Results 21 to 30 of about 1,618 (122)
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
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On the asymptotic covariance of the multivariate empirical copula process
Dependence Modeling, 2019 Genest and Segers (2010) gave conditions under which the empirical copula process associated with a random sample from a bivariate continuous distribution has a smaller asymptotic covariance than the standard empirical process based on a random sample ...
Genest Christian +2 more
doaj +1 more source
Minimally capturing heterogeneous complier effect of endogenous treatment for any outcome variable
Journal of Causal Inference, 2023 When a binary treatment DD is possibly endogenous, a binary instrument δ\delta is often used to identify the “effect on compliers.” If covariates XX affect both DD and an outcome YY, XX should be controlled to identify the “XX-conditional complier ...
Lee Goeun +2 more
doaj +1 more source
Parameter tuning in pointwise adaptation using a propagation approach
, 2009 This paper discusses the problem of adaptive estimation of a univariate object like the value of a regression function at a given point or a linear functional in a linear inverse problem.
Spokoiny, Vladimir, Vial, Céline
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, 2007 Given samples (x_1,...,x_m) and (z_1,...,z_n) which we believe are independent realizations of random variables X and Z respectively, where we further believe that Z=X+Y with Y independent of X, the problem is to estimate the distribution of Y.
Mallows, Colin
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, 2018 Let $d\in \mathbb{N}$ and let $\gamma_i\in [0,\infty)$, $x_i\in (0,1)$ be such that $\sum_{i=1}^{d+1} \gamma_i = M\in (0,\infty)$ and $\sum_{i=1}^{d+1} x_i = 1$.
Ouimet, Frédéric
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A two parameter ratio-product-ratio estimator using auxiliary information [PDF]
, 2012 We propose a two parameter ratio-product-ratio estimator for a finite population mean in a simple random sample without replacement following the methodology in Ray and Sahai (1980), Sahai and Ray (1980), Sahai and Sahai (1985) and Singh and Ruiz Espejo (
Chami, Peter S. +2 more
core +3 more sources
Dependence Modeling, 2019 We study nonparametric estimators of conditional Kendall’s tau, a measure of concordance between two random variables given some covariates. We prove non-asymptotic pointwise and uniform bounds, that hold with high probabilities.
Derumigny Alexis, Fermanian Jean-David
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An optimal transport approach to estimating causal effects via nonlinear difference-in-differences
Journal of Causal InferenceWe propose a nonlinear difference-in-differences (DiD) method to estimate multivariate counterfactual distributions in classical treatment and control study designs with observational data.
Torous William +2 more
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Estimation of the tail-index in a conditional location-scale family of heavy-tailed distributions
Dependence Modeling, 2019 We introduce a location-scale model for conditional heavy-tailed distributions when the covariate is deterministic. First, nonparametric estimators of the location and scale functions are introduced.
Ahmad Aboubacrène Ag +3 more
doaj +1 more source