999) seems to be the first to study the multiple comparison of several…

Methodology · Statistics 2020-05-21 Jianan Peng , Wei Liu , Frank Bretz , Anthony Hayter

Nonparametric two-stage procedures to construct fixed-width confidence intervals are studied to quantify uncertainty. It is shown that the validity of the random central limit theorem (RCLT) accompanied by a consistent and asymptotically…

Statistics Theory · Mathematics 2019-10-08 Yuan-Tsung Chang , Ansgar Steland

One of the most commonly used methods for forming confidence intervals for statistical inference is the empirical bootstrap, which is especially expedient when the limiting distribution of the estimator is unknown. However, despite its…

Statistics Theory · Mathematics 2020-11-24 Morgane Austern , Vasilis Syrgkanis