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This paper studies the construction of adaptive confidence intervals under Huber's contamination model when the contamination proportion is unknown. For the robust confidence interval of a Gaussian mean, we show that the optimal length of…

Statistics Theory · Mathematics 2025-06-05 Yuetian Luo , Chao Gao

Dual-record system (DRS) (equivalently two sample Capture-recapture experiment) model with time and behavioral response variation, has attracted much attention specifically in the domain of Official Statistics and Epidemiology. The relevant…

Methodology · Statistics 2019-08-09 Kiranmoy Chatterjee , Diganta Mukherjee

Capture-recapture methods for estimating the total size of elusive populations are widely-used, however, due to the choice of estimator impacting upon the results and conclusions made, the question of performance of each estimator is…

Methodology · Statistics 2023-12-15 Layna Charlie Dennett , Dankmar Böhning

A weighted likelihood technique for robust estimation of a multivariate Wrapped Normal distribution for data points scattered on a p-dimensional torus is proposed. The occurrence of outliers in the sample at hand can badly compromise…

Methodology · Statistics 2021-07-01 Giovanni Saraceno , Claudio Agostinelli , Luca Greco

We consider clinical trials in which an experimental treatment is compared with a control in pre-specified patient subpopulations. In such settings, adaptive enrichment designs allow the enrolled population to be modified at an interim…

Methodology · Statistics 2026-03-17 Enyu Li , Nigel Stallard , Ekkehard Glimm , Dominic Magirr , Peter K. Kimani

We present an efficient method of calculating exact confidence intervals for the hypergeometric parameter representing the number of "successes," or "special items," in the population. The method inverts minimum-width acceptance intervals…

Methodology · Statistics 2022-04-29 Jay Bartroff , Gary Lorden , Lijia Wang

Nonresponse weighting adjustment using the response propensity score is a popular tool for handling unit nonresponse. Statistical inference after the nonresponse weighting adjustment is complicated because the effect of estimating the…

Methodology · Statistics 2017-02-14 Hejian Sang , Jae Kwang Kim

Given $n=mk$ $iid$ samples from $N(\theta,\sigma^2)$ with $\theta$ and $\sigma^2$ unknown, we have two ways to construct $t$-based confidence intervals for $\theta$. The traditional method is to treat these $n$ samples as $n$ groups and…

Computation · Statistics 2018-12-11 Yu Zhang , Xiangzhong Fang

We propose a flexible and identifiable version of the two-groups model, motivated by hierarchical Bayes considerations, that features an empirical null and a semiparametric mixture model for the non-null cases. We use a computationally…

Methodology · Statistics 2012-06-26 Ryan Martin , Surya T. Tokdar

In this article the issues are discussed with the Bayesian approach, least-square fits, and most-likely fits. Trying to counter these issues, a method, based on weighted confidence, is proposed for estimating probabilities and other…

Statistics Theory · Mathematics 2017-01-26 Fetze Pijlman

We study methods for simultaneous analysis of many noisy and biased estimates, each paired with an even noisier estimate of its own bias. The analyst's goal is to construct short calibrated intervals for each parameter. The standard…

Methodology · Statistics 2026-05-11 Wanyi Ling , Sida Li , Junming Guan , Nikolaos Ignatiadis

Bayesian inference allows machine learning models to express uncertainty. Current machine learning models use only a single learnable parameter combination when making predictions, and as a result are highly overconfident when their…

Machine Learning · Computer Science 2022-02-23 Andrew Wood , Moshik Hershcovitch , Daniel Waddington , Sarel Cohen , Peter Chin

Consider a population of individuals and a network that encodes social connections among them. We are interested in making inference on finite population and super-population estimands that are a function of both individuals' responses and…

Methodology · Statistics 2016-12-13 Simon Lunagomez , Edoardo Airoldi

We examine the problem of construction of confidence intervals within the basic single-parameter, single-iteration variation of the method of quasi-optimal weights. Two kinds of distortions of such intervals due to insufficiently large…

Data Analysis, Statistics and Probability · Physics 2020-05-27 A. D. Morozov , A. V. Lokhov , F. V. Tkachov

Turing's estimator allows one to estimate the probabilities of outcomes that either do not appear or only rarely appear in a given random sample. We perform a simulation study to understand the finite sample performance of several related…

Statistics Theory · Mathematics 2025-03-19 Jie Chang , Michael Grabchak , Jialin Zhang

Consider a linear regression model and suppose that our aim is to find a confidence interval for a specified linear combination of the regression parameters. In practice, it is common to perform a Durbin-Watson pretest of the null…

Methodology · Statistics 2023-06-29 Paul Kabaila , Samer Alhelli , Davide Farchione , Nathan Bragg

Empirical Bayes small area estimation based on the well-known Fay-Herriot model may produce unreliable estimates when outlying areas exist. Existing robust methods against outliers or model misspecification are generally inefficient when…

Methodology · Statistics 2022-06-28 Daisuke Kurisu , Takuya Ishihara , Shonosuke Sugasawa

In this paper, we address the challenge of sampling in scenarios where limited resources prevent exhaustive measurement across all subjects. We consider a setting where samples are drawn from multiple groups, each following a distribution…

Econometrics · Economics 2024-08-29 Carol Liu

In this paper we adopt the familiar sparse, high-dimensional linear regression model and focus on the important but often overlooked task of prediction. In particular, we consider a new empirical Bayes framework that incorporates data in…

Statistics Theory · Mathematics 2020-07-28 Ryan Martin , Yiqi Tang

The objective of this work is to quantify the uncertainty in probability of failure estimates resulting from incomplete knowledge of the probability distributions for the input random variables. We propose a framework that couples the…

Methodology · Statistics 2021-10-26 Dimitris G. Giovanis , Michael Shields