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The process comparing the empirical cumulative distribution function of the sample with a parametric estimate of the cumulative distribution function is known as the empirical process with estimated parameters and has been extensively…

Methodology · Statistics 2012-10-08 Ivan Kojadinovic , Jun Yan

Fitting parametric models by optimizing frequency domain objective functions is an attractive approach of parameter estimation in time series analysis. Whittle estimators are a prominent example in this context. Under weak conditions and…

Statistics Theory · Mathematics 2021-07-26 Jens-Peter Kreiss , Efstathios Paparoditis

A new computation method of frequentist $p$-values and Bayesian posterior probabilities based on the bootstrap probability is discussed for the multivariate normal model with unknown expectation parameter vector. The null hypothesis is…

Methodology · Statistics 2013-12-24 Hidetoshi Shimodaira

Recent advances in molecular simulations allow the evaluation of previously unattainable observables, such as rate constants for protein folding. However, these calculations are usually computationally expensive and even significant…

Applications · Statistics 2019-03-27 Barmak Mostofian , Daniel M. Zuckerman

Statistical uncertainties complicate engineering design -- confounding regulated design approaches, and degrading the performance of reliability efforts. The simplest means to tackle this uncertainty is double loop simulation; a nested…

Methodology · Statistics 2018-11-02 Zachary del Rosario , Richard W. Fenrich , Gianluca Iaccarino

In this paper we introduce the concept of bootstrapped pivots for the sample and the population means. This is in contrast to the classical method of constructing bootstrapped confidence intervals for the population mean via estimating the…

Statistics Theory · Mathematics 2013-07-23 Miklos Csorgo , Masoud M Nasari

The overdraw problem of scatterplots seriously interferes with the visual tasks. Existing methods, such as data sampling, node dispersion, subspace mapping, and visual abstraction, cannot guarantee the correspondence and consistency between…

Graphics · Computer Science 2022-08-23 Zeyu Li , Ruizhi Shi , Yan Liu , Shizhuo Long , Ziheng Guo , Shichao Jia , Jiawan Zhang

Consider $M$-estimation in a semiparametric model that is characterized by a Euclidean parameter of interest and an infinite-dimensional nuisance parameter. As a general purpose approach to statistical inferences, the bootstrap has found…

Statistics Theory · Mathematics 2011-02-04 Guang Cheng , Jianhua Z. Huang

During the past few years, mediation analysis has gained increasing popularity across various research fields. The primary objective of mediation analysis is to examine the direct impact of exposure on outcome, as well as the indirect…

Computation · Statistics 2023-05-18 Haixiang Zhang , Xin Li

Robust design has been widely recognized as a leading method in reducing variability and improving quality. Most of the engineering statistics literature mainly focuses on finding "point estimates" of the optimum operating conditions for…

Methodology · Statistics 2013-08-14 Chanseok Park

In this article we develop a method for performing post hoc inference of the False Discovery Proportion (FDP) over multiple contrasts of interest in the multivariate linear model. To do so we use the bootstrap to simulate from the…

Methodology · Statistics 2022-09-21 Samuel Davenport , Bertrand Thirion , Pierre Neuvial

In this paper we study a bootstrap strategy for estimating the variance of a mean taken over large multifactor crossed random effects data sets. We apply bootstrap reweighting independently to the levels of each factor, giving each…

Methodology · Statistics 2012-09-28 Art B. Owen , Dean Eckles

In recent years, bootstrap methods have drawn attention for their ability to approximate the laws of "max statistics" in high-dimensional problems. A leading example of such a statistic is the coordinate-wise maximum of a sample average of…

Statistics Theory · Mathematics 2019-07-23 Miles E. Lopes , Zhenhua Lin , Hans-Georg Mueller

The paper studies a problem of constructing simultaneous likelihood-based confidence sets. We consider a simultaneous multiplier bootstrap procedure for estimating the quantiles of the joint distribution of the likelihood ratio statistics,…

Statistics Theory · Mathematics 2015-06-19 Mayya Zhilova

Multiple systems estimation using a Poisson loglinear model is a standard approach to quantifying hidden populations where data sources are based on lists of known cases. Information criteria are often used for selecting between the large…

Methodology · Statistics 2023-11-23 Bernard W. Silverman , Lax Chan , Kyle Vincent

The block bootstrap confidence interval based on dependent data can outperform the computationally more convenient normal approximation only with non-trivial Studentization which, in the case of complicated statistics, calls for highly…

Methodology · Statistics 2008-04-29 Stephen M. S. Lee , P. Y. Lai

A bootstrap procedure for functional time series is proposed which exploits a general vector autoregressive representation of the time series of Fourier coefficients appearing in the Karhunen-Lo\`eve expansion of the functional process. A…

Statistics Theory · Mathematics 2017-12-04 Efstathios Paparoditis

In this paper we present a technique for using the bootstrap to estimate the operating characteristics and their variability for certain types of ensemble methods. Bootstrapping a model can require a huge amount of work if the training data…

Machine Learning · Statistics 2017-10-26 Anthony Gamst , Jay-Calvin Reyes , Alden Walker

Bootstrap smoothed (bagged) parameter estimators have been proposed as an improvement on estimators found after preliminary data-based model selection. The key result of Efron (2014) is a very convenient and widely applicable formula for a…

Methodology · Statistics 2019-04-29 Paul Kabaila , Christeen Wijethunga

We present DUAL-LOCO, a communication-efficient algorithm for distributed statistical estimation. DUAL-LOCO assumes that the data is distributed according to the features rather than the samples. It requires only a single round of…

Machine Learning · Statistics 2016-08-04 Christina Heinze , Brian McWilliams , Nicolai Meinshausen
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