Related papers: Confidence bands for exponential distribution func…
Load-sharing systems arise in many different reliability applications, for instance, when modeling tensile strength of fibrous composites in textile industry or lifetimes of redundant technical systems in engineering. Sequential order…
Suppose that one observes pairs $(x_1,Y_1)$, $(x_2,Y_2)$, ..., $(x_n,Y_n)$, where $x_1\le x_2\le ... \le x_n$ are fixed numbers, and $Y_1,Y_2,...,Y_n$ are independent random variables with unknown distributions. The only assumption is that…
The regression function is one of the key objects of binary classification, since it not only determines a Bayes optimal classifier, hence, defines an optimal decision boundary, but also encodes the conditional distribution of the output…
A long-standing problem in the construction of asymptotically correct confidence bands for a regression function $m(x)=E[Y|X=x]$, where $Y$ is the response variable influenced by the covariate $X$, involves the situation where $Y$ values…
Quantifying uncertainty using confidence regions is a central goal of statistical inference. Despite this, methodologies for confidence bands in Functional Data Analysis are still underdeveloped compared to estimation and hypothesis…
In this paper, we propose and study construction of confidence bands for shape-constrained regression functions when the predictor is multivariate. In particular, we consider the continuous multidimensional white noise model given by $d…
Confidence bands are confidence sets for an unknown function f, containing all functions within some sup-norm distance of an estimator. In the density estimation, regression, and white noise models, we consider the problem of constructing…
An advantage of methods that base inference on a posterior distribution is that credible regions are readily obtained. Except in well-specified situations, however, there is no guarantee that such regions will achieve the nominal…
Kundu and Gupta (2007, Metrika, 65, 159 - 170) provided the analysis of Type-I hybrid censored competing risks data, when the lifetime distribution of the competing causes of failures follow exponential distribution. In this paper we…
We propose a method to quantify uncertainty around individual survival distribution estimates using right-censored data, compatible with any survival model. Unlike classical confidence intervals, the survival bands produced by this method…
In epidemiology, some have argued that multiple comparison corrections are not necessary as there is rarely interest in the universal null hypothesis. From a parameter estimation perspective, epidemiologists may still be interested in…
This article explores the estimation of unknown parameters and reliability characteristics under the assumption that the lifetimes of the testing units follow an Inverted Exponentiated Pareto (IEP) distribution. Here, both point and…
The progressive censoring scheme has received considerable amount of attention in the last fifteen years. During the last few years joint progressive censoring scheme has gained some popularity. Recently, the authors Mondal and Kundu ("A…
The proposed approach extends the confidence posterior distribution to the semi-parametric empirical Bayes setting. Whereas the Bayesian posterior is defined in terms of a prior distribution conditional on the observed data, the confidence…
This paper studies higher-order inference properties of nonparametric local polynomial regression methods under random sampling. We prove Edgeworth expansions for $t$ statistics and coverage error expansions for interval estimators that (i)…
Kotlarski's identity has been widely used in applied economic research. However, how to conduct inference based on this popular identification approach has been an open question for two decades. This paper addresses this open problem by…
A statistical model is said to be calibrated if the resulting mean estimates perfectly match the true means of the underlying responses. Aiming for calibration is often not achievable in practice as one has to deal with finite samples of…
Progressive censoring scheme has received considerable attention in recent years. In this paper we introduce a new type-II progressive censoring scheme for two samples. It is observed that the proposed censoring scheme is analytically more…
We develop joint confidence regions for linear regression coefficients when the regressors and errors are jointly stationary and ergodic with unspecified serial dependence. The method applies random smoothing, using an independent auxiliary…
Some improved estimators of the location parameters of several exponential distributions with ordered restriction are derived and compared numerically using Monte Carlo simulations. Note that the two-parameter exponential distribution is…