Results 21 to 30 of about 1,761 (95)

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, Mesfioui Mhamed, Nešlehová Johanna G.   +2 more
doaj   +1 more source

Treatment effect estimation with observational network data using machine learning

Journal of Causal Inference
Causal inference methods for treatment effect estimation usually assume independent units. However, this assumption is often questionable because units may interact, resulting in spillover effects between them.
Emmenegger Corinne, Spohn Meta-Lina, Elmer Timon, Bühlmann Peter   +3 more
doaj   +1 more source

On kernel-based estimation of conditional Kendall’s tau: finite-distance bounds and asymptotic behavior

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
doaj   +1 more source

Estimation for spatial semi-functional partial linear regression model with missing response at random

Demonstratio Mathematica
The aim of this article is to study a semi-functional partial linear regression model (SFPLR) for spatial data with responses missing at random (MAR).
Benchikh Tawfik, Almanjahie Ibrahim M., Fetitah Omar, Attouch Mohammed Kadi   +3 more
doaj   +1 more source

Exact goodness-of-fit tests for censored dats [PDF]

, 2009
The statistic introduced in Fortiana and Grané (2003) is modified so that it can be used to test the goodness-of-fit of a censored sample, when the distribution function is fully specified.
Grané, Aurea
core   +1 more source

On APF Test for Poisson Process with Shift and Scale Parameters

, 2018
We propose the goodness of fit test for inhomogeneous Poisson processes with unknown scale and shift parameters. A test statistic of Cramer-von Mises type is proposed and its asymptotic behavior is studied.
Dabye, A. S., Kutoyants, Yu. A., Tanguep, E. D.   +2 more
core   +1 more source

Tree-based conditional copula estimation

Dependence Modeling
This article proposes a regression tree procedure to estimate conditional copulas. The associated algorithm determines classes of observations based on covariate values and fits a simple parametric copula model on each class.
Bonacina Francesco, Lopez Olivier, Thomas Maud   +2 more
doaj   +1 more source

A fourth moment inequality for functionals of stationary processes

, 2008
In this paper, a fourth moment bound for partial sums of functional of strongly ergodic Markov chain is established. This type of inequality plays an important role in the study of empirical process invariance principle.
Durieu, Olivier
core   +3 more sources

Design-based RCT estimators and central limit theorems for baseline subgroup and related analyses

Journal of Causal Inference
There is a growing literature on design-based (DB) methods to estimate average treatment effects (ATEs) for randomized controlled trials (RCTs) for full sample analyses.
Schochet Peter Z.
doaj   +1 more source

Goodness-of-fit Tests in Nonparametric Regression [PDF]

AMS classifications: 62G08, 62G10, 62G20, 62G30; 60F17.Goodness-of-fit;nonparametric regression;test for independence;weak ...
Einmahl, J.H.J., Keilegom, I. van
core   +4 more sources