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We report on a broader evaluation of statistical bootstrap resampling methods as a tool for pixel-level calibration and imaging fidelity assessment in radio interferometry. Pixel-level imaging fidelity assessment is a challenging problem,…

Instrumentation and Methods for Astrophysics · Physics 2015-05-14 Athol Kemball , Adam Martinsek , Modhurita Mitra , Hsin-Fang Chiang

Estimating nonlinear functionals of probability distributions from samples is a fundamental statistical problem. The "plug-in" estimator obtained by applying the target functional to the empirical distribution of samples is biased.…

Statistics Theory · Mathematics 2026-02-20 Florian Schäfer

We consider the nonparametric multivariate isotonic regression problem, where the regression function is assumed to be nondecreasing with respect to each predictor. Our goal is to construct a Bayesian credible interval for the function…

Statistics Theory · Mathematics 2022-11-24 Kang Wang , Subhashis Ghosal

A class of estimating functions is introduced for the regression parameter of the Cox proportional hazards model to allow unknown failure statuses on some study subjects. The consistency and asymptotic normality of the resulting estimators…

Statistics Theory · Mathematics 2007-08-22 Irene Gijbels , Danyu Lin , Zhiliang Ying

The functional delta-method provides a convenient tool for deriving bootstrap consistency of a sequence of plug-in estimators w.r.t. a given functional from bootstrap consistency of the underlying sequence of estimators. It has recently…

Statistics Theory · Mathematics 2016-09-21 Eric Beutner , Henryk Zähle

In this paper we study the consistency of different bootstrap procedures for constructing confidence intervals (CIs) for the unique jump discontinuity (change-point) in an otherwise smooth regression function in a stochastic design setting.…

Statistics Theory · Mathematics 2011-01-06 Emilio Seijo , Bodhisattva Sen

This paper proposes a new non-parametric bootstrap method to quantify the uncertainty of average treatment effect estimate for the treated from matching estimators. More specifically, it seeks to quantify the uncertainty associated with the…

Methodology · Statistics 2024-08-21 Jing Li

This paper studies a fixed-design residual bootstrap method for the two-step estimator of Francq and Zako\"ian (2015) associated with the conditional Expected Shortfall. For a general class of volatility models the bootstrap is shown to be…

Econometrics · Economics 2018-11-29 Alexander Heinemann , Sean Telg

Kernel-based nonparametric hazard rate estimation is considered with a special class of infinite-order kernels that achieves favorable bias and mean square error properties. A fully automatic and adaptive implementation of a density and…

Statistics Theory · Mathematics 2018-10-17 Arthur Berg , Dimitris N Politis , Kagba Suaray , Hui Zeng

We consider the problem of inference on the signs of $n>1$ parameters. We aim to provide $1-\alpha$ post-hoc confidence bounds on the number of positive and negative (or non-positive) parameters. The guarantee is simultaneous, for all…

Methodology · Statistics 2024-03-05 Ruth Heller , Aldo Solari

We consider the performance of the bootstrap in high-dimensions for the setting of linear regression, where $p<n$ but $p/n$ is not close to zero. We consider ordinary least-squares as well as robust regression methods and adopt a minimalist…

Methodology · Statistics 2016-08-03 Noureddine El Karoui , Elizabeth Purdom

We consider a likelihood ratio method for testing whether a monotone baseline hazard function in the Cox model has a particular value at a fixed point. The characterization of the estimators involved is provided both in the nondecreasing…

Statistics Theory · Mathematics 2013-04-05 Gabriela F. Nane

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

The purpose of the present paper is to assess the efficacy of confidence intervals for Rosenthal's fail-safe number. Although Rosenthal's estimator is highly used by researchers, its statistical properties are largely unexplored. First of…

Methodology · Statistics 2015-09-07 Konstantinos C. Fragkos , Michail Tsagris , Christos C. Frangos

We propose a residual and wild bootstrap methodology for individual and simultaneous inference in high-dimensional linear models with possibly non-Gaussian and heteroscedastic errors. We establish asymptotic consistency for simultaneous…

Methodology · Statistics 2016-06-14 Ruben Dezeure , Peter Bühlmann , Cun-Hui Zhang

In this paper, we propose and study construction of confidence bands for shape-constrained regression functions when the predictor is multivariate. In particular, we consider the continuous multidimensional white noise model given by $d…

Statistics Theory · Mathematics 2024-01-24 Ashley , Datta , Somabha Mukherjee , Bodhisattva Sen

Measurements are generally collected as unilateral or bilateral data in clinical trials or observational studies. For example, in ophthalmology studies, the primary outcome is often obtained from one eye or both eyes of an individual. In…

Methodology · Statistics 2021-11-01 Kejia Wang , Chang-Xing Ma

In reliability theory and survival analysis, observed data are often weakly dependent and subject to additive measurement errors. Such contamination arises when the underlying data are neither independent nor strongly mixed but instead…

Statistics Theory · Mathematics 2025-03-20 Benjrada Mohammed Essalih

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

This paper develops valid bootstrap inference methods for the dynamic short panel threshold regression. We show that the standard nonparametric bootstrap is inconsistent for the first-differenced generalized method of moments (GMM)…

Econometrics · Economics 2025-11-18 Woosik Gong , Myung Hwan Seo
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