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Confidence intervals are central to statistical inference as a tool to evaluate the type I error risk at a given significance level. We devise a method to construct confidence intervals using a single run of a permutation test. This…

Methodology · Statistics 2022-06-22 Niels Lundtorp Olsen

Quantifying uncertainty using confidence regions is a central goal of statistical inference. Despite this, methodologies for confidence bands in Functional Data Analysis are still underdeveloped compared to estimation and hypothesis…

Methodology · Statistics 2022-11-14 Dominik Liebl , Matthew Reimherr

Confidence intervals are a popular way to visualize and analyze data distributions. Unlike p-values, they can convey information both about statistical significance as well as effect size. However, very little work exists on applying…

Applications · Statistics 2017-01-23 Jussi Korpela , Emilia Oikarinen , Kai Puolamäki , Antti Ukkonen

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…

Statistics Theory · Mathematics 2017-03-03 Alexandre Belloni , Victor Chernozhukov , Abhishek Kaul

Population attributable risk (PAR) is used in epidemiology to predict the impact of removing a risk factor from the population. Until recently, no standard approach for calculating confidence intervals or the variance for PAR was available…

Methodology · Statistics 2021-05-28 Sarah Pirikahu , Geoffrey Jones , Martin Hazelton

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…

Econometrics · Economics 2025-08-26 Uwe Hassler , Marc-Oliver Pohle , Tanja Zahn

Several scientific fields including psychology are undergoing a replication crisis. There are many reasons for this problem, one of which is a misuse of p-values. There are several alternatives to p-values, and in this paper we describe a…

Methodology · Statistics 2020-10-05 Brian D. Segal

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…

Methodology · Statistics 2025-08-13 Brian Knaeble , R Mitchell Hughes

Eliminating the effect of confounding in observational studies typically involves fitting a model for an outcome adjusted for covariates. When, as often, these covariates are high-dimensional, this necessitates the use of sparse estimators…

Methodology · Statistics 2019-03-26 Oliver Dukes , Stijn Vansteelandt

We explore a novel methodology for constructing confidence regions for parameters of linear models, using predictions from any arbitrary predictor. Our framework requires minimal assumptions on the noise and can be extended to functions…

Machine Learning · Statistics 2024-01-30 Charles Guille-Escuret , Eugene Ndiaye

In the analysis of survey data it is of interest to estimate and quantify uncertainty about means or totals for each of several non-overlapping subpopulations, or areas. When the sample size for a given area is small, standard confidence…

Methodology · Statistics 2018-09-26 Kyle Burris , Peter Hoff

Based on a progressively type-II censored sample from the exponential distribution with unknown location and scale parameter, confidence bands are proposed for the underlying distribution function by using confidence regions for the…

Statistics Theory · Mathematics 2021-06-08 Stefan Bedbur , Fabian Mies

Significant treatment effects are often emphasized when interpreting and summarizing empirical findings in studies that estimate multiple, possibly many, treatment effects. Under this kind of selective reporting, conventional treatment…

Econometrics · Economics 2025-12-11 Andreas Dzemski , Ryo Okui , Wenjie Wang

Motivated by the pressing request of methods able to create prediction sets in a general regression framework for a multivariate functional response and pushed by new methodological advancements in non-parametric prediction for functional…

Methodology · Statistics 2021-06-04 Jacopo Diquigiovanni , Matteo Fontana , Simone Vantini

In data mining, when binary prediction rules are used to predict a binary outcome, many performance measures are used in a vast array of literature for the purposes of evaluation and comparison. Some examples include classification…

Machine Learning · Statistics 2025-07-08 Zheng Yuan , Wenxin Jiang

Practical or scientific considerations often lead to selecting a subset of parameters as ``important.'' Inferences about those parameters often are based on the same data used to select them in the first place. That can make the reported…

Methodology · Statistics 2019-06-04 Yoav Benjamini , Yotam Hechtlinger , Philip B. Stark

Linear combinations of multinomial probabilities, such as those resulting from contingency tables, are of use when evaluating classification system performance. While large sample inference methods for these combinations exist, small sample…

Methodology · Statistics 2021-04-20 Katherine A. Batterton , Christine M. Schubert , Richard L. Warr

Quantile and quantile effect functions are important tools for descriptive and causal analyses due to their natural and intuitive interpretation. Existing inference methods for these functions do not apply to discrete random variables. This…

Methodology · Statistics 2018-09-03 Victor Chernozhukov , Iván Fernández-Val , Blaise Melly , Kaspar Wüthrich

An empirical Bayes confidence interval has high user demand in many applications. In particular, the second-order empirical Bayes confidence interval, the coverage error of which is of the third order for large number of areas, is widely…

Statistics Theory · Mathematics 2016-12-28 Masayo Y. Hirose

This article reviews bias-correction models for measurement error of exposure variables in the field of nutritional epidemiology. Measurement error usually attenuates estimated slope towards zero. Due to the influence of measurement error,…

Methodology · Statistics 2020-07-14 Huimin Peng
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