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In this paper one develops nonparametric inference procedures for comparing two extrinsic antimeans on compact manifolds. Based on recent Central limit theorems for extrinsic sample antimeans w.r.t. an arbitrary embedding of a compact…

Statistics Theory · Mathematics 2021-07-14 Aaid Algahtani , Vic Patrangenaru

Confidence sets from i.i.d. data are constructed for the extrinsic mean of a probabilty measure P on spheres, real projective spaces, and complex projective spaces, as well as Grassmann manifolds, with the latter three embedded by the…

Statistics Theory · Mathematics 2016-02-15 Thomas Hotz , Florian Kelma

Motivated by the problem of nonparametric inference in high level digital image analysis, we introduce a general extrinsic approach for data analysis on Hilbert manifolds with a focus on means of probability distributions on such sample…

Statistics Theory · Mathematics 2013-02-11 Leif Ellingson , Vic Patrangenaru , Frits Ruymgaart

This article develops nonparametric inference procedures for estimation and testing problems for means on manifolds. A central limit theorem for Frechet sample means is derived leading to an asymptotic distribution theory of intrinsic…

Statistics Theory · Mathematics 2007-06-13 Rabi Bhattacharya , Vic Patrangenaru

Methods of hypotheses testing for equality of extrinsic antimeans on compact manifolds are unveiled in this paper. The two and multiple sample problem for antimeans on compact manifolds is addressed for large samples via asymptotic…

Statistics Theory · Mathematics 2019-09-04 Hwiyoung Lee , Vic Patrangenaru

We derive non-asymptotic confidence regions for the mean of a random vector whose coordinates have an unknown dependence structure. The random vector is supposed to be either Gaussian or to have a symmetric bounded distribution, and we…

Statistics Theory · Mathematics 2008-02-07 Sylvain Arlot , Gilles Blanchard , Etienne Roquain

Kernel methods have had great success in Statistics and Machine Learning. Despite their growing popularity, however, less effort has been drawn towards developing kernel based classification methods on Riemannian manifolds due to difficulty…

Machine Learning · Statistics 2020-10-02 Hwiyoung Lee , Vic Patrangenaru

This paper studies and critically discusses the construction of nonparametric confidence regions for density level sets. Methodologies based on both vertical variation and horizontal variation are considered. The investigations provide…

Statistics Theory · Mathematics 2019-03-05 Wanli Qiao , Wolfgang Polonik

We construct honest confidence regions for a Hilbert space-valued parameter in various statistical models. The confidence sets can be centered at arbitrary adaptive estimators, and have diameter which adapts optimally to a given selection…

Statistics Theory · Mathematics 2007-06-13 James Robins , Aad van der Vaart

We develop joint confidence regions for linear regression coefficients when the regressors and errors are jointly stationary and ergodic with unspecified serial dependence. The method applies random smoothing, using an independent auxiliary…

Methodology · Statistics 2026-05-21 Mous-Abou Hamadou , Martial Longla , Mathias Nthiani Muia , Mahmud Hasan

We derive nonparametric confidence intervals for the eigenvalues of the Hessian at modes of a density estimate. This provides information about the strength and shape of modes and can also be used as a significance test. We use a…

We study high-dimensional linear models with error-in-variables. Such models are motivated by various applications in econometrics, finance and genetics. These models are challenging because of the need to account for measurement errors to…

Statistics Theory · Mathematics 2017-03-03 Alexandre Belloni , Victor Chernozhukov , Abhishek Kaul

In this paper, we consider a probabilistic setting where the probability measures are considered to be random objects. We propose a procedure of construction non-asymptotic confidence sets for empirical barycenters in 2-Wasserstein space…

Statistics Theory · Mathematics 2017-03-13 Johannes Ebert , Vladimir Spokoiny , Alexandra Suvorikova

We propose a new inferential framework for constructing confidence regions and testing hypotheses in statistical models specified by a system of high dimensional estimating equations. We construct an influence function by projecting the…

Statistics Theory · Mathematics 2016-06-24 Matey Neykov , Yang Ning , Jun S. Liu , Han Liu

In this paper, we develop a new and effective approach to nonparametric quantile regression that accommodates ultrahigh-dimensional data arising from spatio-temporal processes. This approach proves advantageous in staving off computational…

Methodology · Statistics 2024-05-27 Soudeep Deb , Claudia Neves , Subhrajyoty Roy

High-dimensional linear models with endogenous variables play an increasingly important role in recent econometric literature. In this work we allow for models with many endogenous variables and many instrument variables to achieve…

Econometrics · Economics 2019-08-30 Alexandre Belloni , Christian Hansen , Whitney Newey

We discuss non-parametric density estimation and regression for astrophysics problems. In particular, we show how to compute non-parametric confidence intervals for the location and size of peaks of a function. We illustrate these ideas…

This paper develops inferential methods for a very general class of ill-posed models in econometrics encompassing the nonparametric instrumental variable regression, various functional regressions, and the density deconvolution. We focus on…

Statistics Theory · Mathematics 2020-12-22 Andrii Babii

In this paper, we consider the problem of estimating a conditional density in moderately large dimensions. Much more informative than regression functions, conditional densities are of main interest in recent methods, particularly in the…

Methodology · Statistics 2018-01-22 Minh-Lien Jeanne Nguyen

In this paper, we propose to construct confidence bands by bootstrapping the debiased kernel density estimator (for density estimation) and the debiased local polynomial regression estimator (for regression analysis). The idea of using a…

Methodology · Statistics 2019-06-06 Gang Cheng , Yen-Chi Chen
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