Related papers: Interval estimation in three-class ROC analysis: a…
Composite likelihood inference has gained much popularity thanks to its computational manageability and its theoretical properties. Unfortunately, performing composite likelihood ratio tests is inconvenient because of their awkward…
A prediction interval covers a future observation from a random process in repeated sampling, and is typically constructed by identifying a pivotal quantity that is also an ancillary statistic. Analogously, a tolerance interval covers a…
Information integration plays a pivotal role in biomedical studies by facilitating the combination and analysis of independent datasets from multiple studies, thereby uncovering valuable insights that might otherwise remain obscured due to…
Learning from triplet comparison data has been extensively studied in the context of metric learning, where we want to learn a distance metric between two instances, and ordinal embedding, where we want to learn an embedding in an Euclidean…
Representational distinctions within categories are important in all perceptual modalities and also in cognitive and motor representations. Recent pattern-information studies of brain activity have used condition-rich designs to sample the…
Nonprobability (convenience) samples are increasingly sought to stabilize estimations for one or more population variables of interest that are performed using a randomized survey (reference) sample by increasing the effective sample size.…
The ROC curve is the major tool for assessing not only the performance but also the fairness properties of a similarity scoring function. In order to draw reliable conclusions based on empirical ROC analysis, accurately evaluating the…
Walley's Imprecise Dirichlet Model (IDM) for categorical data overcomes several fundamental problems which other approaches to uncertainty suffer from. Yet, to be useful in practice, one needs efficient ways for computing the…
This article presents a novel, general, and effective simulation-inspired approach, called {\it repro samples method}, to conduct statistical inference. The approach studies the performance of artificial samples, referred to as {\it repro…
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…
For discrete-valued time series, predictive inference cannot be implemented through the construction of prediction intervals to some predetermined coverage level, as this is the case for real-valued time series. To address this problem, we…
Empirical likelihood is a powerful semi-parametric method increasingly investigated in the literature. However, most authors essentially focus on an i.i.d. setting. In the case of dependent data, the classical empirical likelihood method…
We construct and analyze an estimator of association between random variables based on their similarity in both direction and magnitude. Under special conditions, the proposed measure becomes a robust and consistent estimator of the linear…
Models defined by moment conditions are at the center of structural econometric estimation, but economic theory is mostly agnostic about moment selection. While a large pool of valid moments can potentially improve estimation efficiency, in…
We propose an empirical likelihood test that is able to test the goodness of fit of a class of parametric and semi-parametric multiresponse regression models. The class includes as special cases fully parametric models; semi-parametric…
This paper presents a simple method for carrying out inference in a wide variety of possibly nonlinear IV models under weak assumptions. The method is non-asymptotic in the sense that it provides a finite sample bound on the difference…
Measurements are generally collected as unilateral or bilateral data in clinical trials or observational studies. For example, in ophthalmology studies, the primary outcome is often obtained from one eye or both eyes of an individual. In…
The use of standard statistical methods, such as maximum likelihood, is often justified based on their asymptotic properties. For suitably regular models, this theory is standard but, when the model is non-regular, e.g., the support depends…
Uncertainty quantification is essential in decision-making, especially when joint distributions of random variables are involved. While conformal prediction provides distribution-free prediction sets with valid coverage guarantees, it…
Receiver operating characteristic (ROC) analysis is one of the most popular approaches for evaluating and comparing the accuracy of medical diagnostic tests. Although various methodologies have been developed for estimating ROC curves and…