Results 71 to 80 of about 269 (169)

Weak and Strong Convergence of a Kernel-type Estimator for the Intensity of a Periodic Poisson Processs [PDF]

, 2006
In this paper we survey some results on weak and strong convergence of kernel type estimators for the intensity of a periodic Poisson process. We consider the situation when the period is known in order to be able to present simple proofs of the results.
MANGKU, I W., MANGKU, I. W. (I)
core   +1 more source

Energy balancing of covariate distributions

Journal of Causal Inference
Bias in causal comparisons has a correspondence with distributional imbalance of covariates between treatment groups. Weighting strategies such as inverse propensity score weighting attempt to mitigate bias by either modeling the treatment assignment ...
Huling Jared D., Mak Simon
doaj   +1 more source

Experiment-selector cross-validated targeted maximum likelihood estimator for hybrid RCT-external data studies

Journal of Causal Inference
Augmenting a randomized controlled trial (RCT) with external data may increase power at the risk of introducing bias. To select and analyze the experiment (RCT alone or combined with external data) with the optimal bias-variance tradeoff, we develop a ...
Dang Lauren Eyler, Tarp Jens Magelund, Abrahamsen Trine Julie, Kvist Kajsa, Buse John B., Petersen Maya, van der Laan Mark   +6 more
doaj   +1 more source

Assessing the error in bootstrap estimates with dependent data

ARMA model, block bootstrap statistics, dependent data, jackknife, sample mean, stationary, time series, variance, 62G05,
Sahar Ibrahim, Nahed Mokhlis, Mohamed Mahmoud   +2 more
core   +1 more source

On the choice of support of Re-descendingψ-Functions in linear models with asymmetric error distributions

Primary 62F35, secondary 62G05, 62J05, Linear models, asymmetric errors, robust estimation, re-descending influence functions,
M. Hlynka, D. Wiens, J. Sheahan
core   +1 more source

Discrete Periodic Sampling with Jitter and Almost Periodically Correlated Processes

, 2007
Continuous time process, Almost periodic covariance, Spectral covariance, Discrete time sampling, Jitter, Consistent estimator, 62G05, 62G20,
Dominique Dehay, Monsan, Vincent, Vincent Monsan, Dehay, Dominique   +3 more
core   +1 more source

Nonparametric expectile shortfall regression for functional data

Demonstratio Mathematica
This work addresses the issue of financial risk analysis by introducing a novel expected shortfall (ES) regression model, which employs expectile regression to define the shortfall threshold in financial risk management.
Almanjahie Ibrahim M., Abood Hanan, Bouzebda Salim, Alshahrani Fatimah, Laksaci Ali   +4 more
doaj   +1 more source

Nonparametric estimation of survival functions by means of partial exchangeability structures

Beta processes, hierarchical partition models, posterior probabilities, survival analysis, 62G05,
Paolo Giudici, Maura Mezzetti
core   +1 more source

Consistency results on nonparametric Bayesian estimation of level sets using spatial priors

, 2007
Bayesian nonparametric estimation, Consistency, Level Sets, Reversible jump MCMC, Spatial point process, Voronoi tessellation, 62C10, 62G05, 62G20, 62M30, 65C40,
Rousseau, Judith, Judith Rousseau, Ghislaine Gayraud, Gayraud, Ghislaine   +3 more
core   +1 more source

Valid causal inference with unobserved confounding in high-dimensional settings

Journal of Causal Inference
Various methods have recently been proposed to estimate causal effects with confidence intervals that are uniformly valid over a set of data-generating processes when high-dimensional nuisance models are estimated by post-model-selection or machine ...
Moosavi Niloofar, Gorbach Tetiana, de Luna Xavier   +2 more
doaj   +1 more source