Zobrazeno 1 - 10
of 43
pro vyhledávání: '"62F12, 62F35"'
We study the probability tail properties of Inverse Probability Weighting (IPW) estimators of the Average Treatment Effect (ATE) when there is limited overlap between the covariate distributions of the treatment and control groups. Under unconfounded
Externí odkaz:
http://arxiv.org/abs/2412.08458
The coefficients in a second order parabolic linear stochastic partial differential equation (SPDE) are estimated from multiple spatially localised measurements. Assuming that the spatial resolution tends to zero and the number of measurements is non
Externí odkaz:
http://arxiv.org/abs/2211.02496
A refined continuity correction for the negative binomial distribution and asymptotics of the median
Autor:
Ouimet, Frédéric
Publikováno v:
Metrika (2023), 86 (7), 827-849
In this paper, we prove a local limit theorem and a refined continuity correction for the negative binomial distribution. We present two applications of the results. First, we find the asymptotics of the median for a $\mathrm{Negative\hspace{0.5mm}Bi
Externí odkaz:
http://arxiv.org/abs/2103.08846
Shrinkage estimation is a fundamental tool of modern statistics, pioneered by Charles Stein upon his discovery of the famous paradox involving the multivariate Gaussian. A large portion of the subsequent literature only considers the efficiency of sh
Externí odkaz:
http://arxiv.org/abs/2004.01378
Publikováno v:
Mathematics 8 (2020) 2156
We propose a simple multiple outlier identification method for parametric location-scale and shape-scale models when the number of possible outliers is not specified. The method is based on a result giving asymptotic properties of extreme z-scores. R
Externí odkaz:
http://arxiv.org/abs/1910.10426
In this paper, a linear model with grouped explanatory variables is considered. The idea is to perform an automatic detection of different successive groups of the unknown coefficients under the assumption that the number of groups is of the same ord
Externí odkaz:
http://arxiv.org/abs/1905.08308
In this paper a new family of minimum divergence estimators based on the Bregman divergence is proposed, where the defining convex function has an exponential nature. These estimators avoid the necessity of using an intermediate kernel density and ma
Externí odkaz:
http://arxiv.org/abs/1810.11721
Autor:
Ciuperca, Gabriela
In real applications of the linear model, the explanatory variables are very often naturally grouped, the most common example being the multivariate variance analysis. In the present paper, a quantile model with structure group is considered, the num
Externí odkaz:
http://arxiv.org/abs/1805.06364
Autor:
Portier, François
We study the convergence of $Z$-estimators $\widehat \theta(\eta)\in \mathbb R^p$ for which the objective function depends on a parameter $\eta$ that belongs to a Banach space $\mathcal H$. Our results include the uniform consistency over $\mathcal H
Externí odkaz:
http://arxiv.org/abs/1509.04413
Autor:
Chakar, Souhil
We consider the problem of change-points estimation in the mean of an AR(p) process. Taking into account the dependence structure does not allow us to use the approach of the independent case. Especially, the dynamic programming algorithm giving the
Externí odkaz:
http://arxiv.org/abs/1509.00899