相关论文: Estimation for Unit Root Testing

False discovery rates (FDR) are an essential component of statistical inference, representing the propensity for an observed result to be mistaken. FDR estimates should accompany observed results to help the user contextualize the relevance…

We propose a novel approach to approximate Bayesian computation (ABC) that seeks to cater for possible misspecification of the assumed model. This new approach can be equally applied to rejection-based ABC and to popular regression…

We consider the recently introduced application of the Deck of Cards Method (DCM) to ordinal regression proposing two extensions related to two main research trends in Multiple Criteria Decision Aiding, namely scaling and ordinal regression…

The functional linear model is an important extension of the classical regression model allowing for scalar responses to be modeled as functions of stochastic processes. Yet, despite the usefulness and popularity of the functional linear…

The problem of generalization and transportation of treatment effect estimates from a study sample to a target population is central to empirical research and statistical methodology. In both randomized experiments and observational…

The current and future developments of electric power systems are pushing the boundaries of reliability assessment to consider distribution networks with renewable generators. Given the stochastic features of these elements, most modeling…

Factor analysis is over a century old, but it is still problematic to choose the number of factors for a given data set. The scree test is popular but subjective. The best performing objective methods are recommended on the basis of…

Regression evaluation has been performed for decades. Some metrics have been identified to be robust against shifting and scaling of the data but considering the different distributions of data is much more difficult to address (imbalance…

This paper explores testing unit roots based on least absolute deviations (LAD) regression under unconditional heteroskedasticity. We first derive the asymptotic properties of the LAD estimator for a first-order autoregressive process with…

We propose a two-sample testing procedure based on learned deep neural network representations. To this end, we define two test statistics that perform an asymptotic location test on data samples mapped onto a hidden layer. The tests are…

Discrete Fourier Transform Test (DFTT), which is a randomness test included in NIST SP800-22, has a problem. It is that theoretical reference distribution of the test statistic has not been derived. In this paper, we propose a new test…

Estimating local false discovery rates (fdr) is central to large-scale multiple hypothesis testing, yet different methods often produce divergent results, and there is little guidance for selecting among them. Because ground truth…

A weighted regression procedure is proposed for regression type problems where the innovations are heavy-tailed. This method approximates the least absolute regression method in large samples, and the main advantage will be if the sample is…

Many modern applications involve the acquisition of noisy modulo samples of a function $f$, with the goal being to recover estimates of the original samples of $f$. For a Lipschitz function $f:[0,1]^d \to \mathbb{R}$, suppose we are given…

We apply multiple testing procedures to the validation of estimated default probabilities in credit rating systems. The goal is to identify rating classes for which the probability of default is estimated inaccurately, while still…

Computational methods for fractional differential equations exhibit essential instability. Even a minor modification of the coefficients or other entry data may switch good results to the divergent. The goal of this paper is to suggest the…

A novel linear classification method that possesses the merits of both the Support Vector Machine (SVM) and the Distance-weighted Discrimination (DWD) is proposed in this article. The proposed Distance-weighted Support Vector Machine method…

We consider a stationary linear $AR(p)$ model with zero mean. The autoregression parameters as well as the distribution function (d.f.) $G(x)$ of innovations are unknown. We consider two situations. In the first situation the observations…

Each training step for a variational autoencoder (VAE) requires us to sample from the approximate posterior, so we usually choose simple (e.g. factorised) approximate posteriors in which sampling is an efficient computation that fully…

We show that, when the double bootstrap is used to improve performance of bootstrap methods for bias correction, techniques based on using a single double-bootstrap sample for each single-bootstrap sample can be particularly effective. In…