Results 11 to 20 of about 1,640 (140)
Large deviations for exchangeable observations with applications
International Journal of Mathematics and Mathematical Sciences, Volume 2004, Issue 55, Page 2947-2958, 2004., 2004 We first prove some large deviation results for a mixture of i.i.d. random variables. Compared with most of the known results in the literature, our results are built on relaxing some restrictive conditions that may not be easy to be checked in certain typical cases.
Jinwen Chen
wiley +1 more source
International Journal of Stochastic Analysis, Volume 15, Issue 3, Page 207-219, 2002., 2002 In this paper we are concerned with the heteroscedastic regression model yi = xiβ + g(ti) + σiei, 1 ≤ i ≤ n under correlated errors ei, where it is assumed that σi2=f(ui), the design points (xi, ti, ui) are known and nonrandom, and g and f are unknown functions. The interest lies in the slope parameter β.
Han-Ying Liang, Bing-Yi Jing
wiley +1 more source
Quadratic functional estimation in inverse problems [PDF]
, 2009 We consider in this paper a Gaussian sequence model of observations $Y_i$, $i\geq 1$ having mean (or signal) $\theta_i$ and variance $\sigma_i$ which is growing polynomially like $i^\gamma$, $\gamma >0$.
Butucea, Cristina, Méziani, Katia
core +5 more sources
Nonparametric density estimators based on nonstationary absolutely regular random sequences
International Journal of Stochastic Analysis, Volume 9, Issue 3, Page 233-254, 1996., 1995 In this paper, the central limit theorems for the density estimator and for the integrated square error are proved for the case when the underlying sequence of random variables is nonstationary. Applications to Markov processes and ARMA processes are provided.
Michel Harel, Madan L. Puri
wiley +1 more source
Journal of Causal Inference, 2023 There is a long-standing debate in the statistical, epidemiological, and econometric fields as to whether nonparametric estimation that uses machine learning in model fitting confers any meaningful advantage over simpler, parametric approaches in finite ...
Rudolph Kara E. +4 more
doaj +1 more source
A new simulation estimator of system reliability
International Journal of Stochastic Analysis, Volume 7, Issue 3, Page 331-336, 1994., 1993 A basic identity is proven and applied to obtain new simulation estimators concerning (a) system reliability, (b) a multi‐valued system. We show that the variance of this new estimator is often of the order α2 when the usual raw estimator has variance of the order α and α is small.
Sheldon M. Ross
wiley +1 more source
A note on efficient minimum cost adjustment sets in causal graphical models
Journal of Causal Inference, 2022 We study the selection of adjustment sets for estimating the interventional mean under an individualized treatment rule. We assume a non-parametric causal graphical model with, possibly, hidden variables and at least one adjustment set composed of ...
Smucler Ezequiel, Rotnitzky Andrea
doaj +1 more source
2D score-based estimation of heterogeneous treatment effects
Journal of Causal Inference, 2023 Statisticians show growing interest in estimating and analyzing heterogeneity in causal effects in observational studies. However, there usually exists a trade-off between accuracy and interpretability for developing a desirable estimator for treatment ...
Ye Steven Siwei +2 more
doaj +1 more source
Geometric View of Measurement Errors [PDF]
, 2010 The slope of the best fit line from minimizing the sum of the squared oblique errors is the root of a polynomial of degree four. This geometric view of measurement errors is used to give insight into the performance of various slope estimators for the ...
Copas J. +10 more
core +2 more sources
A Durbin-Watson serial correlation test for ARX processes via excited adaptive tracking [PDF]
, 2014 We propose a new statistical test for the residual autocorrelation in ARX adaptive tracking. The introduction of a persistent excitation in the adaptive tracking control allows us to build a bilateral statistical test based on the well-known Durbin ...
Bercu, Bernard +2 more
core +4 more sources