A comparison of some confidence intervals for a binomial proportion based on a shrinkage estimator
Open Mathematics, 2023 Confidence intervals are valuable tools in statistical practice for estimating binomial proportions, with the most well-known being the Wald and Clopper-Pearson intervals.
Almendra-Arao Félix +2 more
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Volatility filtering in estimation of kurtosis (and variance)
Dependence Modeling, 2019 The kurtosis of the distribution of financial returns characterized by high volatility persistence and thick tails is notoriously difficult to estimate precisely.
Anatolyev Stanislav
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Research in StatisticsA sequential procedure is developed to construct a fixed accuracy confidence interval (CI) of the common unknown variance of the random observations, where the observations arise from a first-order stationary autoregressive (AR(1)) process with a ...
Rahul Bhattacharya +3 more
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On Fixed Accuracy Confidence Interval in Multivariate Normal Distribution with Order 1 Autoregressive Covariance Structure. [PDF]
J Stat Theory Pract, 2023 Sarkar P +2 more
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Online inference in high-dimensional generalized linear models with streaming data. [PDF]
Electron J Stat, 2023 Luo L, Han R, Lin Y, Huang J.
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Predictive analysis for joint progressive censoring plans: a Bayesian approach. [PDF]
J Appl Stat, 2022 Ahmadi MV, Doostparast M.
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Logarithmic confidence estimation of a ratio of binomial proportions for dependent populations. [PDF]
J Appl Stat, 2023 Kokaew A +3 more
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On Representations of Divergence Measures and Related Quantities in Exponential Families. [PDF]
Entropy (Basel), 2021 Bedbur S, Kamps U.
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Estimation of Tail Probabilities by Repeated Augmented Reality. [PDF]
J Stat Theory Pract, 2021 Kedem B, Pyne S.
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Covariance estimation via fiducial inference. [PDF]
Stat Theory Relat Fields, 2021 Shi WJ, Hannig J, Lai RCS, Lee TCM.
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