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Motivated by normalizing DNA microarray data and by predicting the interest rates, we explore nonparametric estimation of additive models with highly correlated covariates. We introduce two novel approaches for estimating the additive…

Statistics Theory · Mathematics 2010-10-05 Jiancheng Jiang , Yingying Fan , Jianqing Fan

This paper characterizes the precision of index estimation as it carries over into precision of matching. In a model assuming Gaussian covariates and making best-case assumptions about matching quality, it sharply characterizes average and…

Methodology · Statistics 2023-01-11 Ben B. Hansen

Bayesian predictive probabilities are commonly used for interim monitoring of clinical trials through efficacy and futility stopping rules. Despite their usefulness, calculation of predictive probabilities, particularly in pre-experiment…

Applications · Statistics 2024-06-18 Joe Marion , Liz Lorenzi , Cora Allen-Savietta , Scott Berry , Kert Viele

The goal of regression analysis is to predict the value of a numeric outcome variable y given a vector of joint values of other (predictor) variables x. Usually a particular x-vector does not specify a repeatable value for y, but rather a…

Machine Learning · Statistics 2020-01-29 Jerome H. Friedman

The mid-p-value is a proposed improvement on the ordinary p-value for the case where the test statistic is partially or completely discrete. In this case, the ordinary p-value is conservative, meaning that its null distribution is larger…

Statistics Theory · Mathematics 2017-06-02 Patrick Rubin-Delanchy , Nicholas A. Heard , Daniel John Lawson

Anecdotally, using an estimated propensity score is superior to the true propensity score in estimating the average treatment effect based on observational data. However, this claim comes with several qualifications: it holds only if…

Methodology · Statistics 2023-04-03 Fangzhou Su , Wenlong Mou , Peng Ding , Martin J. Wainwright

In a multiple testing context, we consider a semiparametric mixture model with two components where one component is known and corresponds to the distribution of $p$-values under the null hypothesis and the other component $f$ is…

Applications · Statistics 2013-04-04 Van Hanh Nguyen , Catherine Matias

Clinical prediction models must be developed using sufficiently large datasets to minimise overfitting and ensure robust predictive performance. Existing sample size calculations assume complete predictor data for all included participants,…

We propose a general semi-supervised inference framework focused on the estimation of the population mean. As usual in semi-supervised settings, there exists an unlabeled sample of covariate vectors and a labeled sample consisting of…

Methodology · Statistics 2018-08-15 Anru Zhang , Lawrence D. Brown , T. Tony Cai

We consider the problem of interval estimation of the odds ratio. An asymptotic confidence interval is widely applied in medical research. Unfortunately that confidence interval has a poor coverage probability: it is significantly smaller…

Methodology · Statistics 2020-11-19 Zofia Zielińska-Kolasińska , Wojciech Zieliński

We present \textit{universal} estimators for the statistical mean, variance, and scale (in particular, the interquartile range) under pure differential privacy. These estimators are universal in the sense that they work on an arbitrary,…

Cryptography and Security · Computer Science 2023-04-04 Wei Dong , Ke Yi

While statistics focusses on hypothesis testing and on estimating (properties of) the true sampling distribution, in machine learning the performance of learning algorithms on future data is the primary issue. In this paper we bridge the…

Machine Learning · Computer Science 2009-12-30 Marcus Hutter

Given two populations from which independent binary observations are taken with parameters $p_1$ and $p_2$ respectively, estimators are proposed for the relative risk $p_1/p_2$, the odds ratio $p_1(1-p_2)/(p_2(1-p_1))$ and their logarithms.…

Methodology · Statistics 2026-04-06 Luis Mendo

This paper considers the task of learning how to make a prognosis of a patient based on his/her micro-array expression levels. The method is an application of the aggregation method as recently proposed in the literature on theoretical…

Methodology · Statistics 2020-02-21 Kristiaan Pelckmans , Liu Yang

Practical problems with missing data are common, and statistical methods have been developed concerning the validity and/or efficiency of statistical procedures. On a central focus, there have been longstanding interests on the mechanism…

Methodology · Statistics 2020-03-26 Rui Duan , C. Jason Liang , Pamela Shaw , Cheng Yong Tang , Yong Chen

In large-scale hypothesis testing, computing exact $p$-values or $e$-values is often resource-intensive, creating a need for budget-aware inferential methods. We propose a general framework for active hypothesis testing that leverages…

Methodology · Statistics 2026-04-09 Qi Kuang , Bowen Gang , Yin Xia

The recently introduced framework of universal inference provides a new approach to constructing hypothesis tests and confidence regions that are valid in finite samples and do not rely on any specific regularity assumptions on the…

Statistics Theory · Mathematics 2023-09-11 David Strieder , Mathias Drton

Nested error regression models are useful tools for analysis of grouped data, especially in the case of small area estimation. This paper suggests a nested error regression model using uncertain random effects in which the random effect in…

Methodology · Statistics 2017-02-28 Shonosuke Sugasawa , Tatsuya Kubokawa

We consider the problem of approximating the product of $n$ expectations with respect to a common probability distribution $\mu$. Such products routinely arise in statistics as values of the likelihood in latent variable models. Motivated…

Computation · Statistics 2017-09-05 Anthony Lee , Simone Tiberi , Giacomo Zanella

A general family of estimators for estimating the population mean of the variable under study, which make use of known value of certain population parameter(s), is proposed. Under Simple Random Sampling Without Replacement (SRSWOR) scheme,…

Statistics Theory · Mathematics 2007-10-17 M. Khoshnevisan , Rajesh Singh , Pankaj Chauhan , Nirmala Sawan , Florentin Smarandache