相关论文: Algorithm for Evaluation of the Interval Power Fun…

In biomedical studies, researchers are often interested in assessing the association between one or more ordinal explanatory variables and an outcome variable, at the same time adjusting for covariates of any type. The outcome variable may…

We introduce the problem of estimation of the parameters of a dynamically selected population in an infinite sequence of random variables and provide its application in the statistical inference based on record values from a non-stationary…

Suppose that a target function is monotonic, namely, weakly increasing, and an available original estimate of this target function is not weakly increasing. Rearrangements, univariate and multivariate, transform the original estimate to a…

Computer algebra algorithms are developed for evaluating the coefficients in Airy-type asymptotic expansions that are obtained from integrals with a large parameter. The coefficients are defined from recursive schemes obtained from…

This paper addresses the synthesis of interval observers for partially unknown nonlinear systems subject to bounded noise, aiming to simultaneously estimate system states and learn a model of the unknown dynamics. Our approach leverages…

We present a fully nonparametric method to estimate the value function, via simulation, in the context of expected infinite-horizon discounted rewards for Markov chains. Estimating such value functions plays an important role in approximate…

To quantify uncertainty around point estimates of conditional objects such as conditional means or variances, parameter uncertainty has to be taken into account. Attempts to incorporate parameter uncertainty are typically based on the…

Mixed trigonometric-polynomials frequently occur in applications in physics, numerical analysis and engineering, the algorithm has been already proposed to determine its sign on (0,{pi}/2]. This paper proposes a procedure to extend the…

Instrumental variables (IVs) are extensively used to estimate treatment effects when the treatment and outcome are confounded by unmeasured confounders; however, weak IVs are often encountered in empirical studies and may cause problems.…

In this paper we present equivalence results for several types of unbounded operator functions. A generalization of the concept equivalence after extension is introduced and used to prove equivalence and linearization for classes of…

In this paper, we study voting rules on the interval domain, where the alternatives are arranged according to an externally given strict total order and voters report intervals of this order to indicate the alternatives they support. For…

In this work we extend to the interval-valued setting the notion of an overlap functions and we discuss a method which makes use of interval-valued overlap functions for constructing OWA operators with interval-valued weights. . Some…

We connect the power of Confidence Intervals in different Frequentist methods to their reliability. We show that in the case of a bounded parameter a biased method which near the boundary has large power in testing the parameter against…

The empirical likelihood is a powerful nonparametric tool, that emulates its parametric counterpart -- the parametric likelihood -- preserving many of its large-sample properties. This article tackles the problem of assessing the…

Recently, Extropy was introduced by Lad, Sanfilippo and Agr\`o as a complement dual of Shannon Entropy. In this paper, we propose dynamic versions of Extropy for doubly truncated random variables as measures of uncertainty called Interval…

We give a statement on extension with estimates of convex functions defined on a linear subspace, inspired by similar extension results concerning metrics on positive line bundles

This paper considers the problem of testing whether there exists a solution satisfying certain non-negativity constraints to a linear system of equations. Importantly and in contrast to some prior work, we allow all parameters in the system…

Marginal structural models are a popular method for estimating causal effects in the presence of time-varying exposures. In spite of their popularity, no scalable non-parametric estimator exist for marginal structural models with…

In this paper, we introduce a method of converting implicit equations to the usual forms of functions locally without differentiability. For a system of implicit equations which are equipped with continuous functions, if there are unique…

Using appropriate power series evaluations, we determine all moments of arbitrary positive powers of the arcsine. As consequences we evaluate several doubly infinite classes of power series involving central binomial coefficients and…