相关论文: Interval estimators for ratios of independent quan…

Parametric estimation for diffusion processes is considered for high frequency observations over a fixed time interval. The processes solve stochastic differential equations with an unknown parameter in the diffusion coefficient. We find…

We consider the problem of estimating the common mean of independently sampled data, where samples are drawn in a possibly non-identical manner from symmetric, unimodal distributions with a common mean. This generalizes the setting of…

We establish some quantitative concentration estimates for the empirical measure of many independent variables, in transportation distances. As an application, we provide some error bounds for particle simulations in a model mean field…

We define two minimum distance estimators for dependent data by minimizing some approximated Maximum Mean Discrepancy distances between the true empirical distribution of observations and their assumed (parametric) model distribution. When…

We construct and analyze an estimator of association between random variables based on their similarity in both direction and magnitude. Under special conditions, the proposed measure becomes a robust and consistent estimator of the linear…

We consider settings where data are available on a nonparametric function and various partial derivatives. Such circumstances arise in practice, for example in the joint estimation of cost and input functions in economics. We show that when…

The interval numbers is the set of compact intervals of $\mathbb{R}$ with addition and multiplication operation, which are very useful for solving calculations where there are intervals of error or uncertainty, however, it lacks an…

We develop a method to generate prediction intervals that have a user-specified coverage level across all regions of feature-space, a property called conditional coverage. A typical approach to this task is to estimate the conditional…

Obtaining quantitative survey responses that are both accurate and informative is crucial to a wide range of fields. Traditional and ubiquitous response formats such as Likert and Visual Analogue Scales require condensation of responses…

Estimation of mutual information between (multidimensional) real-valued variables is used in analysis of complex systems, biological systems, and recently also quantum systems. This estimation is a hard problem, and universally good…

This paper investigates the identification of quantiles and quantile regression parameters when observations are set valued. We define the identification set of quantiles of random sets in a way that extends the definition of quantiles for…

Beta regression is often used to model the relationship between a dependent variable that assumes values on the open interval (0,1) and a set of predictor variables. An important challenge in beta regression is to find residuals whose…

The uncertainty or the variability of the data may be treated by considering, rather than a single value for each data, the interval of values in which it may fall. This paper studies the derivation of basic description statistics for…

Descriptive statistics for parametric models are currently highly sensative to departures, gross errors, and/or random errors. Here, leveraging the structures of parametric distributions and their central moment kernel distributions, a…

This article deals with the analysis of high dimensional data that come from multiple sources (experiments) and thus have different possibly correlated responses, but share the same set of predictors. The measurements of the predictors may…

We analyze the extreme value dependence of independent, not necessarily identically distributed multivariate regularly varying random vectors. More specifically, we propose estimators of the spectral measure locally at some time point and…

Given a pair of multivariate time-series data of the same length and dimensions, an approach is proposed to select variables and time intervals where the two series are significantly different. In applications where one time series is an…

In Small Area Estimation data linkage can be used to combine values of the variableof interest from a national survey with values of auxiliary variables obtained from another source like a population register. Linkage errors can induce bias…

Income inequality measures are often used as an indication of economic health. How to obtain reliable confidence intervals for these measures based on sampled data has been studied extensively in recent years. To preserve confidentiality,…

Skewness measures can be used to measure the level of asymmetry of a distribution. Given the prevalence of statistical methods that assume underlying symmetry, and also the desire for symmetry in order to make meaningful judgements for…