Related papers: Small Sample Inference for the Common Coefficient …
Privacy protection methods, such as differentially private mechanisms, introduce noise into resulting statistics which often produces complex and intractable sampling distributions. In this paper, we propose a simulation-based "repro…
Inference based on the penalized density ratio model is proposed and studied. The model under consideration is specified by assuming that the log--likelihood function of two unknown densities is of some parametric form. The model has been…
Empirical likelihood method has been applied to dependent observations by Monti (1997) through the Whittle's estimation method. Similar asymptotic distribution of the empirical likelihood ratio statistic for stationary time series has been…
In this paper, a new method of detection of election fraud is proposed. This method is based on the calculation of the ratio of two standard normal random variables; estimation of parameters of obtained sample and comparison of these…
This paper investigates a statistical procedure for testing the equality of two independent estimated covariance matrices when the number of potentially dependent data vectors is large and proportional to the size of the vectors, that is,…
The semivarying coefficient models are widely used in the application of finance, economics, medical science and many other areas. The functional coefficients are commonly estimated by local smoothing methods, e.g. local linear estimator.…
This paper studies the inference of the regression coefficient matrix under multivariate response linear regressions in the presence of hidden variables. A novel procedure for constructing confidence intervals of entries of the coefficient…
Popular measures of meta-analysis heterogeneity, such as $I^2$, cannot be considered measures of population heterogeneity since they are dependant on samples sizes within studies. The coefficient of variation (CV) recently introduced and…
In this paper new test statistics are introduced and studied for the important problem of testing hypothesis that involves inequality constraint on proportions when the sample comes from independent binomial random variables: Wald type and…
Variational methods are employed in situations where exact Bayesian inference becomes intractable due to the difficulty in performing certain integrals. Typically, variational methods postulate a tractable posterior and formulate a lower…
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…
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…
There are over 55 different ways to construct a confidence respectively credible interval (CI) for the binomial proportion. Methods to compare them are necessary to decide which should be used in practice. The interval score has been…
In a Cox model, the partial likelihood, as the product of a series of conditional probabilities, is used to estimate the regression coefficients. In practice, those conditional probabilities are approximated by risk score ratios based on a…
We propose a general method for constructing hypothesis tests and confidence sets that have finite sample guarantees without regularity conditions. We refer to such procedures as "universal." The method is very simple and is based on a…
Prevalent cohort sampling is commonly used to study the natural history of a disease when the disease is rare or it usually takes a long time to observe the failure event. It is known, however, that the collected sample in this situation is…
We propose a new method called localized conformal prediction, where we can perform conformal inference using only a local region around a new test sample to construct its confidence interval. Localized conformal inference is a natural…
A new approach to adaptive design of clinical trials is proposed in a general multiparameter exponential family setting, based on generalized likelihood ratio statistics and optimal sequential testing theory. These designs are easy to…
In this article the issues are discussed with the Bayesian approach, least-square fits, and most-likely fits. Trying to counter these issues, a method, based on weighted confidence, is proposed for estimating probabilities and other…
The asymptotic efficiency of a generalized likelihood ratio test proposed by Cox is studied under the large deviations framework for error probabilities developed by Chernoff. In particular, two separate parametric families of hypotheses…