相关论文: Jackknife empirical likelihood with complex survey…

We study statistical inference and distributionally robust solution methods for stochastic optimization problems, focusing on confidence intervals for optimal values and solutions that achieve exact coverage asymptotically. We develop a…

Parametric inference posits a statistical model that is a specified family of probability distributions. Restricted inference, e.g., restricted likelihood ratio testing, attempts to exploit the structure of a statistical submodel that is a…

Several strategies have been developed recently to ensure valid inference after model selection; some of these are easy to compute, while others fare better in terms of inferential power. In this paper, we consider a selective inference…

This paper discusses estimation and limited information goodness-of-fit test statistics in factor models for binary data using pairwise likelihood estimation and sampling weights. The paper extends the applicability of pairwise likelihood…

This paper lays the groundwork for a unifying approach to stochastic dominance testing under survey nonresponse that integrates the partial identification approach to incomplete data and design-based inference for complex survey data. We…

Statistical estimates from survey samples have traditionally been obtained via design-based estimators. In many cases, these estimators tend to work well for quantities such as population totals or means, but can fall short as sample sizes…

In this paper, we propose a new statistical inference method for massive data sets, which is very simple and efficient by combining divide-and-conquer method and empirical likelihood. Compared with two popular methods (the bag of little…

Symbolic data analysis has been proposed as a technique for summarising large and complex datasets into a much smaller and tractable number of distributions -- such as random rectangles or histograms -- each describing a portion of the…

A non parametric method based on the empirical likelihood is proposed for detecting the change in the coefficients of high-dimensional linear model where the number of model variables may increase as the sample size increases. This amounts…

We investigate popular resampling methods for estimating the uncertainty of statistical models, such as subsampling, bootstrap and the jackknife, and their performance in high-dimensional supervised regression tasks. We provide a tight…

In this article we present very intuitive, easy to follow, yet mathematically rigorous, approach to the so called data fitting process. Rather than minimizing the distance between measured and simulated data points, we prefer to find such…

We propose a novel computationally low-cost method for estimating a general predictive measure of generalised Bayesian inference. The proposed method utilises posterior covariance and provides estimators of the Gibbs and the plugin…

We extend the empirical likelihood of Owen [Ann. Statist. 18 (1990) 90-120] by partitioning its domain into the collection of its contours and mapping the contours through a continuous sequence of similarity transformations onto the full…

Linear mixed-effects models are widely used in analyzing repeated measures data, including clustered and longitudinal data, where inferences of both fixed effects and variance components are of importance. Unlike the fixed effect inference…

Parameter estimation and inference from complex survey samples typically focuses on global model parameters whose estimators have asymptotic properties, such as from fixed effects regression models. The central challenge is to both mitigate…

Comparison data arises in many important contexts, e.g. shopping, web clicks, or sports competitions. Typically we are given a dataset of comparisons and wish to train a model to make predictions about the outcome of unseen comparisons. In…

We develop a concept of weak identification in linear IV models in which the number of instruments can grow at the same rate or slower than the sample size. We propose a jackknifed version of the classical weak identification-robust…

Matched case-control studies are commonly employed in epidemiological research for their convenience and efficiency. Analysis of secondary outcomes can yield valuable insights into biological pathways and help identify genetic variants of…

Inverse probability weighting (IPW) is widely used in many areas when data are subject to unrepresentativeness, missingness, or selection bias. An inevitable challenge with the use of IPW is that the IPW estimator can be remarkably unstable…

This paper studies distribution-free inference in settings where the data set has a hierarchical structure -- for example, groups of observations, or repeated measurements. In such settings, standard notions of exchangeability may not hold.…