Statistical Multicriteria Benchmarking via the GSD-Front
Fuente:
arXiv
Saved in:
| Main Authors: | Jansen, Christoph, Schollmeyer, Georg, Rodemann, Julian, Blocher, Hannah, Augustin, Thomas |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Robust Statistical Comparison of Random Variables with Locally Varying Scale of Measurement
by: Jansen, Christoph, et al.
Published: (2023)
by: Jansen, Christoph, et al.
Published: (2023)
Empirical Decision Theory
by: Jansen, Christoph, et al.
Published: (2025)
by: Jansen, Christoph, et al.
Published: (2025)
Testing for linearity in scalar-on-function regression with responses missing at random
by: Febrero-Bande, Manuel, et al.
Published: (2023)
by: Febrero-Bande, Manuel, et al.
Published: (2023)
Flatness-Robust Critical Bandwidth
by: Kostyshak, Scott
Published: (2025)
by: Kostyshak, Scott
Published: (2025)
A kernel-based framework for covariate significance tests in nonparametric regression
by: Diz-Castro, Daniel, et al.
Published: (2025)
by: Diz-Castro, Daniel, et al.
Published: (2025)
On Efficient Inference of Causal Effects with Multiple Mediators
by: Wei, Haoyu, et al.
Published: (2024)
by: Wei, Haoyu, et al.
Published: (2024)
Martingale Posterior Distributions for Log-concave Density Functions
by: Cui, Fuheng, et al.
Published: (2024)
by: Cui, Fuheng, et al.
Published: (2024)
Unifying small area estimators based on area-level and unit-level models through calibration
by: Acero, William, et al.
Published: (2024)
by: Acero, William, et al.
Published: (2024)
Identifying arbitrary transformation between the slopes in scalar-on-function regression
by: Niyogi, Pratim Guha, et al.
Published: (2024)
by: Niyogi, Pratim Guha, et al.
Published: (2024)
"Sound and Fury": Nonlinear Functionals of Volatility Matrix in the Presence of Jump and Noise
by: Chen, Richard Y.
Published: (2024)
by: Chen, Richard Y.
Published: (2024)
Nonparametric inference for ratios of densities via uniformly valid and powerful permutation tests
by: Bordino, Alberto, et al.
Published: (2025)
by: Bordino, Alberto, et al.
Published: (2025)
Two-Sample Testing with Missing Data via Energy Distance: Weighting and Imputation Approaches
by: Aleksić, Danijel G., et al.
Published: (2025)
by: Aleksić, Danijel G., et al.
Published: (2025)
Robust Nonparametric Two-Sample Tests via Mutual Information using Extended Bregman Divergence
by: Pyne, Arijit
Published: (2026)
by: Pyne, Arijit
Published: (2026)
Robust Variable Selection in High-dimensional Nonparametric Additive Model
by: Chatla, Suneel Babu, et al.
Published: (2025)
by: Chatla, Suneel Babu, et al.
Published: (2025)
Causal tail coefficient for compound extremes in multivariate time series
by: Yin, Cathy, et al.
Published: (2025)
by: Yin, Cathy, et al.
Published: (2025)
A Bayesian Bootstrap for Mixture Models
by: Cui, Fuheng, et al.
Published: (2023)
by: Cui, Fuheng, et al.
Published: (2023)
Nonparametric Empirical Bayes Estimation on Heterogeneous Data
by: Banerjee, Trambak, et al.
Published: (2020)
by: Banerjee, Trambak, et al.
Published: (2020)
Rejoinder to the discussion of "Mode-based estimation of the center of symmetry"
by: Chacón, José E., et al.
Published: (2025)
by: Chacón, José E., et al.
Published: (2025)
Kernel-based independence and mean independence tests for weakly dependent data
by: Diz-Castro, Daniel, et al.
Published: (2026)
by: Diz-Castro, Daniel, et al.
Published: (2026)
Ostrom-Weighted Bootstrap: A Theoretically Optimal and Provably Complete Framework for Hierarchical Imputation in Multi-Agent Systems
by: Wakimoto, Hirofumi
Published: (2025)
by: Wakimoto, Hirofumi
Published: (2025)
Proper Correlation Coefficients for Nominal Random Variables
by: Wermuth, Jan-Lukas
Published: (2025)
by: Wermuth, Jan-Lukas
Published: (2025)
Why Empirical p-Values Are Not Uniform: Reference Samples, Dependence, and PIT Backtesting
by: Lis, Jakub
Published: (2026)
by: Lis, Jakub
Published: (2026)
Inference for competing risks based on area between curves statistics
by: Mack, Simon, et al.
Published: (2026)
by: Mack, Simon, et al.
Published: (2026)
The mosaic permutation test: an exact and nonparametric goodness-of-fit test for factor models
by: Spector, Asher, et al.
Published: (2024)
by: Spector, Asher, et al.
Published: (2024)
generalRSS: Sampling and Inference for Balanced and Unbalanced Ranked Set Sampling in R
by: Moon, Chul, et al.
Published: (2025)
by: Moon, Chul, et al.
Published: (2025)
Nonparametric Estimation via Expected Order Statistics
by: Lando, Tommaso, et al.
Published: (2026)
by: Lando, Tommaso, et al.
Published: (2026)
Statistical Inference for Scale Mixture Models via Mellin Transform Approach
by: Belomestny, Denis, et al.
Published: (2022)
by: Belomestny, Denis, et al.
Published: (2022)
A two-sample test for symmetric positive definite matrix distributions using Wishart kernel density estimators
by: Ouimet, Frédéric
Published: (2026)
by: Ouimet, Frédéric
Published: (2026)
A Robust Persistent Homology : Trimming Approach
by: Mahato, Tuhin Subhra, et al.
Published: (2025)
by: Mahato, Tuhin Subhra, et al.
Published: (2025)
A Model-Agnostic Bootstrap for Macro-Level Claims Reserving Under the Conditioning Principle
by: Van Oirbeek, Robin, et al.
Published: (2026)
by: Van Oirbeek, Robin, et al.
Published: (2026)
Semi-functional partial linear regression with measurement error: An approach based on $k$NN estimation
by: Novo, Silvia, et al.
Published: (2024)
by: Novo, Silvia, et al.
Published: (2024)
Robust Tail Index Estimation under Random Censoring via Minimum Density Power Divergence
by: Guesmia, Nour Elhouda, et al.
Published: (2025)
by: Guesmia, Nour Elhouda, et al.
Published: (2025)
Robust and Smooth Estimation of the Extreme Tail Index via Weighted Minimum Density Power Divergence
by: Mancer, Saida, et al.
Published: (2025)
by: Mancer, Saida, et al.
Published: (2025)
Mode-based estimation of the center of symmetry
by: Chacón, José E., et al.
Published: (2024)
by: Chacón, José E., et al.
Published: (2024)
Parameter estimation for the generalized extreme value distribution: a method that combines bootstrapping and r largest order statistics
by: Soto, Juan L. P.
Published: (2024)
by: Soto, Juan L. P.
Published: (2024)
Cheap Permutation Testing
by: Domingo-Enrich, Carles, et al.
Published: (2025)
by: Domingo-Enrich, Carles, et al.
Published: (2025)
Bootstrap Consistency for Empirical Likelihood in Density Ratio Models
by: Zhuang, Weiwei, et al.
Published: (2025)
by: Zhuang, Weiwei, et al.
Published: (2025)
Dirichlet kernel density estimation for strongly mixing sequences on the simplex
by: Daayeb, Hanen, et al.
Published: (2025)
by: Daayeb, Hanen, et al.
Published: (2025)
Bootstrap Pettitt test for detecting change point in hydroclimatological data: a case study for Itaipu hydroelectric plant in Brazil
by: Conte, Luiza Chiarelli, et al.
Published: (2024)
by: Conte, Luiza Chiarelli, et al.
Published: (2024)
Differentially private scale testing via rank transformations and percentile modifications
by: Levine, Joshua, et al.
Published: (2025)
by: Levine, Joshua, et al.
Published: (2025)
Similar Items
-
Robust Statistical Comparison of Random Variables with Locally Varying Scale of Measurement
by: Jansen, Christoph, et al.
Published: (2023) -
Empirical Decision Theory
by: Jansen, Christoph, et al.
Published: (2025) -
Testing for linearity in scalar-on-function regression with responses missing at random
by: Febrero-Bande, Manuel, et al.
Published: (2023) -
Flatness-Robust Critical Bandwidth
by: Kostyshak, Scott
Published: (2025) -
A kernel-based framework for covariate significance tests in nonparametric regression
by: Diz-Castro, Daniel, et al.
Published: (2025)