相关论文: Simultaneous confidence bands for the integrated h…
This study presents two new algorithms for solving linear stochastic bandit problems. The proposed methods use an approach from non-parametric statistics called bootstrapping to create confidence bounds. This is achieved without making any…
The ratio of the hazard functions of two populations or two strata of a single population plays an important role in time-to-event analysis. Cox regression is commonly used to estimate the hazard ratio under the assumption that it is…
A fixed-design residual bootstrap method is proposed for the two-step estimator of Francq and Zako\"ian (2015) associated with the conditional Value-at-Risk. The bootstrap's consistency is proven for a general class of volatility models and…
We propose simultaneous confidence bands of the hyperbolic-type for the contrasts between several nonlinear (curvilinear) regression curves. The critical value of a confidence band is determined from the distribution of the maximum of a…
This paper investigates the effects of smoothed bootstrap iterations on coverage probabilities of smoothed bootstrap and bootstrap-t confidence intervals for population quantiles, and establishes the optimal kernel bandwidths at various…
In this communication, we introduce a new statistical model and study its various mathematical properties. The expressions for hazard rate, reversed hazard rate, and odd functions are provided. We explore the asymptotic behaviors of the…
This paper presents a new conformal method for generating simultaneous forecasting bands guaranteed to cover the entire path of a new random trajectory with sufficiently high probability. Prompted by the need for dependable uncertainty…
This paper introduces the new data-dependent multiplier bootstrap for non-parametric analysis of survival data, possibly subject to competing risks. The new resampling procedure includes both the general wild bootstrap and the weird…
We show that bootstrap methods based on the positivity of probability measures provide a systematic framework for studying both synchronous and asynchronous nonequilibrium stochastic processes on infinite lattices. First, we formulate…
The role played by the composite analogue of the log likelihood ratio in hypothesis testing and in setting confidence regions is not as prominent as it is in the canonical likelihood setting, since its asymptotic distribution depends on the…
Based on a progressively type-II censored sample from the exponential distribution with unknown location and scale parameter, confidence bands are proposed for the underlying distribution function by using confidence regions for the…
Subsampling and block-based bootstrap methods have been used in a wide range of inference problems for time series. To accommodate the dependence, these resampling methods involve a bandwidth parameter, such as subsampling window width and…
This study focuses on finite-sample inference on the non-linear Bures-Wasserstein manifold and introduces a generalized bootstrap procedure for estimating Bures-Wasserstein barycenters. We provide non-asymptotic statistical guarantees for…
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,…
We study an AMOC time series model with an abrupt change in the mean and dependent errors that fulfill certain mixing conditions. We obtain confidence intervals for the unknown change-point via bootstrapping methods. Precisely we use a…
Consider $M$-estimation in a semiparametric model that is characterized by a Euclidean parameter of interest and an infinite-dimensional nuisance parameter. As a general purpose approach to statistical inferences, the bootstrap has found…
In the context of the widely used competing risks set-up we discuss different inference procedures for testing equality of two cumulative incidence functions, where the data may be subject to independent right-censoring or left-truncation.…
In this paper we develop statistical inference tools for high dimensional functional time series. We introduce a new concept of physical dependent processes in the space of square integrable functions, which adopts the idea of basis…
We propose a new method to construct confidence intervals for quantities that are associated with a stationary time series, which avoids direct estimation of the asymptotic variances. Unlike the existing tuning-parameter-dependent…
In observational studies of survival time featuring a binary time-dependent treatment, the hazard ratio (an instantaneous measure) is often used to represent the treatment effect. However, investigators are often more interested in the…