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Related papers: Copula-based robust optimal block designs

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Considering multivariate strongly mixing time series, nonparametric tests for a constant copula with specified or unspecified change point (candidate) are derived; the tests are consistent against general alternatives. A tapered block…

Statistics Theory · Mathematics 2012-06-11 Axel Bücher , Martin Ruppert

The core of the classical block maxima method consists of fitting an extreme value distribution to a sample of maxima over blocks extracted from an underlying series. In asymptotic theory, it is usually postulated that the block maxima are…

Statistics Theory · Mathematics 2014-05-09 Axel Bücher , Johan Segers

We propose an instrumental variable framework for identifying and estimating causal effects of discrete and continuous treatments with binary instruments. The basis of our approach is a local copula representation of the joint distribution…

Econometrics · Economics 2024-12-17 Victor Chernozhukov , Iván Fernández-Val , Sukjin Han , Kaspar Wüthrich

Probability density estimation from observed data constitutes a central task in statistics. In this brief, we focus on the problem of estimating the copula density associated to any observed data, as it fully describes the dependence…

Machine Learning · Computer Science 2025-07-09 Nunzio A. Letizia , Nicola Novello , Andrea M. Tonello

Copulas are a fundamental tool for modelling multivariate dependencies in data, forming the method of choice in diverse fields and applications. However, the adoption of existing models for multimodal and high-dimensional dependencies is…

Machine Learning · Statistics 2026-05-20 David Huk , Theodoros Damoulas

There are multiple cluster randomised trial designs that vary in when the clusters cross between control and intervention states, when observations are made within clusters, and how many observations are made at that time point. Identifying…

Methodology · Statistics 2023-07-20 Samuel I. Watson , Alan Girling , Karla Hemming

In clinical trials, the response of a given subject often depends on the selected treatment as well as on some covariates. We study optimal approximate designs of experiments in the models with treatment and covariate effects. We allow for…

Statistics Theory · Mathematics 2019-07-10 Samuel Rosa

Multi-agent imitation learning aims to train multiple agents to perform tasks from demonstrations by learning a mapping between observations and actions, which is essential for understanding physical, social, and team-play systems. However,…

Machine Learning · Computer Science 2021-07-13 Hongwei Wang , Lantao Yu , Zhangjie Cao , Stefano Ermon

We establish a general theory of optimality for block bootstrap distribution estimation for sample quantiles under a mild strong mixing assumption. In contrast to existing results, we study the block bootstrap for varying numbers of blocks.…

Statistics Theory · Mathematics 2017-10-10 Todd A. Kuffner , Stephen M. S. Lee , G. Alastair Young

Observational studies often benefit from an abundance of observational units. This can lead to studies that -- while challenged by issues of internal validity -- have inferences derived from sample sizes substantially larger than randomized…

Methodology · Statistics 2020-08-24 Rachael C. Aikens , Dylan Greaves , Michael Baiocchi

There have been some major advances in the theory of optimal designs for interference models. However, the majority of them focus on one-dimensional layout of the block and the study for two-dimensional interference model is quite limited…

Methodology · Statistics 2017-05-24 A. S. Hedayat , Heng Xu , Wei Zheng

The Copula is widely used to describe the relationship between the marginal distribution and joint distribution of random variables. The estimation of high-dimensional Copula is difficult, and most existing solutions rely either on…

Machine Learning · Computer Science 2022-11-02 Zhi Zeng , Ting Wang

Capturing complex dependence structures between outcome variables (e.g., study endpoints) is of high relevance in contemporary biomedical data problems and medical research. Distributional copula regression provides a flexible tool to model…

Methodology · Statistics 2022-02-28 Nicolai Hans , Nadja Klein , Florian Faschingbauer , Michael Schneider , Andreas Mayr

This paper studies the design of cluster experiments to estimate the global treatment effect in the presence of network spillovers. We provide a framework to choose the clustering that minimizes the worst-case mean-squared error of the…

Econometrics · Economics 2025-01-29 Davide Viviano , Lihua Lei , Guido Imbens , Brian Karrer , Okke Schrijvers , Liang Shi

The present paper deals with the problem of allocating patients to two competing treatments in the presence of covariates or prognostic factors in order to achieve a good trade-off among ethical concerns, inferential precision and…

Methodology · Statistics 2012-08-17 Alessandro Baldi Antognini , Maroussa Zagoraiou

In many studies multivariate event time data are generated from clusters having a possibly complex association pattern. Flexible models are needed to capture this dependence. Vine copulas serve this purpose. Inference methods for vine…

Applications · Statistics 2017-07-25 Nicole Barthel , Candida Geerdens , Matthias Killiches , Paul Janssen , Claudia Czado

Multiple-group data is widely used in genomic studies, finance, and social science. This study investigates a block structure that consists of covariate and response groups. It examines the block-selection problem of high-dimensional models…

Methodology · Statistics 2024-12-30 Weixiong Liang , Yuehan Yang

Traditional methods for covariate adjustment of treatment means in designed experiments are inherently conditional on the observed covariate values. In order to develop a coherent general methodology for analysis of covariance, we propose a…

Methodology · Statistics 2010-01-19 James G. Booth , Walter T. Federer , Martin T. Wells , Russell D. Wolfinger

We consider the problem of constructing optimal designs for population pharmacokinetics which use random effect models. It is common practice in the design of experiments in such studies to assume uncorrelated errors for each subject. In…

Applications · Statistics 2010-11-16 Holger Dette , Andrey Pepelyshev , Tim Holland-Letz

We consider the problem of how to assign treatment in a randomized experiment, in which the correlation among the outcomes is informed by a network available pre-intervention. Working within the potential outcome causal framework, we…

Methodology · Statistics 2017-05-19 Guillaume W. Basse , Edoardo M. Airoldi