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We consider systems of slow--fast diffusions with small noise in the slow component. We construct provably logarithmic asymptotically optimal importance schemes for the estimation of rare events based on the moderate deviations principle.…
We develop inference procedures robust to general forms of weak dependence. The procedures utilize test statistics constructed by resampling in a manner that does not depend on the unknown correlation structure of the data. We prove that…
We revisit the problem of estimating the local average treatment effect (LATE) and the local average treatment effect on the treated (LATT) when control variables are available, either to render the instrumental variable (IV) suitably…
We consider a distributionally robust Partially Observable Markov Decision Process (DR-POMDP), where the distribution of the transition-observation probabilities is unknown at the beginning of each decision period, but their realizations…
Accelerated degradation testing (ADT) is one of the major approaches in reliability engineering which allows accurate estimation of reliability characteristics of highly reliable systems within a relatively short time. The testing data are…
Zhang (2019) presented a general estimation approach based on the Gaussian distribution for general parametric models where the likelihood of the data is difficult to obtain or unknown, but the mean and variance-covariance matrix are known.…
The first step in statistical reliability studies of coherent systems is the estimation of the reliability of each system component. For the cases of parallel and series systems the literature is abundant. It seems that the present paper is…
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…
This paper proposes minimum distance inference for a structural parameter of interest, which is robust to the lack of identification of other structural nuisance parameters. Some choices of the weighting matrix lead to asymptotic…
This paper presents a robust method for estimating copula models to evaluate dependence between failure modes in one-shot devices-systems designed for single use and destroyed upon activation. Traditional approaches, such as maximum…
Quasi two-dimensional Coulomb systems have drawn widespread interest. The reduced symmetry of these systems leads to complex collective behaviors, yet simultaneously poses significant challenges for particle-based simulations. In this…
This paper presents robust inference methods for general linear hypotheses in linear panel data models with latent group structure in the coefficients. We employ a selective conditional inference approach, deriving the conditional…
The paper introduces robust independence tests with non-asymptotically guaranteed significance levels for stochastic linear time-invariant systems, assuming that the observed outputs are synchronous, which means that the systems are driven…
This note introduces a doubly robust (DR) estimator for regression discontinuity (RD) designs. RD designs provide a quasi-experimental framework for estimating treatment effects, where treatment assignment depends on whether a running…
In engineering systems, it is usually assumed that lifetimes of components are independent and identically distributed (iid). But, the failure of a component results in a higher load on the remaining components and hence causes the…
The deepening penetration of renewable resources into power systems entails great difficulties that have not been surmounted satisfactorily. An issue that merits special attention is the short-term planning of power systems under net load…
We develop and analyse residual-based a posteriori error estimates for the virtual element discretisation of a nonlinear stress-assisted diffusion problem in two and three dimensions. The model problem involves a two-way coupling between…
In this article, we consider statistical inference based on dependent competing risks data from Marshall-Olkin bivariate Weibull distribution. The maximum likelihood estimates of the unknown model parameters have been computed by using the…
In recent years, cancer clinical trials have increasingly encountered non proportional hazards (NPH) scenarios, particularly with the emergence of immunotherapy. In randomized controlled trials comparing immunotherapy with conventional…
In this paper, we consider the situation under a life test, in which the failure time of the test units are not related deterministically to an observable stochastic time varying covariate. In such a case, the joint distribution of failure…