相关论文: Empirical Study in Finite Correlation Coefficient …

In this paper we propose an optimal predictor of a random variable that has either an infinite mean or an infinite variance. The method consists of transforming the random variable such that the transformed variable has a finite mean and…

Oscillations often take place in populations of decision makers that are either a coordinator, who takes action only if enough others do so, or an anticoordinator, who takes action only if few others do so. Populations consisting of…

In this paper, we use quantization to construct a nonparametric estimator of conditional quantiles of a scalar response $Y$ given a d-dimensional vector of covariates $X$. First we focus on the population level and show how optimal…

In modern experimental science, there is a common problem of estimating the coefficients of a linear regression in a context where the variables of interest cannot be observed simultaneously. When there is a categorical variable that is…

A statistical estimation model with qualitative input provides a mechanism to fuse human intuition in the form of qualitative information into a statistical model. We investigate the statistical properties of this model and devise a…

This paper considers linear panel data models where the dependence of the regressors and the unobservables is modelled through a factor structure. The asymptotic setting is such that the number of time periods and the sample size both go to…

Estimation of the population total of a variable can be improved by calibration on a set of auxiliary variables. It is difficult to establish that such a set of variables is sufficient, that estimation could not be improved by calibration…

For estimating area-specific parameters (quantities) in a finite population, a mixed model prediction approach is attractive. However, this approach strongly depends on the normality assumption of the response values although we often…

If part of a population is hidden but two or more sources are available that each cover parts of this population, dual- or multiple-system(s) estimation can be applied to estimate this population. For this it is common to use the log-linear…

The paper studies the problem of distributed parameter estimation in multi-agent networks with exponential family observation statistics. A certainty-equivalence type distributed estimator of the consensus + innovations form is proposed in…

This paper develops a finite population framework for analyzing causal effects in settings with imperfect compliance where multiple treatments affect the outcome of interest. Two prominent examples are factorial designs and panel…

We propose a novel estimator of the autocorrelation function in presence of missing observations. We establish the consistency, the asymptotic normality, and we derive deviation bounds for various classes of weakly dependent stationary time…

Multiple correlation is a fundamental concept with broad applications. The classical multiple correlation coefficient is developed to assess how strongly a dependent variable is associated with a linear combination of independent variables.…

In the present study, we propose a new estimator for population mean of the study variable y in the case of stratified random sampling using the information based on auxiliary variable x. Expression for the mean squared error (MSE) of the…

Quantile regression is a powerful tool for detecting exposure-outcome associations given covariates across different parts of the outcome's distribution, but has two major limitations when the aim is to infer the effect of an exposure.…

Accurately estimating the proportion of true signals among a large number of variables is crucial for enhancing the precision and reliability of scientific research. Traditional signal proportion estimators often assume independence among…

Fields like public health, public policy, and social science often want to quantify the degree of dependence between variables whose relationships take on unknown functional forms. Typically, in fact, researchers in these fields are…

We provide a method that enables the simple calculation of the maximal correlation coefficient of a bivariate distribution, under suitable conditions. In particular, the method readily applies to known results on order statistics and…

Oscillators are ubiquitous in nature, and usually associated with the existence of an asymptotic phase that governs the long-term dynamics of the oscillator. % We show that asymptotic phase can be estimated using a carefully chosen series…

We proposed new and more efficient estimators for estimating population proportion of respondents belonging to two related sensitive attributes in survey sampling by extending the work of Mangat (1994). Our proposed estimators are more…