Related papers: Jackknife empirical likelihood based inference for…

This paper utilizes the modified signed log-likelihood ratio method for the problem of inference about the common coefficient of variation in several independent normal populations. This method is applicable for both the problem of…

A weighted likelihood technique for robust estimation of a multivariate Wrapped Normal distribution for data points scattered on a p-dimensional torus is proposed. The occurrence of outliers in the sample at hand can badly compromise…

We study the transformed hazards model with time-dependent covariates observed intermittently for the censored outcome. Existing work assumes the availability of the whole trajectory of the time-dependent covariates, which is unrealistic.…

This paper proposes nonparametric kernel-smoothing estimation for panel data to examine the degree of heterogeneity across cross-sectional units. We first estimate the sample mean, autocovariances, and autocorrelations for each unit and…

It is well known that it is impossible to construct useful confidence intervals (CIs) about the mean or median of a response $Y$ conditional on features $X = x$ without making strong assumptions about the joint distribution of $X$ and $Y$.…

As an effective nonparametric method, empirical likelihood (EL) is appealing in combining estimating equations flexibly and adaptively for incorporating data information. To select important variables and estimating equations in the sparse…

This paper studies the least upper bounds on coverage probabilities of the empirical likelihood ratio confidence regions based on estimating equations. The implications of the bounds on empirical likelihood inference are also discussed.

We consider statistical learning problems, when the distribution $P'$ of the training observations $Z'_1,\; \ldots,\; Z'_n$ differs from the distribution $P$ involved in the risk one seeks to minimize (referred to as the test distribution)…

Growing-dimensional data with likelihood unavailable are often encountered in various fields. This paper presents a penalized exponentially tilted likelihood (PETL) for variable selection and parameter estimation for growing dimensional…

We introduce probability estimation, a broadly applicable framework to certify randomness in a finite sequence of measurement results without assuming that these results are independent and identically distributed. Probability estimation…

This paper develops likelihood-based methods for estimation, inference, model selection, and forecasting of continuous-time integer-valued trawl processes. The full likelihood of integer-valued trawl processes is, in general, highly…

Efron [J. Roy. Statist. Soc. Ser. B 54 (1992) 83--111] proposed a computationally efficient method, called the jackknife-after-bootstrap, for estimating the variance of a bootstrap estimator for independent data. For dependent data, a…

We describe various moment-based ensemble interpretation models for the construction of probabilistic temperature forecasts from ensembles. We apply the methods to one year of medium range ensemble forecasts and perform in and out of sample…

In this paper we first provide a method to compute confidence intervals for the center of a piecewise normal distribution given a sample from this distribution, under certain assumptions. We then extend this method to an asymptotic setting,…

Nonparametric estimation of a mixing distribution based on data coming from a mixture model is a challenging problem. Beyond estimation, there is interest in uncertainty quantification, e.g., confidence intervals for features of the mixing…

In the last decades, it has been discussed the use of epidemiological prevalence ratio (PR) rather than odds ratio as a measure of association to be estimated in cross-sectional studies. The main difficulties in use of statistical models…

Fisher's likelihood is widely used for statistical inference for fixed unknowns. This paper aims to extend two important likelihood-based methods, namely the maximum likelihood procedure for point estimation and the confidence procedure for…

We develop a maximum likelihood estimating approach for time-to-event Weibull regression models with outcome-dependent sampling, where sampling of subjects is dependent on the residual fraction of the time left to developing the event of…

Empirical Likelihood (EL) is a type of nonparametric likelihood that is useful in many statistical inference problems, including confidence region construction and $k$-sample problems. It enjoys some remarkable theoretical properties,…

This paper proposes an extension to conventional regression Neural Networks (NNs) for replacing the point predictions they produce with prediction intervals that satisfy a required level of confidence. Our approach follows a novel machine…