Results 31 to 40 of about 73,585 (174)
Nonparametric confidence intervals for conditional quantiles with large-dimensional covariates
Electronic Journal of Statistics, 2020 The first part of the paper is dedicated to the construction of a nonparametric confidence interval for a conditional quantile with a level depending on the sample size.
L. Gardes
semanticscholar +1 more source
Epilepsia Open, EarlyView.Abstract Objective Epilepsy Monitoring Units (EMUs) in Veterans Health Administration (VHA) Epilepsy Centers of Excellence (ECoE) are critical for the diagnosis and management of seizure disorders. Whether a shorter length of stay (LOS) in the EMU due to scheduling impacts diagnostic yield is unclear.
Maximillian S. Feygin +40 more
wiley +1 more source
A nonparametric model-based estimator for the cumulative distribution function of a right censored variable in a finite population [PDF]
, 2014 In survey analysis, the estimation of the cumulative distribution function (cdf) is of great interest: it allows for instance to derive quantiles estimators or other non linear parameters derived from the cdf.
Casanova, Sandrine, Leconte, Eve
core +5 more sources
Empirical likelihood-based tests for stochastic ordering
, 2013 This paper develops an empirical likelihood approach to testing for the presence of stochastic ordering among univariate distributions based on independent random samples from each distribution.
Barmi, Hammou El, McKeague, Ian W.
core +1 more source
Confidence sets in nonparametric calibration of exponential Lévy models [PDF]
Finance Stoch. 18 (2014) 617-649, 2012 Confidence intervals and joint confidence sets are constructed for the nonparametric calibration of exponential L\'evy models based on prices of European options. To this end, we show joint asymptotic normality in the spectral calibration method for the estimators of the volatility, the drift, the jump intensity and the L\'evy density at finitely many ...
arxiv +1 more source
Alternative Approaches for Estimating Highest‐Density Regions
International Statistical Review, EarlyView.Summary Among the variety of statistical intervals, highest‐density regions (HDRs) stand out for their ability to effectively summarise a distribution or sample, unveiling its distinctive and salient features. An HDR represents the minimum size set that satisfies a certain probability coverage, and current methods for their computation require ...
Nina Deliu, Brunero Liseo
wiley +1 more source
Inference on Breakdown Frontiers
, 2019 Given a set of baseline assumptions, a breakdown frontier is the boundary between the set of assumptions which lead to a specific conclusion and those which do not. In a potential outcomes model with a binary treatment, we consider two conclusions: First,
Masten, Matthew A., Poirier, Alexandre
core +1 more source
Monitoring panels of sparse functional data
Journal of Time Series Analysis, EarlyView.Panels of random functions are common in applications of functional data analysis. They often occur when sequences of functions are observed at a number of different locations. We propose a methodology to monitor for structural breaks in such panels and to identify the changing components with statistical certainty.
Tim Kutta +2 more
wiley +1 more source
Adjusted empirical likelihood estimation of the youden index and associated threshold for the bigamma model [PDF]
, 2009 The Youden index is a widely used measure in the framework of medical diagnostic, where the effectiveness of a biomarker (screening marker or predictor) for classifying a disease status is studied.
Letón, Emilio, Molanes, Elisa M.
core +1 more source
Robust estimation of risks from small samples [PDF]
, 2017 Data-driven risk analysis involves the inference of probability distributions from measured or simulated data. In the case of a highly reliable system, such as the electricity grid, the amount of relevant data is often exceedingly limited, but the impact
Strbac, Goran, Tindemans, Simon H.
core +2 more sources