Results 1 to 10 of about 8,302 (72)

Distributional inference [PDF]

open access: yes, 1995
The making of statistical inferences in distributional form is conceptionally complicated because the epistemic 'probabilities' assigned are mixtures of fact and fiction.
Kroese, A.H.   +3 more
core   +2 more sources

Asymptotic equivalence and adaptive estimation for robust nonparametric regression [PDF]

open access: yes, 2009
Asymptotic equivalence theory developed in the literature so far are only for bounded loss functions. This limits the potential applications of the theory because many commonly used loss functions in statistical inference are unbounded.
Cai, T. Tony, Zhou, Harrison H.
core   +4 more sources

Optimal Tests of Treatment Effects for the Overall Population and Two Subpopulations in Randomized Trials, using Sparse Linear Programming [PDF]

open access: yes, 2013
We propose new, optimal methods for analyzing randomized trials, when it is suspected that treatment effects may differ in two predefined subpopulations. Such sub-populations could be defined by a biomarker or risk factor measured at baseline.
Liu, Han   +2 more
core   +4 more sources

Admissible predictive density estimation [PDF]

open access: yes, 2008
Let $X|\mu\sim N_p(\mu,v_xI)$ and $Y|\mu\sim N_p(\mu,v_yI)$ be independent $p$-dimensional multivariate normal vectors with common unknown mean $\mu$. Based on observing $X=x$, we consider the problem of estimating the true predictive density $p(y|\mu ...
Brown, Lawrence D.   +2 more
core   +3 more sources

The Bayesian Analysis of Complex, High-Dimensional Models: Can It Be CODA? [PDF]

open access: yes, 2014
We consider the Bayesian analysis of a few complex, high-dimensional models and show that intuitive priors, which are not tailored to the fine details of the model and the estimated parameters, produce estimators which perform poorly in situations in ...
Bickel, P. J.   +3 more
core   +3 more sources

Erich Leo Lehmann---A glimpse into his life and work

open access: yes, 2011
Through the use of a system-building approach, an approach that includes finding common ground for the various philosophical paradigms within statistics, Erich L.
Rojo, Javier
core   +1 more source

Wavelet Estimators in Nonparametric Regression: A Comparative Simulation Study [PDF]

open access: yes, 2001
Wavelet analysis has been found to be a powerful tool for the nonparametric estimation of spatially-variable objects. We discuss in detail wavelet methods in nonparametric regression, where the data are modelled as observations of a signal contaminated ...
Antoniadis, Anestis   +2 more
core   +7 more sources

On rate optimality for ill-posed inverse problems in econometrics [PDF]

open access: yes, 2007
In this paper, we clarify the relations between the existing sets of regularity conditions for convergence rates of nonparametric indirect regression (NPIR) and nonparametric instrumental variables (NPIV) regression models.
Chen, Xiaohong, Reiss, Markus
core   +5 more sources

Minimax Estimation of Nonregular Parameters and Discontinuity in Minimax Risk

open access: yes, 2014
When a parameter of interest is nondifferentiable in the probability, the existing theory of semiparametric efficient estimation is not applicable, as it does not have an influence function.
Bickel P. J.   +7 more
core   +1 more source

Shrinkage Estimation in Multilevel Normal Models

open access: yes, 2012
This review traces the evolution of theory that started when Charles Stein in 1955 [In Proc. 3rd Berkeley Sympos. Math. Statist. Probab. I (1956) 197--206, Univ.
Lysy, Martin, Morris, Carl N.
core   +1 more source

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