Related papers: Asymptotic Distribution and Simultaneous Confidenc…
Competing risks data arise frequently in clinical trials. When the proportional subdistribution hazard assumption is violated or two cumulative incidence function (CIF) curves cross, rather than comparing the overall treatment effects,…
We study the asymptotics of certain measures on partitions (the so-called z-measures and their relatives) in two different regimes: near the diagonal of the corresponding Young diagram and in the intermediate zone between the diagonal and…
Exact formulas are derived for the probability density functions of the sum and difference of two independent non-central gamma distributed random variables, with both series and integral representations of the density presented. These…
We develop uniform confidence bands for the mean function of stationary time series as a post-hoc analysis of multiple change point detection in functional time series. In particular, the methodology in this work provides bands for those…
Uniform asymptotic confidence bands for a multivariate regression function in an inverse regression model with a convolution-type operator are constructed. The results are derived using strong approximation methods and a limit theorem for…
We consider the problem of constructing confidence intervals for the locations of change points in a high-dimensional mean shift model. To that end, we develop a locally refitted least squares estimator and obtain component-wise and…
We first review existing sequential methods for estimating a binomial proportion. Afterward, we propose a new family of group sequential sampling schemes for estimating a binomial proportion with prescribed margin of error and confidence…
This paper develops a method to construct uniform confidence bands for a nonparametric regression function where a predictor variable is subject to a measurement error. We allow for the distribution of the measurement error to be unknown,…
Estimates of finite population cumulativedistribution functions (CDFs) and quantiles are critical forpolicy-making, resource allocation, and public health planning. For instance, federal finance agencies may require accurate estimates of…
This paper derives the rate of convergence and asymptotic distribution for a class of Kolmogorov-Smirnov style test statistics for conditional moment inequality models for parameters on the boundary of the identified set under general…
We obtain asymptotic approximations for the probability density function of the product of two correlated normal random variables with non-zero means and arbitrary variances. As a consequence, we deduce asymptotic approximations for the…
The asymptotic solution to the problem of comparing the means of two heteroscedastic populations, based on two random samples from the populations, hinges on the pivot underpinning the construction of the confidence interval and the test…
This note displays an interesting phenomenon for percentiles of independent but non-identical random variables. Let $X_1,\cdots,X_n$ be independent random variables obeying non-identical continuous distributions and $X^{(1)}\geq \cdots\geq…
Sample surveys are widely used to obtain information about totals, means, medians, and other parameters of finite populations. In many applications, similar information is desired for subpopulations such as individuals in specific…
Recent research has shown that interval estimators with good coverage properties are achievable for some functions of quantiles, even when sample sizes are not large. Motivated by this, we consider interval estimators for the ratios of…
There is a substantial literature on testing for the equality of the cumulative incidence functions associated with one specific cause in a competing risks setting across several populations against specific or all alternatives. In this…
Randomized Controlled Trials (RCT) are the current gold standards to empirically measure the effect of a new drug. However, they may be of limited size and resorting to complementary non-randomized data, referred to as observational, is…
Functional data analysis has attracted considerable interest and is facing new challenges, one of which is the increasingly available data in a streaming manner. In this article we develop an online nonparametric method to dynamically…
Let $\alpha_n(\cdot)=P\bigl(X_{n+1}\in\cdot\mid X_1,\ldots,X_n\bigr)$ be the predictive distributions of a sequence $(X_1,X_2,\ldots)$ of $p$-dimensional random vectors. Suppose $$\alpha_n= \mathcal{N} _p (M_n,Q_n)$$ where…
The Birnbaum-Saunders distribution has been used quite effectively to model times to failure for materials subject to fatigue and for modeling lifetime data. In this paper we obtain asymptotic expansions, up to order $n^{-1/2}$ and under a…