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We consider the problem of constructing confidence intervals for nonparametric functional data analysis using empirical likelihood. In this doubly infinite-dimensional context, we demonstrate the Wilks's phenomenon and propose a…

Methodology · Statistics 2009-04-07 Heng Lian

Causal inference is crucial for understanding the true impact of interventions, policies, or actions, enabling informed decision-making and providing insights into the underlying mechanisms that shape our world. In this paper, we establish…

Methodology · Statistics 2024-03-26 Jingyue Huang , Changbao Wu , Leilei Zeng

Variational inference is a popular method for estimating model parameters and conditional distributions in hierarchical and mixed models, which arise frequently in many settings in the health, social, and biological sciences. Variational…

Methodology · Statistics 2019-01-10 Ted Westling , Tyler H. McCormick

Random effects are the gold standard for capturing structural heterogeneity in data, such as spatial dependencies, individual differences, or temporal dependencies. However, testing for their presence is challenging, as it involves a…

Methodology · Statistics 2025-08-05 Fabio Vieira , Hongwei Zhao , Joris Mulder

This paper develops computationally feasible methods for estimating random effects models in the context of regression modelling of multiple independent time series of discrete valued counts in which there is serial dependence. Given…

Methodology · Statistics 2016-06-10 W. T. M. Dunsmuir , C. McKendry , R. T. Dean

Empirical likelihood is a popular nonparametric statistical tool that does not require any distributional assumptions. In this paper, we explore the possibility of conducting variable selection via Bayesian empirical likelihood. We show…

Methodology · Statistics 2022-06-13 Yichen Cheng , Yichuan Zhao

Empirical likelihood enables a nonparametric, likelihood-driven style of inference without restrictive assumptions routinely made in parametric models. We develop a framework for applying empirical likelihood to the analysis of experimental…

Methodology · Statistics 2023-11-08 Eunseop Kim , Steven N. MacEachern , Mario Peruggia

Motivated by applications in genetic fields, we propose to estimate the heritability in high dimensional sparse linear mixed models. The heritability determines how the variance is shared between the different random components of a linear…

Statistics Theory · Mathematics 2015-05-07 Anna Bonnet , Elisabeth Gassiat , Céline Lévy-Leduc

Linear mixed models are widely used to analyze non-independent data, but inference for fixed effects can be unreliable under misspecification of the random-effects distribution, inaccurate Fisher information estimation, or convergence…

Methodology · Statistics 2026-05-01 Angela Andreella , Livio Finos

In this paper, we propose a data-adaptive empirical likelihood-based approach for treatment effect estimation and inference, which overcomes the obstacle of the traditional empirical likelihood-based approaches in the high-dimensional…

Methodology · Statistics 2020-12-15 Wei Liang , Ying Yan

Mixed effects models are widely used to describe heterogeneity in a population. A crucial issue when adjusting such a model to data consists in identifying fixed and random effects. From a statistical point of view, it remains to test the…

Methodology · Statistics 2017-12-25 Charlotte Baey , Paul-Henry Cournède , Estelle Kuhn

Bayesian inference provides a flexible way of combining data with prior information. However, quantile regression is not equipped with a parametric likelihood, and therefore, Bayesian inference for quantile regression demands careful…

Statistics Theory · Mathematics 2012-07-24 Yunwen Yang , Xuming He

A non parametric method based on the empirical likelihood is proposed for detecting the change in the coefficients of high-dimensional linear model where the number of model variables may increase as the sample size increases. This amounts…

Statistics Theory · Mathematics 2015-06-22 Gabriela Ciuperca , Zahraa Salloum

Conventional likelihood-based information criteria for model selection rely on the distribution assumption of data. However, for complex data that are increasingly available in many scientific fields, the specification of their underlying…

Methodology · Statistics 2020-06-25 Chixiang Chen , Ming Wang , Rongling Wu , Runze Li

In this paper we consider a variety of procedures for numerical statistical inference in the family of univariate and multivariate stable distributions. In connection with univariate distributions (i) we provide approximations by finite…

Computation · Statistics 2012-09-04 Efthymios G. Tsionas

We provide finite-sample distribution approximations, that are uniform in the parameter, for inference in linear mixed models. Focus is on variances and covariances of random effects in cases where existing theory fails because their…

Statistics Theory · Mathematics 2025-07-29 Karl Oskar Ekvall , Matteo Bottai

We consider an empirical likelihood framework for inference for a statistical model based on an informative sampling design. Covariate information is incorporated both through the weights and the estimating equations. The estimator is based…

Methodology · Statistics 2019-05-03 Sanjay Chaudhuri , Mark S. Handcock

We consider a longitudinal data structure consisting of baseline covariates, time-varying treatment variables, intermediate time-dependent covariates, and a possibly time dependent outcome. Previous studies have shown that estimating the…

Statistics Theory · Mathematics 2018-10-09 Linh Tran , Maya Petersen , Joshua Schwab , Mark J van der Laan

Reliability sensitivity analysis is concerned with measuring the influence of a system's uncertain input parameters on its probability of failure. Statistically dependent inputs present a challenge in both computing and interpreting these…

Applications · Statistics 2023-06-21 Max Ehre , Iason Papaioannou , Daniel Straub

Generalized linear mixed models (GLMMs) are used to model responses from exponential families with a combination of fixed and random effects. For variance components in GLMMs, we propose an approximate restricted likelihood ratio test that…

Methodology · Statistics 2019-06-11 Stephanie T. Chen , Luo Xiao , Ana-Maria Staicu