Uniform confidence bands in deconvolution with unknown error distribution
Sign Up to like & getrecommendations! Published in 2018 at "Journal of Econometrics"
DOI: 10.1016/j.jeconom.2018.07.001
Abstract: This paper develops a method to construct uniform confidence bands in deconvolution when the error distribution is unknown. We mainly focus on the baseline setting where an auxiliary sample from the error distribution is available… read more here.
Keywords: confidence; confidence bands; error distribution; uniform confidence ... See more keywords
Simultaneous confidence bands for restricted logistic regression models
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DOI: 10.1080/02664763.2016.1238056
Abstract: ABSTRACT The hyperbolic confidence bands for one logistic regression model with restricted predictors have been considered in the statistical literature. At times, one wishes to construct simultaneous confidence bands for comparing several logistic regression models.… read more here.
Keywords: simultaneous confidence; logistic regression; confidence; regression models ... See more keywords
Small sample confidence intervals for survival functions under the proportional hazards model
Sign Up to like & getrecommendations! Published in 2018 at "Communications in Statistics - Theory and Methods"
DOI: 10.1080/03610926.2017.1406514
Abstract: ABSTRACT We develop a saddlepoint-based method for generating small sample confidence bands for the population surviival function from the Kaplan-Meier (KM), the product limit (PL), and Abdushukurov-Cheng-Lin (ACL) survival function estimators, under the proportional hazards… read more here.
Keywords: confidence; proportional hazards; confidence bands; sample confidence ... See more keywords
A Dirichlet Process Based Type-1 and Type-2 Fuzzy Modeling for Systematic Confidence Bands Prediction
Sign Up to like & getrecommendations! Published in 2019 at "IEEE Transactions on Fuzzy Systems"
DOI: 10.1109/tfuzz.2019.2892347
Abstract: This paper presents a new methodology for fuzzy logic systems modeling based on the Dirichlet process Gaussian mixture models (DPGMM). The proposed method simultaneously allows for the systematic elicitation of confidence bands as well as… read more here.
Keywords: confidence bands; systematic confidence; dirichlet process; confidence ... See more keywords
Simultaneous confidence bands in a zero-inflated regression model for binary data
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DOI: 10.1515/rose-2022-2073
Abstract: Abstract The logistic regression model has become a standard tool to investigate the relationship between a binary outcome and a set of potential predictors. When analyzing binary data, it often arises, however, that the observed… read more here.
Keywords: binary data; model; regression model; confidence bands ... See more keywords
SIMULTANEOUS CONFIDENCE BANDS FOR MEAN AND VARIANCE FUNCTIONS BASED ON DETERMINISTIC DESIGN
Sign Up to like & getrecommendations! Published in 2019 at "Statistica Sinica"
DOI: 10.5705/ss.202017.0033
Abstract: Asymptotically correct simultaneous confidence bands (SCBs) are proposed for the mean and variance functions of a nonparametric regression model based on deterministic designs. The variance estimation is as efficient, up to order n−1/2, as an… read more here.
Keywords: variance; based deterministic; confidence bands; mean variance ... See more keywords