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In this paper we consider a class of nonparametric estimators of a distribution function F, with compact support, based on the theory of IFSs. The estimator of F is tought as the fixed point of a contractive operator T defined in terms of a…

Statistics Theory · Mathematics 2007-06-13 Stefano M. Iacus , Davide La Torre

We consider an empirical likelihood framework for inference for a statistical model based on an informative sampling design and population-level information. The population-level information is summarized in the form of estimating equations…

Methodology · Statistics 2022-09-07 Sanjay Chaudhuri , Mark S. Handcock , Michael S. Rendall

This article introduces a new instrumental variable approach for estimating unknown population parameters with data having nonrandom missing values. With coarse and discrete instruments, Shao and Wang (2016) proposed a semiparametric method…

Methodology · Statistics 2021-11-19 Arkaprabha Ganguli , David Todem

We propose a new method for estimating the extreme quantiles for a function of several dependent random variables. In contrast to the conventional approach based on extreme value theory, we do not impose the condition that the tail of the…

Methodology · Statistics 2013-11-25 Jinguo Gong , Yadong Li , Liang Peng , Qiwei Yao

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…

Machine Learning · Computer Science 2025-01-03 Rui Luo , Zhixin Zhou

Quantile regression is a powerful tool for detecting exposure-outcome associations given covariates across different parts of the outcome's distribution, but has two major limitations when the aim is to infer the effect of an exposure.…

For a variant of the algorithm in [Pit19] (arXiv:1903.10816) to compute the approximate density or distribution function of a linear mixture of independent random variables known by a finite sample, it is presented a proof of the functional…

Statistics Theory · Mathematics 2019-06-19 Thomas Pitschel

We consider the problem of estimating the finite population mean $\bar{Y}$ of an outcome variable $Y$ using data from a nonprobability sample and auxiliary information from a probability sample. Existing double robust (DR) estimators of…

Methodology · Statistics 2025-10-30 Shaun Seaman

Irregular errors such as heteroscedasticity and nonnormality remain major challenges in linear modeling. These issues often lead to biased inference and unreliable measures of uncertainty. Classical remedies, such as robust standard errors…

Methodology · Statistics 2026-03-05 Elsayed Elamir

This paper proposes a data-adaptive factor model (DAFM), a novel framework for extracting common factors that explain the structures of high-dimensional data. DAFM adopts a composite quantile strategy to adaptively capture the full…

Methodology · Statistics 2025-10-02 Seeun Park , Hee-Seok Oh

The use of summary statistics beyond the two-point correlation function to analyze the non-Gaussian clustering on small scales is an active field of research in cosmology. In this paper, we explore a set of new summary statistics -- the…

Cosmology and Nongalactic Astrophysics · Physics 2021-02-03 Arka Banerjee , Tom Abel

In this paper, we study the classification problem by estimating the conditional probability function of the given data. Different from the traditional expected risk estimation theory on empirical data, we calculate the probability via…

Machine Learning · Computer Science 2022-10-14 Meng-Xian Zhu , Yuan-Hai Shao

The Distributional Random Forest (DRF) is a recently introduced Random Forest algorithm to estimate multivariate conditional distributions. Due to its general estimation procedure, it can be employed to estimate a wide range of targets such…

Statistics Theory · Mathematics 2023-12-20 Jeffrey Näf , Corinne Emmenegger , Peter Bühlmann , Nicolai Meinshausen

This article addresses the different methods of estimation of the probability density function (PDF) and the cumulative distribution function (CDF) for the Lindley distribution. Following estimation methods are considered: uniformly minimum…

Applications · Statistics 2016-04-22 Sudhansu S. Maiti , Indrani Mukherjee

Causal inference is a critical research area with multi-disciplinary origins and applications, ranging from statistics, computer science, economics, psychology to public health. In many scientific research, randomized experiments provide a…

Methodology · Statistics 2022-07-26 Jingying Zeng

We propose a unified rare-event estimator for the performance evaluation of wireless communication systems. The estimator is derived from the well-known multilevel splitting algorithm. In its original form, the splitting algorithm cannot be…

Information Theory · Computer Science 2019-08-29 Nadhir Ben Rached , Daniel MacKinlay , Zdravko Botev , Raul Tempone , Mohamed-Slim Alouini

In this paper, we derive the joint asymptotic distributions of functions of quantile estimators (the non-parametric sample quantile and the parametric location-scale quantile estimator) with functions of measure of dispersion estimators…

Statistics Theory · Mathematics 2019-04-29 Marcel Bräutigam , Marie Kratz

Survival analysis aims at modeling the relationship between covariates and event occurrence with some untracked (censored) samples. In implementation, existing methods model the survival distribution with strong assumptions or in a discrete…

Machine Learning · Computer Science 2023-05-25 Yu Ling , Weimin Tan , Bo Yan

We propose an estimator of a concave cumulative distribution function under the measurement error model, where the non-negative variables of interest are perturbed by additive independent random noise. The estimator is defined as the least…

Statistics Theory · Mathematics 2026-03-03 Mohammed Es-Salih Benjrada , Cecile Durot , Tommaso Lando

Multiple heterogeneous data sources are becoming increasingly available for statistical analyses in the era of big data. As an important example in finite-population inference, we develop a unified framework of the test-and-pool approach to…

Methodology · Statistics 2023-05-30 Chenyin Gao , Shu Yang