Related papers: Varextropy of doubly truncated random variable
This paper examines nonparametric regression with an exogenous threshold variable, allowing for an unknown number of thresholds. Given the number of thresholds and corresponding threshold values, we first establish the asymptotic properties…
This work deals with the estimation of the extreme value index and extreme quantiles for heavy tailed data,randomly right truncated by another heavy tailed variable. Under mild assumptions and the condition thatthe truncated variable is…
Many methods for estimating integrated volatility and related functionals of semimartingales in the presence of jumps require specification of tuning parameters for their use in practice. In much of the available theory, tuning parameters…
We address the important question of the extent to which random variables and vectors with truncated power tails retain the characteristic features of random variables and vectors with power tails. We define two truncation regimes, soft…
In medical research, a scenario often entertained is randomized controlled $2^2$ factorial design with a binary outcome. By utilizing the concept of potential outcomes, Dasgupta et al. (2015) proposed a randomization-based causal inference…
In clinical trials, the observation of participant outcomes may frequently be hindered by death, leading to ambiguity in defining a scientifically meaningful final outcome for those who die. Principal stratification methods are valuable…
In this paper, we develop double acceptance sampling plan and group acceptance sampling plan for an inverse Weibull distribution based on a truncated life test. We consider the median lifetime of the test units as a quality parameter and…
Common causal estimands include the average treatment effect (ATE), the average treatment effect of the treated (ATT), and the average treatment effect on the controls (ATC). Using augmented inverse probability weighting methods, parametric…
Analysis of survival data with biased samples caused by left-truncation or length-biased sampling has received extensive interest. Many inference methods have been developed for various survival models. These methods, however, break down…
Envelope methodology can provide substantial efficiency gains in multivariate statistical problems, but in some applications the estimation of the envelope dimension can induce selection volatility that may mitigate those gains. Current…
In this paper, we first investigate the estimation of the empirical joint Laplace transform of volatilities of two semi-martingales within a fixed time interval [0, T] by using overlapped increments of high-frequency data. The proposed…
We analyze the performance of alternating minimization for loss functions optimized over two variables, where each variable may be restricted to lie in some potentially nonconvex constraint set. This type of setting arises naturally in…
Missing outcome data is one of the principal threats to the validity of treatment effect estimates from randomized trials. The outcome distributions of participants with missing and observed data are often different, which increases the…
We show that the variational representations for f-divergences currently used in the literature can be tightened. This has implications to a number of methods recently proposed based on this representation. As an example application we use…
In the past six years, a considerable attention has been given to the extropy measure proposed by Lad et al. (2015). Weighted Extropy of Ranked Set Sampling was studied and compared with simple random sampling by Qiu et al. (2022). The…
Whereas confidence intervals are used to assess uncertainty due to unmeasured individuals, confounding intervals can be used to assess uncertainty due to unmeasured attributes. Previously, we have introduced a methodology for computing…
We consider the evolution of variance of entropy (varentropy) in the course of a polar transform operation on binary data elements (BDEs). A BDE is a pair $(X,Y)$ consisting of a binary random variable $X$ and an arbitrary side information…
The extreme value dependence of regularly varying stationary time series can be described by the spectral tail process. Drees, Segers and Warchol [Extremes 18(3): 369--402, 2015] proposed estimators of the marginal distributions of this…
The determination of the sample size required by a crossover trial typically depends on the specification of one or more variance components. Uncertainty about the value of these parameters at the design stage means that there is often a…
This article introduces novel measures of inaccuracy and divergence based on survival extropy and their dynamic forms and explores their properties and applications. To address the drawbacks of asymmetry and range limitations, we introduce…