Cover Image

Robust Bayesian inference for nondestructive one-shot device testing data under competing risk using Hamiltonian Monte Carlo method

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Baghel, Shanya, Mondal, Shuvashree
Format:	Preprint
Published:	2023
Subjects:	Methodology Statistics Theory 62F10, 62F12, 62NO2
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Heavy Tail Robust Estimation and Inference for Average Treatment Effects
by: Hill, Jonathan B., et al.
Published: (2024)

Jeffreys-prior penalty for high-dimensional logistic regression: A conjecture about aggregate bias
by: Kosmidis, Ioannis, et al.
Published: (2023)

Uncertainty Quantification for Noisy Low-tubal-rank Tensor Completion
by: Shang, Jiuqian, et al.
Published: (2026)

Inference for high-dimensional linear expectile regression with de-biased method
by: Li, Xiang, et al.
Published: (2024)

Statistical comparison of Hidden Markov Models via Fragment Analysis
by: Hernandez-Suarez, Carlos M., et al.
Published: (2025)

Mixed difference integer-valued GARCH model for $ \mathbb{Z}$-valued time series
by: Aknouche, Abdelhakim, et al.
Published: (2026)

Omnibus goodness-of-fit tests for univariate continuous distributions based on trigonometric moments
by: Desgagné, Alain, et al.
Published: (2025)

Weak Moment Methods for Statistical Inference: with an Application to Robust Estimation
by: Labouriau, R.
Published: (2026)

Shrinkage estimators in zero-inflated Bell regression model with application
by: Seifollahi, Solmaz, et al.
Published: (2024)

Scalable simulation-based inference for implicitly defined models using a metamodel for Monte Carlo log-likelihood estimator
by: Park, Joonha
Published: (2023)

Efficient estimation of relative risk, odds ratio and their logarithms for rare events
by: Mendo, Luis
Published: (2026)

Asymptotics for non-degenerate multivariate $U$-statistics with estimated nuisance parameters under the null and local alternative hypotheses
by: Desgagné, Alain, et al.
Published: (2024)

Estimation of relative risk, odds ratio and their logarithms with guaranteed accuracy and controlled sample size ratio
by: Mendo, Luis
Published: (2025)

Eigenstructure inference for high-dimensional covariance with generalized shrinkage inverse-Wishart prior
by: Kim, Seongmin, et al.
Published: (2025)

An accurate percentile method for parametric inference based on asymptotically biased estimators
by: Orso, Samuel, et al.
Published: (2024)

Statistical inference for extremal directions in high-dimensional spaces
by: Butsch, Lucas, et al.
Published: (2026)

Graphical lasso for extremes
by: Wan, Phyllis, et al.
Published: (2023)

The Bernstein-von Mises theorem for Bayesian one-pass online learning
by: Lee, Jeyong, et al.
Published: (2026)

Robust Penalized Estimators for High--Dimensional Generalized Linear Models
by: Valdora, Marina, et al.
Published: (2023)

Inference in high-dimensional logistic regression under tensor network dependence
by: Miles, Josh, et al.
Published: (2026)

Model selection by cross-validation in an expectile linear regression
by: Bousselmi, Bilel, et al.
Published: (2026)

Right-censored models by the expectile method
by: Ciuperca, Gabriela
Published: (2024)

Bounded-memory adjusted scores estimation in generalized linear models with large data sets
by: Zietkiewicz, Patrick, et al.
Published: (2023)

Robust $M$-Estimation of Scatter Matrices via Precision Structure Shrinkage
by: Nikai, Soma, et al.
Published: (2026)

On the spherical cardioid distribution and its goodness-of-fit
by: García-Portugués, Eduardo
Published: (2026)

What is the price of approximation? The saddlepoint approximation to a likelihood function
by: Oketch, Godrick, et al.
Published: (2025)

Efficient Semiparametric Inference for Distributed Data with Blockwise Missingness
by: Huang, Jingyue, et al.
Published: (2025)

Physical Parameter Calibration
by: Li, Yang, et al.
Published: (2022)

Selective and marginal selective inference for exceptional groups
by: Hoff, Peter, et al.
Published: (2025)

Inference Functionals and Observation Operators for Distributional Statistical Models
by: Labouriau, R.
Published: (2026)

Estimation Method under Three-Parameter Generalized Exponential Model: Consistency, Uniqueness and its Applications
by: Prajapat, Kiran, et al.
Published: (2024)

Hierarchical multinomial processing tree models for meta-analysis of diagnostic accuracy studies
by: Guolo, Annamaria
Published: (2023)

Parametric generalized spectrum for heavy-tailed time series
by: Goto, Yuichi, et al.
Published: (2026)

Asymptotic theory for Bayesian inference and prediction: from the ordinary to a conditional Peaks-Over-Threshold method
by: Dombry, Clément, et al.
Published: (2023)

Causal inference under interference: computational barriers and algorithmic solutions
by: Bhattacharya, Sohom, et al.
Published: (2025)

Inference for overparametrized hierarchical Archimedean copulas
by: Perreault, Samuel, et al.
Published: (2024)

Statistical Inference with Stochastic Gradient Methods under $ϕ$-mixing Data
by: Liu, Ruiqi, et al.
Published: (2023)

Laplace Variational Inference for Bayesian Envelope Models
by: Kim, Seunghyeon, et al.
Published: (2026)

Doubly robust integration of nonprobability and probability survey data
by: Seaman, Shaun R, et al.
Published: (2025)

Proximal Estimation and Inference
by: Quaini, Alberto, et al.
Published: (2022)