Related papers: Toward improved inference for Krippendorff's Alpha…
Existing conformal prediction algorithms estimate prediction intervals at target confidence levels to characterize the performance of a regression model on new test samples. However, considering an autonomous system consisting of multiple…
We propose a new threshold selection method for the nonparametric estimation of the extremal index of stochastic processes. The so-called discrepancy method was proposed as a data-driven smoothing tool for estimation of a probability…
When the target parameter for inference is a real-valued, continuous function of probabilities in the $k$-sample multinomial problem, variance estimation may be challenging. In small samples or when the function is nondifferentiable at the…
This paper introduces a local optimization-based approach to test statistical hypotheses and to construct confidence intervals. This approach can be viewed as an extension of bootstrap, and yields asymptotically valid tests and confidence…
For linear regression models with cross-section or panel data, it is natural to assume that the disturbances are clustered in two dimensions. However, the finite-sample properties of two-way cluster-robust tests and confidence intervals are…
Where the response variable in a big data set is consistent with the variable of interest for small area estimation, the big data by itself can provide the estimates for small areas. These estimates are often subject to the coverage and…
Propensity score (PS) methods are widely used to estimate treatment effects in non-randomized studies. Variance is typically estimated using sandwich or bootstrap methods, which can either treat the PS as estimated or fixed. The latter is…
This paper examines estimation of skill formation models, a critical component in understanding human capital development and its effects on individual outcomes. Existing estimators are either based on moment conditions and only applicable…
Kaplan-Meier estimators are essential tools in survival analysis, capturing the survival behavior of a cohort. Their accuracy improves with large, diverse datasets, encouraging data holders to collaborate for more precise estimations.…
In this discussion, we compare the choice of seeded intervals and that of random intervals for change point segmentation from practical, statistical and computational perspectives. Furthermore, we investigate a novel estimator of the noise…
This paper considers edge interval estimation between two regions of a Synthetic Aperture Radar (SAR) image which differ in texture. This is a difficult task because SAR images are contaminated with speckle noise. Different point estimation…
Many statistical procedures, including goodness-of-fit tests and methods for independent component analysis, rely critically on the estimation of the entropy of a distribution. In this paper, we seek entropy estimators that are efficient…
Mixture distributions arise in many parametric and non-parametric settings -- for example, in Gaussian mixture models and in non-parametric estimation. It is often necessary to compute the entropy of a mixture, but, in most cases, this…
Adaptive optics (AO) system performance is improved using post-processing techniques, such as point spread function (PSF) deconvolution. The PSF estimation involves characterization of the different wavefront (WF) error sources in the AO…
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…
We develop an eigenspace estimation algorithm for distributed environments with arbitrary node failures, where a subset of computing nodes can return structurally valid but otherwise arbitrarily chosen responses. Notably, this setting…
We propose nonparametric estimators for the second-order central moments of possibly anisotropic spherical random fields, within a functional data analysis context. We consider a measurement framework where each random field among an…
The benefits of the wavelet approach for density estimation are well established in the literature, especially when the density to estimate is irregular or heterogeneous in smoothness. However, wavelet density estimates are typically not…
Umbrella sampling efficiently yields equilibrium averages that depend on exploring rare states of a model by biasing simulations to windows of coordinate values and then combining the resulting data with physical weighting. Here, we…
Feature aided tracking can often yield improved tracking performance over the standard multiple target tracking (MTT) algorithms with only kinematic measurements. However, in many applications, the feature signal of the targets consists of…