Related papers: Constructing Simultaneous Confidence Bands for Err…
We study high-dimensional linear models with error-in-variables. Such models are motivated by various applications in econometrics, finance and genetics. These models are challenging because of the need to account for measurement errors to…
We propose a difference-based nonparametric methodology for the estimation and inference of the time-varying auto-covariance functions of a locally stationary time series when it is contaminated by a complex trend with both abrupt and…
The Lorenz curve is a fundamental tool for analysing income and wealth distribution and inequality at national and regional levels. We utilise a one-way functional analysis of variance to decompose a time series of Lorenz curves and develop…
Sample autocorrelograms typically come with significance bands (non-rejection regions) for the null hypothesis of no temporal correlation. These bands have two shortcomings. First, they build on pointwise intervals and suffer from joint…
In this paper, we construct the simultaneous confidence band (SCB) for the nonparametric component in partially linear panel data models with fixed effects. We remove the fixed effects, and further obtain the estimators of parametric and…
We consider nonparametric regression in the context of functional data, that is, when a random sample of functions is observed on a fine grid. We obtain a functional asymptotic normality result allowing to build simultaneous confidence…
Inference via simultaneous confidence band is studied for stationary covariance function of dense functional data. A two-stage estimation procedure is proposed based on spline approximation, the first stage involving estimation of all the…
This paper focuses on the estimation of the concentration curve of a finite population, when data are collected according to a complex sampling design with different inclusion probabilities. A (design-based) Hajek type estimator for the…
The choice of hyperparameters greatly impacts performance in natural language processing. Often, it is hard to tell if a method is better than another or just better tuned. Tuning curves fix this ambiguity by accounting for tuning effort.…
We consider the problem of joint simultaneous confidence band (JSCB) construction for regression coefficient functions of time series scalar-on-function linear regression when the regression model is estimated by roughness penalization…
Simultaneous confidence bands (SCBs) for percentiles in linear regression are valuable tools with many applications. In this paper, we propose a novel criterion for comparing SCBs for percentiles, termed the Minimum Area Confidence Set…
In this paper we compare two regression curves by measuring their difference by the area between the two curves, represented by their $L^1$-distance. We develop asymptotic confidence intervals for this measure and statistical tests to…
We consider nonparametric estimation of mean regression and conditional variance (or volatility) functions in nonlinear stochastic regression models. Simultaneous confidence bands are constructed and the coverage probabilities are shown to…
A long-standing problem in the construction of asymptotically correct confidence bands for a regression function $m(x)=E[Y|X=x]$, where $Y$ is the response variable influenced by the covariate $X$, involves the situation where $Y$ values…
The Lorenz curve portrays the inequality of income distribution. In this article, we develop three modified empirical likelihood (EL) approaches including adjusted empirical likelihood, transformed empirical likelihood, and transformed…
This paper develops a method to construct uniform confidence bands for a nonparametric regression function where a predictor variable is subject to a measurement error. We allow for the distribution of the measurement error to be unknown,…
Many problems that appear in biomedical decision making, such as diagnosing disease and predicting response to treatment, can be expressed as binary classification problems. The costs of false positives and false negatives vary across…
Much of the research on multiple comparison and simultaneous inference in the past sixty years or so has been for the comparisons of several population means. Spurrier (1999) seems to be the first to study the multiple comparison of several…
This study is concerned with estimating the inequality measures associated with the underlying hypothetical income distribution from the times series grouped data on the Lorenz curve. We adopt the Dirichlet pseudo likelihood approach where…
We study inference on the optimal welfare in a policy learning problem and propose reporting a lower confidence band (LCB). A natural approach to constructing an LCB is to invert a one-sided t-test based on an efficient estimator for the…