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Best linear unbiased prediction is well known for its wide range of applications including small area estimation. While the theory is well established for mixed linear models and under normality of the error and mixing distributions, the…

Statistics Theory · Mathematics 2007-06-13 Soumendra N. Lahiri , Tapabrata Maiti , Myron Katzoff , Van Parsons

For analyzing unit-level multivariate data in small area estimation, we consider the multivariate nested error regression model (MNER) and provide the empirical best linear unbiased predictor (EBLUP) of a small area characteristic based on…

Statistics Theory · Mathematics 2018-04-27 Tsubasa Ito , Tatsuya Kubokawa

How can we precisely estimate a large language model's (LLM) accuracy on questions belonging to a specific topic within a larger question-answering dataset? The standard direct estimator, which averages the model's accuracy on the questions…

Machine Learning · Computer Science 2024-10-08 Riccardo Fogliato , Pratik Patil , Nil-Jana Akpinar , Mathew Monfort

High-dimensional compositional data are frequently encountered in many fields of modern scientific research. In regression analysis of compositional data, the presence of covariate measurement errors poses grand challenges for existing…

Methodology · Statistics 2024-07-23 Wenxi Tan , Lingzhou Xue , Songshan Yang , Xiang Zhan

This paper develops semiparametric methods for estimation and inference of widely used inequality measures when survey data are subject to nonignorable nonresponse, a challenging setting in which response probabilities depend on the…

Econometrics · Economics 2026-01-16 Xinyu Wang , Chunlin Wang , Tao Yu , Pengfei Li

We consider non-parametric estimation problems in the presence of dependent data, notably non-parametric regression with random design and non-parametric density estimation. The proposed estimation procedure is based on a dimension…

Statistics Theory · Mathematics 2016-02-02 Nicolas Asin , Jan Johannes

An initial screening experiment may lead to ambiguous conclusions regarding the factors which are active in explaining the variation of an outcome variable: thus adding follow-up runs becomes necessary. We propose a fully Bayes objective…

Methodology · Statistics 2014-05-13 Guido Consonni , Laura Deldossi

Regularized linear models, such as Lasso, have attracted great attention in statistical learning and data science. However, there is sporadic work on constructing efficient data collection for regularized linear models. In this work, we…

Methodology · Statistics 2021-04-06 C. Devon Lin , Peter Chien , Xinwei Deng

Selective inference aims at providing valid inference after a data-driven selection of models or hypotheses. It is essential to avoid overconfident results and replicability issues. While significant advances have been made in this area for…

Methodology · Statistics 2025-03-14 Matteo D'Alessandro , Magne Thoresen

Non-ignorable dropout is common in studies with long follow-up time, and it can bias study results unless handled carefully. A double-sampling design allocates additional resources to pursue a subsample of the dropouts and find out their…

Methodology · Statistics 2019-06-27 Tianchen Qian , Constantine Frangakis , Constantin Yiannoutsos

Approximate Bayesian computation (ABC) and other likelihood-free inference methods have gained popularity in the last decade, as they allow rigorous statistical inference for complex models without analytically tractable likelihood…

Computation · Statistics 2019-06-21 Jukka Sirén , Samuel Kaski

We consider a linear regression model with complex-valued response and predictors from a compact and connected Lie group. The regression model is formulated in terms of eigenfunctions of the Laplace-Beltrami operator on the Lie group. We…

Statistics Theory · Mathematics 2024-10-02 Somnath Chakraborty , Holger Dette , Martin Kroll

National statistical agencies are regularly required to produce estimates about various subpopulations, formed by demographic and/or geographic classifications, based on a limited number of samples. Traditional direct estimates computed…

Methodology · Statistics 2019-10-29 Shuchi Goyal , Gauri Sankar Datta , Abhyuday Mandal

Small area estimation (SAE) plays a central role in survey statistics and epidemiology, providing reliable estimates for domains with limited sample sizes. The multivariate Fay-Herriot model has been extensively used for this purpose,…

Methodology · Statistics 2026-01-22 Shushi Nishina , Takahiro Onizuka , Shintaro Hashimoto

We introduce a new $hp$-adaptive strategy for self-adjoint elliptic boundary value problems that does not rely on using classical a posteriori error estimators. Instead, our approach is based on a generally applicable prediction strategy…

Numerical Analysis · Mathematics 2023-11-23 Patrick Bammer , Andreas Schröder , Thomas P. Wihler

Small area estimation models are essential for estimating population characteristics in regions with limited sample sizes, thereby supporting policy decisions, demographic studies, and resource allocation, among other use cases. The spatial…

Machine Learning · Statistics 2025-03-20 Zhenhua Wang , Paul A. Parker , Scott H. Holan

Hierarchical composite endpoints, such as those analyzed using the Finkelstein-Schoenfeld (FS) statistic, are increasingly used in clinical trials for their ability to incorporate clinically prioritized outcomes. However, adaptive design…

Methodology · Statistics 2025-04-22 Krishna Padmanabhan , Cyrus Mehta

We develop a design-based framework for causal inference that accommodates random potential outcomes without introducing outcome models, thereby extending the classical Neyman--Rubin paradigm in which outcomes are treated as fixed. By…

Methodology · Statistics 2026-01-14 Yukai Yang

Model-based geostatistical design involves the selection of locations to collect data to minimise an expected loss function over a set of all possible locations. The loss function is specified to reflect the aim of data collection, which,…

Computation · Statistics 2021-12-03 S. G. Jagath Senarathne , Werner G. Müller , James M. McGree

We introduce two data-driven procedures for optimal estimation and inference in nonparametric models using instrumental variables. The first is a data-driven choice of sieve dimension for a popular class of sieve two-stage least squares…

Econometrics · Economics 2024-01-09 Xiaohong Chen , Timothy Christensen , Sid Kankanala
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