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Nonparametric maximum likelihood estimators (MLEs) in inverse problems often have non-normal limit distributions, like Chernoff's distribution. However, if one considers smooth functionals of the model, with corresponding functionals of the…

Statistics Theory · Mathematics 2023-10-24 Piet Groeneboom

This paper studies inference in randomized controlled trials with covariate-adaptive randomization when there are multiple treatments. More specifically, we study inference about the average effect of one or more treatments relative to…

Econometrics · Economics 2019-01-21 Federico A. Bugni , Ivan A. Canay , Azeem M. Shaikh

Nonparametric and nonlinear measures of statistical dependence between pairs of random variables are important tools in modern data analysis. In particular the emergence of large data sets can now support the relaxation of linearity…

Methodology · Statistics 2016-05-13 Sarah Filippi , Chris Holmes

Survey data are often collected under multistage sampling designs where units are binned to clusters that are sampled in a first stage. The unit-indexed population variables of interest are typically dependent within cluster. We propose a…

Methodology · Statistics 2021-08-26 Luis G. Leon-Novelo , Terrance D. Savitsky

This paper introduces a decision-theoretic framework for constructing and evaluating test statistics based on their relationship with ancillary statistics-quantities whose distributions remain fixed under the null and alternative…

Methodology · Statistics 2026-04-03 Albert Vexler , Douglas Landsittel

Overdispersed count data are modelled with likelihood and non-likelihood approaches. Likelihood approaches include the Poisson mixtures with three distributions, the gamma, the lognormal, and the inverse Gaussian distributions.…

Methodology · Statistics 2008-09-08 Stanley Xu , Gary Grunwald , Richard Jones

The wild bootstrap is a popular resampling method in the context of time-to-event data analyses. Previous works established the large sample properties of it for applications to different estimators and test statistics. It can be used to…

Methodology · Statistics 2023-10-27 Marina T. Dietrich , Dennis Dobler , Mathisca C. M. de Gunst

In many practical applications, evaluating the joint impact of combinations of environmental variables is important for risk management and structural design analysis. When such variables are considered simultaneously, non-stationarity can…

Applications · Statistics 2024-04-23 C. J. R. Murphy-Barltrop , J. L. Wadsworth

In this work, a fully nonparametric geostatistical approach to estimate threshold exceeding probabilities is proposed. To estimate the large-scale variability (spatial trend) of the process, the nonparametric local linear regression…

In this paper, we investigate a nonparametric approach to provide a recursive estimator of the transition density of a non-stationary piecewise-deterministic Markov process, from only one observation of the path within a long time. In this…

Statistics Theory · Mathematics 2013-05-07 Romain Azaïs

Conditional local independence is an asymmetric independence relation among continuous time stochastic processes. It describes whether the evolution of one process is directly influenced by another process given the histories of additional…

Statistics Theory · Mathematics 2024-02-26 Alexander Mangulad Christgau , Lasse Petersen , Niels Richard Hansen

This paper considers the problem of inference in cluster randomized experiments when cluster sizes are non-ignorable. Here, by a cluster randomized experiment, we mean one in which treatment is assigned at the cluster level. By…

Econometrics · Economics 2024-04-11 Federico Bugni , Ivan Canay , Azeem Shaikh , Max Tabord-Meehan

Heteroskedasticity poses several methodological challenges in designing valid and powerful procedures for simultaneous testing of composite null hypotheses. In particular, the conventional practice of standardizing or re-scaling…

Methodology · Statistics 2025-09-04 Bowen Gang , Trambak Banerjee

An important aspect of multiple hypothesis testing is controlling the significance level, or the level of Type I error. When the test statistics are not independent it can be particularly challenging to deal with this problem, without…

Statistics Theory · Mathematics 2009-03-04 Sandy Clarke , Peter Hall

The paper presents a systematic theory for asymptotic inference of autocovariances of stationary processes. We consider nonparametric tests for serial correlations based on the maximum (or ${\cal L}^\infty$) and the quadratic (or ${\cal…

Statistics Theory · Mathematics 2015-03-19 Han Xiao , Wei Biao Wu

In ecological studies niche overlap is often used to quantify species interaction and dynamics. This paper develops a robust, nonparametric statistical framework for quantifying and analyzing multivariate niche overlap. Parametric methods…

Methodology · Statistics 2026-04-08 Jonas Beck , Solomon Harrar

Nonparametric two sample or homogeneity testing is a decision theoretic problem that involves identifying differences between two random variables without making parametric assumptions about their underlying distributions. The literature is…

Statistics Theory · Mathematics 2015-10-14 Aaditya Ramdas , Nicolas Garcia , Marco Cuturi

Point pattern data often exhibit features such as abrupt changes, hotspots and spatially varying dependence in local intensity. Under a Poisson process framework, these correspond to discontinuities and nonstationarity in the underlying…

Methodology · Statistics 2025-07-24 Izabel Nolau , Flávio B. Gonçalves , Dani Gamerman

In this paper, a robust non-parametric measure of statistical dependence, or correlation, between two random variables is presented. The proposed coefficient is a permutation-like statistic that quantifies how much the observed sample S_n :…

Methodology · Statistics 2020-07-27 Rami Mahdi

Semi-supervised clustering is the task of clustering data points into clusters where only a fraction of the points are labelled. The true number of clusters in the data is often unknown and most models require this parameter as an input.…

Machine Learning · Computer Science 2013-09-27 Amar Shah , Zoubin Ghahramani
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