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Network surveys of key populations at risk for HIV are an essential part of the effort to understand how the epidemic spreads and how it can be prevented. Estimation of population values from the sample data has been probematical, however,…

Applications · Statistics 2019-09-12 Steve Thompson

We propose a nonparametric bootstrap procedure for two-phase stratified sampling without replacement. In this design, a weighted likelihood estimator is known to have smaller asymptotic variance than under the convenient assumption of…

Statistics Theory · Mathematics 2014-09-26 Takumi Saegusa

While the estimation of risk is an important question in the daily business of banking and insurance, many existing plug-in estimation procedures suffer from an unnecessary bias. This often leads to the underestimation of risk and…

Risk Management · Quantitative Finance 2022-01-28 Marcin Pitera , Thorsten Schmidt

Bootstrap is a widely used technique that allows estimating the properties of a given estimator, such as its bias and standard error. In this paper, we evaluate and compare five bootstrap-based methods for making confidence intervals: two…

Boosting methods are widely used in statistical learning to deal with high-dimensional data due to their variable selection feature. However, those methods lack straightforward ways to construct estimators for the precision of the…

Methodology · Statistics 2021-06-10 Boyao Zhang , Colin Griesbach , Cora Kim , Nadia Müller-Voggel , Elisabeth Bergherr

The role played by the composite analogue of the log likelihood ratio in hypothesis testing and in setting confidence regions is not as prominent as it is in the canonical likelihood setting, since its asymptotic distribution depends on the…

Methodology · Statistics 2013-01-30 Nicola Lunardon

We propose a method to overcome the usual limitation of current data processing techniques in optical and infrared long-baseline interferometry: most reduction pipelines assume uncorrelated statistical errors and ignore systematics. We use…

Instrumentation and Methods for Astrophysics · Physics 2019-01-23 Régis Lachaume , Markus Rabus , Andrés Jordán , Rafael Brahm , Tabetha Boyajian , Kaspar von Braun , Jean-Philippe Berger

A core problem in statistical network analysis is to develop network analogues of classical techniques. The problem of bootstrapping network data stands out as especially challenging, since typically one observes only a single network,…

Statistics Theory · Mathematics 2021-10-13 Keith Levin , Elizaveta Levina

The statistical challenges in using big data for making valid statistical inference in the finite population have been well documented in literature. These challenges are due primarily to statistical bias arising from under-coverage in the…

Methodology · Statistics 2020-06-19 Jae-kwang Kim , Siu-Ming Tam

It is common to show the confidence intervals or $p$-values of selected features, or predictor variables in regression, but they often involve selection bias. The selective inference approach solves this bias by conditioning on the…

Methodology · Statistics 2022-06-02 Yoshikazu Terada , Hidetoshi Shimodaira

The bootstrap is a widely used procedure for statistical inference because of its simplicity and attractive statistical properties. However, the vanilla version of bootstrap is no longer feasible computationally for many modern massive…

Methodology · Statistics 2023-02-16 Yingying Ma , Chenlei Leng , Hansheng Wang

Fitting parametric models by optimizing frequency domain objective functions is an attractive approach of parameter estimation in time series analysis. Whittle estimators are a prominent example in this context. Under weak conditions and…

Statistics Theory · Mathematics 2021-07-26 Jens-Peter Kreiss , Efstathios Paparoditis

Inference methods for computing confidence intervals in parametric settings usually rely on consistent estimators of the parameter of interest. However, it may be computationally and/or analytically burdensome to obtain such estimators in…

Methodology · Statistics 2024-09-20 Samuel Orso , Mucyo Karemera , Maria-Pia Victoria-Feser , Stéphane Guerrier

This paper studies parametric bootstrap methods for network data, with the goal of quantifying the uncertainty of network statistics of interest. While existing network resampling methods primarily focus on count statistics under…

Methodology · Statistics 2026-05-29 Zhixuan Shao , Can M. Le

While the {estimation} of risk is an important question in the daily business of banking and insurance, many existing plug-in estimation procedures suffer from an unnecessary bias. This often leads to the underestimation of risk and…

Risk Management · Quantitative Finance 2022-02-04 Marcin Pitera , Thorsten Schmidt

This paper proposes methods for likelihood-based inference in multivariate linear regressions when the correlation matrix of the responses is separable; that is, it has a Kronecker product structure, but the variances are unrestricted. The…

Computation · Statistics 2026-04-16 Karl Oskar Ekvall

In statistical exercises where there are several candidate models, the traditional approach is to select one model using some data driven criterion and use that model for estimation, testing and other purposes, ignoring the variability of…

Statistics Theory · Mathematics 2008-12-18 Snigdhansu Chatterjee , Nitai D. Mukhopadhyay

With the ubiquitous availability of unstructured data, growing attention is paid as how to adjust for selection bias in such non-probability samples. The majority of the robust estimators proposed by prior literature are either fully or…

Methodology · Statistics 2022-04-08 Ali Rafei , Michael R. Elliott , Carol A. C. Flannagan

Approximate Bayesian computation (ABC) is computationally intensive for complex model simulators. To exploit expensive simulations, data-resampling via bootstrapping can be employed to obtain many artificial datasets at little cost.…

Computation · Statistics 2021-07-05 Umberto Picchini , Richard G. Everitt

Model misspecification is ubiquitous in data analysis because the data-generating process is often complex and mathematically intractable. Therefore, assessing estimation uncertainty and conducting statistical inference under a possibly…

Methodology · Statistics 2023-12-19 Rong Li , Yichen Qin , Yang Li
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