Zobrazeno 1 - 10
of 516
pro vyhledávání: '"62G15"'
We consider the recovery of an unknown function $f$ from a noisy observation of the solution $u_f$ to a partial differential equation that can be written in the form $\mathcal{L} u_f=c(f,u_f)$, for a differential operator $\mathcal{L}$ that is rich e
Externí odkaz:
http://arxiv.org/abs/2411.19797
Autor:
Dette, Holger, Kroll, Marius
In this paper we take a different look on the problem of testing the independence of two infinite dimensional random variables using the distance correlation. Instead of testing if the distance correlation vanishes exactly, we are interested in the n
Externí odkaz:
http://arxiv.org/abs/2411.16177
Autor:
Chen, Richard Y.
This paper resolves a pivotal open problem on nonparametric inference for nonlinear functionals of volatility matrix. Multiple prominent statistical tasks can be formulated as functionals of volatility matrix, yet a unified statistical theory of gene
Externí odkaz:
http://arxiv.org/abs/2404.00606
We introduce a comprehensive method for establishing stochastic orders among order statistics in the i.i.d. case. This approach relies on the assumption that the underlying distribution is linked to a reference distribution through a transform order.
Externí odkaz:
http://arxiv.org/abs/2403.03802
Autor:
Vovk, Vladimir
A very simple example demonstrates that Fisher's application of the conditionality principle to regression ("fixed $x$ regression"), endorsed by Sprott and many other followers, makes prediction impossible in the context of statistical learning theor
Externí odkaz:
http://arxiv.org/abs/2402.04859
We focus on online second price auctions, where bids are made sequentially, and the winning bidder pays the maximum of the second-highest bid and a seller specified reserve price. For many such auctions, the seller does not see all the bids or the to
Externí odkaz:
http://arxiv.org/abs/2312.07882
Autor:
Dergachev, Vladimir
Upper limits and confidence intervals are a convenient way to present experimental results. With modern experiments producing more and more data, it is often necessary to reduce the volume of the results for convenient distribution. A common approach
Externí odkaz:
http://arxiv.org/abs/2311.09911
Autor:
Obenchain, Robert L.
We illustrate use of nonparametric statistical methods to compare alternative treatments for a particular disease or condition on both their relative effectiveness and their relative cost. These Incremental Cost Effectiveness (ICE) methods are based
Externí odkaz:
http://arxiv.org/abs/2311.08604
Fine-Gray models specify the subdistribution hazards for one out of multiple competing risks to be proportional. The estimators of parameters and cumulative incidence functions under Fine-Gray models have a simpler structure when data are censoring-c
Externí odkaz:
http://arxiv.org/abs/2310.18422
Many causal estimands are only partially identifiable since they depend on the unobservable joint distribution between potential outcomes. Stratification on pretreatment covariates can yield sharper bounds; however, unless the covariates are discrete
Externí odkaz:
http://arxiv.org/abs/2310.08115