Results 21 to 30 of about 760 (53)
Exponential bounds for the tail probability of the supremum of an inhomogeneous random walk
, 2018 Let $\{\xi_1,\xi_2,\ldots\}$ be a sequence of independent but not necessarily identically distributed random variables. In this paper, the sufficient conditions are found under which the tail probability $\mathbb{P}(\sup_{n\geqslant0}\sum_{i=1}^n\xi_i>x)$
Kievinaitė, Dominyka, Šiaulys, Jonas
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Assessing surrogate heterogeneity in real world data using meta-learners
Journal of Causal InferenceSurrogate markers are most commonly studied within the context of randomized clinical trials. However, the need for alternative outcomes also extends to real-world public health and social science research, where randomized trials are often impractical ...
Knowlton Rebecca, Parast Layla
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Berry-Esséen bound of sample quantiles for negatively associated sequence
Journal of Inequalities and Applications, 2011 In this paper, we investigate the Berry-Esséen bound of the sample quantiles for the negatively associated random variables under some weak conditions. The rate of normal approximation is shown as O(n -1/9). 2010 Mathematics Subject Classification:
Zhang Qinchi +3 more
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Journal of Causal InferenceInverse probability (IP) weighting of marginal structural models (MSMs) can provide consistent estimators of time-varying treatment effects under correct model specifications and identifiability assumptions, even in the presence of time-varying ...
Seya Nodoka +2 more
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An Edgeworth expansion for finite population L-statistics
, 2011 In this paper, we consider the one-term Edgeworth expansion for finite population L-statistics. We provide an explicit formula for the Edgeworth correction term and give sufficient conditions for the validity of the expansion which are expressed in terms
Andrius Čiginas +16 more
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Uniform asymptotics for the tail probability of weighted sums with heavy tails [PDF]
, 2014 This paper studies the tail probability of weighted sums of the form $\sum_{i=1}^n c_i X_i$, where random variables $X_i$'s are either independent or pairwise quasi-asymptotical independent with heavy tails.
Zhang, Chenhua
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Random convolution of inhomogeneous distributions with $\mathcal{O}$-exponential tail
, 2016 Let $\{\xi_1,\xi_2,\ldots\}$ be a sequence of independent random variables (not necessarily identically distributed), and $\eta$ be a counting random variable independent of this sequence. We obtain sufficient conditions on $\{\xi_1,\xi_2,\ldots\}$ and $\
Danilenko, Svetlana +2 more
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On predictive probability matching priors
, 2008 We revisit the question of priors that achieve approximate matching of Bayesian and frequentist predictive probabilities. Such priors may be thought of as providing frequentist calibration of Bayesian prediction or simply as devices for producing ...
Sweeting, Trevor J.
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Asymptotic oracle properties of SCAD-penalized least squares estimators
, 2007 We study the asymptotic properties of the SCAD-penalized least squares estimator in sparse, high-dimensional, linear regression models when the number of covariates may increase with the sample size.
Huang, Jian, Xie, Huiliang
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Benford Behavior of Zeckendorf Decompositions [PDF]
, 2014 A beautiful theorem of Zeckendorf states that every integer can be written uniquely as the sum of non-consecutive Fibonacci numbers $\{ F_i \}_{i = 1}^{\infty}$. A set $S \subset \mathbb{Z}$ is said to satisfy Benford's law if the density of the elements
Best, Andrew +7 more
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