Results 81 to 90 of about 73,585 (174)

quantreg.nonpar: An R Package for Performing Nonparametric Series Quantile Regression [PDF]

open access: yesarXiv, 2016
The R package quantreg.nonpar implements nonparametric quantile regression methods to estimate and make inference on partially linear quantile models. quantreg.nonpar obtains point estimates of the conditional quantile function and its derivatives based on series approximations to the nonparametric part of the model.
arxiv  

Model Based Bootstrap Methods for Interval Censored Data [PDF]

open access: yesarXiv, 2013
We investigate the performance of model based bootstrap methods for constructing point-wise confidence intervals around the survival function with interval censored data. We show that bootstrapping from the nonparametric maximum likelihood estimator of the survival function is inconsistent for both the current status and case 2 interval censoring ...
arxiv  

Nonparametric estimation of FBSDEs with random terminal time [PDF]

open access: yesarXiv
This paper investigates the nonparametric estimation of the functional coefficients of the FBSDEs with random terminal time, including the local constant and local linear estimators. We provide complete two-dimensional asymptotics in both the time span and the sampling interval, allowing for the precise characterization of their distribution. Moreover,
arxiv  

The nonparametric bootstrap for the current status model [PDF]

open access: yesarXiv, 2017
It has been proved that direct bootstrapping of the nonparametric maximum likelihood estimator (MLE) of the distribution function in the current status model leads to inconsistent confidence intervals. We show that bootstrapping of functionals of the MLE can however be used to produce valid intervals.
arxiv  

Adjusted empirical likelihood estimation of the youden index and associated threshold for the bigamia model [PDF]

open access: yes
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.
Elisa M. Molanes, Emilio Leton
core  

A new and flexible class of sharp asymptotic time-uniform confidence sequences [PDF]

open access: yesarXiv
Confidence sequences are anytime-valid analogues of classical confidence intervals that do not suffer from multiplicity issues under optional continuation of the data collection. As in classical statistics, asymptotic confidence sequences are a nonparametric tool showing under which high-level assumptions asymptotic coverage is achieved so that they ...
arxiv  

Coverage errors for Student's t confidence intervals comparable to those in Hall (1988) [PDF]

open access: yesarXiv
Table 1 of Hall (1988) contains asymptotic coverage error formulas for some nonparametric approximate 95% confidence intervals for the mean based on $n$ IID samples. The table includes an entry for an interval based on the central limit theorem using Gaussian quantiles and the Gaussian maximum likelihood variance estimate.
arxiv  

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