Zobrazeno 1 - 10
of 266
pro vyhledávání: '"Dümbgen, Lutz"'
Autor:
Ryter, Didier B., Duembgen, Lutz
This note proves that the nonparametric maximum likelihood estimator of a univariate log-concave probability density satisfies some consistency properties in the tail regions.
Externí odkaz:
http://arxiv.org/abs/2409.17910
Autor:
Duembgen, Lutz, Moesching, Alexandre
Publikováno v:
ESAIM: Probability and Statistics 2023
The usual stochastic order and the likelihood ratio order between probability distributions on the real line are reviewed in full generality. In addition, for the distribution of a random pair $(X,Y)$, it is shown that the conditional distributions o
Externí odkaz:
http://arxiv.org/abs/2209.07868
Autor:
Duembgen, Lutz, Nordhausen, Klaus
Publikováno v:
Annals of the Institute of Statistical Mathematics 2024
We derive limiting distributions of symmetrized estimators of scatter, where instead of all $n(n-1)/2$ pairs of the $n$ observations we only consider $nd$ suitably chosen pairs, $1 \le d < \lfloor n/2\rfloor$. It turns out that the resulting estimato
Externí odkaz:
http://arxiv.org/abs/2208.09426
Autor:
Duembgen, Lutz, Luethi, Lukas
We provide confidence bands for isotonic quantile curves in nonparametric univariate regression with guaranteed given coverage probability. The method is an adaptation of the confidence bands of Duembgen and Johns (2004) for isotonic median curves.
Externí odkaz:
http://arxiv.org/abs/2206.13069
We present new classes of positive definite kernels on non-standard spaces that are integrally strictly positive definite or characteristic. In particular, we discuss radial kernels on separable Hilbert spaces, and introduce broad classes of kernels
Externí odkaz:
http://arxiv.org/abs/2206.07588
Probability predictions from binary regressions or machine learning methods ought to be calibrated: If an event is predicted to occur with probability $x$, it should materialize with approximately that frequency, which means that the so-called calibr
Externí odkaz:
http://arxiv.org/abs/2203.04065
Autor:
Henzi, Alexander, Duembgen, Lutz
Publikováno v:
Statistics & Probability Letters 195 (2023)
This note provides some new inequalities and approximations for beta distributions, including tail inequalities, exponential inequalities of Hoeffding and Bernstein type, Gaussian inequalities and approximations.
Comment: Parts of version 8 has
Comment: Parts of version 8 has
Externí odkaz:
http://arxiv.org/abs/2202.06718
Autor:
Davies, Laurie, Dümbgen, Lutz
In this paper we give a completely new approach to the problem of covariate selection in linear regression. A covariate or a set of covariates is included only if it is better in the sense of least squares than the same number of Gaussian covariates
Externí odkaz:
http://arxiv.org/abs/2202.01553
Independent component selection (ICS), introduced by Tyler et al. (2009, JRSS B), is a powerful tool to find potentially interesting projections of multivariate data. In some cases, some of the projections proposed by ICS come close to really interes
Externí odkaz:
http://arxiv.org/abs/2112.11998
Autor:
Duembgen, Lutz
In this manuscript we review two methods to construct exact confidence bounds for an unknown real parameter in a general class of discrete statistical models. These models include the binomial family, the Poisson family as well as distributions conne
Externí odkaz:
http://arxiv.org/abs/2111.12937