Non-Asymptotic Confidence Regions for Errors-In-Variables Systems
Sign Up to like & getrecommendations! Published in 2018 at "IFAC-PapersOnLine"
DOI: 10.1016/j.ifacol.2018.09.060
Abstract: Abstract This paper deals with constructing non-asymptotic confidence regions for Errors-In-Variables (EIV) systems when there is noise on both the input and the output signal. The Leave-out Sign-dominant Correlation Regions (LSCR) approach originally devised for… read more here.
Keywords: errors variables; confidence; regions errors; confidence regions ... See more keywords
Confidence regions for entries of a large precision matrix
Sign Up to like & getrecommendations! Published in 2018 at "Journal of Econometrics"
DOI: 10.1016/j.jeconom.2018.03.020
Abstract: We consider the statistical inference for high-dimensional precision matrices. Specifically, we propose a data-driven procedure for constructing a class of simultaneous confidence regions for a subset of the entries of a large precision matrix. The… read more here.
Keywords: entries large; confidence regions; precision; precision matrix ... See more keywords
On an asymptotic relative efficiency concept based on expected volumes of confidence regions
Sign Up to like & getrecommendations! Published in 2019 at "Statistics"
DOI: 10.1080/02331888.2019.1683560
Abstract: ABSTRACT The paper deals with an asymptotic relative efficiency concept for confidence regions of multidimensional parameters that is based on the expected volumes of the confidence regions. Under standard conditions the asymptotic relative efficiencies of… read more here.
Keywords: relative efficiency; asymptotic relative; expected volumes; confidence regions ... See more keywords
Confidence regions of stochastic variational inequalities: error bound approach
Sign Up to like & getrecommendations! Published in 2020 at "Optimization"
DOI: 10.1080/02331934.2020.1857755
Abstract: In this paper, we aim to build confidence regions of the true solution to the stochastic variational inequalities problem (SVIP) when the sample average approximation (SAA) scheme is implemented. A... read more here.
Keywords: inequalities error; stochastic variational; variational inequalities; regions stochastic ... See more keywords
Non-asymptotic Confidence Regions for the Transfer Functions of Errors-in-Variables Systems
Sign Up to like & getrecommendations! Published in 2022 at "IEEE Transactions on Automatic Control"
DOI: 10.1109/tac.2021.3080504
Abstract: Finite-sample system identification (FSID) methods provide guaranteed confidence regions for the unknown model parameter of dynamical systems under mild statistical assumptions for a finite number of data points. In this article, two FSID methods, the… read more here.
Keywords: non asymptotic; confidence; errors variables; eiv systems ... See more keywords
COMPARISON OF EXTENDED EMPIRICAL LIKELIHOOD METHODS: SIZE AND SHAPE OF TEST BASED CONFIDENCE REGIONS
Sign Up to like & getrecommendations! Published in 2018 at "Statistica Sinica"
DOI: 10.5705/ss.202015.0410
Abstract: Empirical likelihood is a general non-parametric inference methodology. It uses likelihood principle in a way that is analogous to that of parametric likelihoods. In a wide range of applications the methodology was shown to provide… read more here.
Keywords: methodology; likelihood; empirical likelihood; comparison extended ... See more keywords