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We review a finite-sampling exponential bound due to Serfling and discuss related exponential bounds for the hypergeometric distribution. We then discuss how such bounds motivate some new results for two-sample empirical processes. Our…

Statistics Theory · Mathematics 2017-02-20 Evan Greene , Jon A. Wellner

We show that there do not exist adaptive confidence bands for curve estimation except under very restrictive assumptions. We propose instead to construct adaptive bands that cover a surrogate function f^\star which is close to, but simpler…

Statistics Theory · Mathematics 2007-06-13 Christopher R. Genovese , Larry Wasserman

We study high-dimensional linear models with error-in-variables. Such models are motivated by various applications in econometrics, finance and genetics. These models are challenging because of the need to account for measurement errors to…

Statistics Theory · Mathematics 2017-03-03 Alexandre Belloni , Victor Chernozhukov , Abhishek Kaul

Bairamov et al. (Aust N Z J Stat 47:543-547, 2005) characterize the exponential distribution in terms of the regression of a function of a record value with its adjacent record values as covariates. We extend these results to the case of…

Probability · Mathematics 2007-07-30 George P. Yanev , M. Ahsanullah , M. I. Beg

We consider functional linear regression models where functional outcomes are associated with scalar predictors by coefficient functions with shape constraints, such as monotonicity and convexity, that apply to sub-domains of interest. To…

Methodology · Statistics 2025-05-09 Kyunghee Han , Yeonjoo Park , Soo-Young Kim

This paper studies distribution-free inference in settings where the data set has a hierarchical structure -- for example, groups of observations, or repeated measurements. In such settings, standard notions of exchangeability may not hold.…

Statistics Theory · Mathematics 2025-08-05 Yonghoon Lee , Rina Foygel Barber , Rebecca Willett

The use of neural networks has been very successful in a wide variety of applications. However, it has recently been observed that it is difficult to generalize the performance of neural networks under the condition of distributional shift.…

Computational Finance · Quantitative Finance 2022-09-20 Dangxing Chen

We consider the nonparametric multivariate isotonic regression problem, where the regression function is assumed to be nondecreasing with respect to each predictor. Our goal is to construct a Bayesian credible interval for the function…

Statistics Theory · Mathematics 2022-11-24 Kang Wang , Subhashis Ghosal

Observed clusters should be modelled by considering the distribution function to be a random variable that quantifies the degree of excitation of the system's normal modes. A system of canonical coordinates for the space of DFs is…

Astrophysics of Galaxies · Physics 2021-08-11 Jun Yan Lau , James Binney

The distribution-free method of conformal prediction (Vovk et al, 2005) has gained considerable attention in computer science, machine learning, and statistics. Candes et al. (2023) extended this method to right-censored survival data,…

Methodology · Statistics 2025-06-04 Jing Qin , Jin Piao , Jing Ning , Yu Shen

The analysis of a truncated sample can be hindered by censoring. Survival information may be lost to follow-up or the birthdate may be missing. The data can still be modeled as a truncated point process and it is close to a Poisson process,…

Methodology · Statistics 2025-08-12 Fiete Sieg , Anne-Marie Toparkus , Rafael Weissbach

We study three notions of uncertainty quantification -- calibration, confidence intervals and prediction sets -- for binary classification in the distribution-free setting, that is without making any distributional assumptions on the data.…

Machine Learning · Statistics 2022-02-17 Chirag Gupta , Aleksandr Podkopaev , Aaditya Ramdas

We propose completely nonparametric methodology to investigate location-scale modelling of two-component mixture cure models, where the responses of interest are only indirectly observable due to the presence of censoring and the presence…

Methodology · Statistics 2018-03-12 Justin Chown , Cedric Heuchenne , Ingrid Van Keilegom

The paper considers so-called adaptive estimations of regression, distribution density and spectral density of a Gaussian stationary sequence, asymptotically optimal in order at a growing number of observation on any regular subspace…

Probability · Mathematics 2007-05-23 Eugene Ostrovsky , Leonid Sirota

We study a new kind of proximity graphs called proportional-edge proximity catch digraphs (PCDs)in a randomized setting. PCDs are a special kind of random catch digraphs that have been developed recently and have applications in statistical…

Combinatorics · Mathematics 2010-03-30 Elvan Ceyhan

We develop a general framework for distribution-free predictive inference in regression, using conformal inference. The proposed methodology allows for the construction of a prediction band for the response variable using any estimator of…

Methodology · Statistics 2017-03-09 Jing Lei , Max G'Sell , Alessandro Rinaldo , Ryan J. Tibshirani , Larry Wasserman

When the study variable is functional and storage capacities are limited or transmission costs are high, selecting with survey sampling techniques a small fraction of the observations is an interesting alternative to signal compression…

Statistics Theory · Mathematics 2013-02-15 Hervé Cardot , Camelia Goga , Pauline Lardin

Piecewise constant priors are routinely used in the Bayesian Cox proportional hazards model for survival analysis. Despite its popularity, large sample properties of this Bayesian method are not yet well understood. This work provides a…

Statistics Theory · Mathematics 2023-06-16 Bo Y. -C. Ning , Ismaël Castillo

In this paper, we propose to construct confidence bands by bootstrapping the debiased kernel density estimator (for density estimation) and the debiased local polynomial regression estimator (for regression analysis). The idea of using a…

Methodology · Statistics 2019-06-06 Gang Cheng , Yen-Chi Chen

Confidence nets, that is, collections of confidence intervals that fill out the parameter space and whose exact parameter coverage can be computed, are familiar in nonparametric statistics. Here, the distributional assumptions are based on…

Statistics Theory · Mathematics 2016-03-11 Andrew R. Francis , Milan Stehlik , Henry P. Wynn
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