Accuracy in insurance billing error estimation using auxiliary information [PDF]
, 2020 Billing fraud by health care providers is a widespread problem to a country’s health care system. This article develops a general theory for estimating the billing error in medical claims within pre-specified error bound using auxiliary information on ...
Chattopadhyay, Bhargab
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Sequential $\delta$-optimal consumption and investment for stochastic volatility markets with unknown parameters [PDF]
, 2015 We consider an optimal investment and consumption problem for a Black-Scholes financial market with stochastic volatility and unknown stock appreciation rate.
Berdjane, Belkacem +1 more
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Estimation of Scale and Hurst Parameters of Semi-Selfsimilar Processes [PDF]
, 2012 The characteristic feature of semi-selfsimilar process is the invariance of its finite dimensional distributions by certain dilation for specific scaling factor. Estimating the scale parameter $\lambda$ and the Hurst index of such processes is one of the
Modarresi, Navideh +2 more
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Nonparametric Recursive Method for Kernel-Type Function Estimators for Censored Data [PDF]
, 2020 International audienceIn the present paper we propose recursive general kernel-type estimators for spatial data defined by the stochastic approximation algorithm.
Bouzebda, Salim, Slaoui, Yousri
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, 2012 To detect changes in the mean of a time series, one may use previsible detection procedures based on nonparametric kernel prediction smoothers which cover various classic detection statistics as special cases.
Steland, Ansgar
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Estimating process capability index Cpm using a bootstrap sequential sampling procedure
, 2010 Construction of a confidence interval for process capability index CPM is often based on a normal approximation with fixed sample size. In this article, we describe a different approach in constructing a fixed-width confidence interval for process ...
Aerts M. +28 more
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Testing-Based Forward Model Selection [PDF]
, 2018 This paper introduces and analyzes a procedure called Testing-Based Forward Model Selection (TBFMS) in linear regression problems. This procedure inductively selects covariates that add predictive power into a working statistical model before estimating ...
Kozbur, Damian
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Bias correction and confidence intervals following sequential tests
, 2006 An important statistical inference problem in sequential analysis is the construction of confidence intervals following sequential tests, to which Michael Woodroofe has made fundamental contributions.
Chuang, Chin Shan +2 more
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On sequential and fixed designs for estimation with comparisons and applications [PDF]
, 2005 A fully sequential approach to the estimation of the difference of two population means for distributions belonging to the exponential family of distributions is adopted and compared with the best fixed design.
Barbour, Ahmed +2 more
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Consistency of the recursive nonparametric regression estimation for dependent functional data
, 2013 We consider the recursive estimation of a regression functional where the explanatory variables take values in some functional space. We prove the almost sure convergence of such estimates for dependent functional data.
Amiri, Aboubacar, Thiam, Baba
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