Bias correction of quadratic spectral estimators
Fuente:
arXiv
Saved in:
| Main Authors: | Astfalck, Lachlan, Sykulski, Adam, Cripps, Edward |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Debiasing Welch's Method for Spectral Density Estimation
by: Astfalck, Lachlan C., et al.
Published: (2023)
by: Astfalck, Lachlan C., et al.
Published: (2023)
Generalised Bayes Linear Inference
by: Astfalck, Lachlan, et al.
Published: (2024)
by: Astfalck, Lachlan, et al.
Published: (2024)
Posterior Projection for Inference in Constrained Spaces
by: Astfalck, Lachlan, et al.
Published: (2018)
by: Astfalck, Lachlan, et al.
Published: (2018)
Hybrid physics-data driven spectral forecasts of semisubmersible response
by: Milne, Ian, et al.
Published: (2026)
by: Milne, Ian, et al.
Published: (2026)
When is it worthwhile to jackknife? Breaking the quadratic barrier for Z-estimators
by: Lin, Licong, et al.
Published: (2024)
by: Lin, Licong, et al.
Published: (2024)
Asymptotic theory and bias correction for the Wallace--Freeman estimator
by: Makalic, Enes, et al.
Published: (2026)
by: Makalic, Enes, et al.
Published: (2026)
Bias correction for Chatterjee's graph-based correlation coefficient
by: Azadkia, Mona, et al.
Published: (2025)
by: Azadkia, Mona, et al.
Published: (2025)
Universal Modelling of Autocovariance Functions via Spline Kernels
by: Astfalck, Lachlan
Published: (2025)
by: Astfalck, Lachlan
Published: (2025)
Bias analysis of a linear order-statistic inequality index estimator: Unbiasedness under gamma populations
by: Vila, Roberto, et al.
Published: (2026)
by: Vila, Roberto, et al.
Published: (2026)
Prevalence estimation in infectious diseases with imperfect tests: A comparison of Frequentist and Bayesian Logistic Regression methods with misclassification correction
by: Alvarez, Jorge Mario Estrada, et al.
Published: (2025)
by: Alvarez, Jorge Mario Estrada, et al.
Published: (2025)
Low-rank matrix estimation via nonconvex spectral regularized methods in errors-in-variables matrix regression
by: Li, Xin, et al.
Published: (2024)
by: Li, Xin, et al.
Published: (2024)
Local empirical Bayes correction for Bayesian modeling
by: Hayashi, Yoshiko
Published: (2025)
by: Hayashi, Yoshiko
Published: (2025)
Correcting the Coverage Bias of Quantile Regression
by: Gibbs, Isaac, et al.
Published: (2025)
by: Gibbs, Isaac, et al.
Published: (2025)
Neumann-series corrections for regression adjustment in randomized experiments
by: Song, Dogyoon
Published: (2025)
by: Song, Dogyoon
Published: (2025)
Deep learning estimation of the spectral density of functional time series on large domains
by: Mohammadi, Neda, et al.
Published: (2026)
by: Mohammadi, Neda, et al.
Published: (2026)
Do we need to estimate the variance in robust mean estimation?
by: Sun, Qiang
Published: (2021)
by: Sun, Qiang
Published: (2021)
Statistical inference for high-dimensional spectral density matrix
by: Chang, Jinyuan, et al.
Published: (2022)
by: Chang, Jinyuan, et al.
Published: (2022)
A spectral approach for online covariance change point detection
by: Bao, Zhigang, et al.
Published: (2026)
by: Bao, Zhigang, et al.
Published: (2026)
A spectral inference method for determining the number of communities in networks
by: Wu, Yujia, et al.
Published: (2026)
by: Wu, Yujia, et al.
Published: (2026)
Censored extreme value estimation
by: Bladt, Martin, et al.
Published: (2023)
by: Bladt, Martin, et al.
Published: (2023)
M-estimation with e-statistics
by: Wang, Hongjian, et al.
Published: (2026)
by: Wang, Hongjian, et al.
Published: (2026)
On the Symmetry of Limiting Distributions of M-estimators
by: Bhowmick, Arunav, et al.
Published: (2024)
by: Bhowmick, Arunav, et al.
Published: (2024)
On the optimality of coin-betting for mean estimation
by: Clerico, Eugenio
Published: (2024)
by: Clerico, Eugenio
Published: (2024)
Subscedastic weighted least squares estimates
by: Bryan, Jordan, et al.
Published: (2024)
by: Bryan, Jordan, et al.
Published: (2024)
An unbiased estimator of the case fatality rate
by: Alvarez, Agustín, et al.
Published: (2021)
by: Alvarez, Agustín, et al.
Published: (2021)
The Poisson tensor completion parametric estimator
by: Dunlavy, Daniel M., et al.
Published: (2025)
by: Dunlavy, Daniel M., et al.
Published: (2025)
Non-asymptotic two-sample kernel testing with the spectrally truncated normalized MMD
by: Lacroix, Perrine, et al.
Published: (2026)
by: Lacroix, Perrine, et al.
Published: (2026)
Non-parametric estimators of scaled cash flows
by: Bathke, T., et al.
Published: (2024)
by: Bathke, T., et al.
Published: (2024)
Priors for second-order unbiased Bayes estimators
by: Sakai, Mana, et al.
Published: (2024)
by: Sakai, Mana, et al.
Published: (2024)
Variance estimation after matching or re-weighting
by: Meng, Xiang, et al.
Published: (2025)
by: Meng, Xiang, et al.
Published: (2025)
Nonparametric, tuning-free estimation of S-shaped functions
by: Feng, Oliver Y., et al.
Published: (2021)
by: Feng, Oliver Y., et al.
Published: (2021)
Efficient nonparametric estimation of Toeplitz covariance matrices
by: Klockmann, Karolina, et al.
Published: (2023)
by: Klockmann, Karolina, et al.
Published: (2023)
New M-estimator of the leading principal component
by: Virta, Joni, et al.
Published: (2025)
by: Virta, Joni, et al.
Published: (2025)
Semiparametric adaptive estimation under informative sampling
by: Morikawa, Kosuke, et al.
Published: (2022)
by: Morikawa, Kosuke, et al.
Published: (2022)
Statistical tests based on Renyi entropy estimation
by: Cadirci, Mehmet Siddik, et al.
Published: (2025)
by: Cadirci, Mehmet Siddik, et al.
Published: (2025)
Approximate Message Passing for orthogonally invariant ensembles: Multivariate non-linearities and spectral initialization
by: Zhong, Xinyi, et al.
Published: (2021)
by: Zhong, Xinyi, et al.
Published: (2021)
MoDaH achieves rate optimal batch correction
by: Cao, Yang, et al.
Published: (2025)
by: Cao, Yang, et al.
Published: (2025)
Studentising Kendall's Tau: U-Statistic Estimators and Bias Correction for a Generalised Rank Variance-Covariance framework
by: Hurley, Landon
Published: (2023)
by: Hurley, Landon
Published: (2023)
Optimal estimation of the null distribution in large-scale inference
by: Kotekal, Subhodh, et al.
Published: (2024)
by: Kotekal, Subhodh, et al.
Published: (2024)
Doubly robust estimation with functional outcomes missing at random
by: Liu, Xijia, et al.
Published: (2024)
by: Liu, Xijia, et al.
Published: (2024)
Similar Items
-
Debiasing Welch's Method for Spectral Density Estimation
by: Astfalck, Lachlan C., et al.
Published: (2023) -
Generalised Bayes Linear Inference
by: Astfalck, Lachlan, et al.
Published: (2024) -
Posterior Projection for Inference in Constrained Spaces
by: Astfalck, Lachlan, et al.
Published: (2018) -
Hybrid physics-data driven spectral forecasts of semisubmersible response
by: Milne, Ian, et al.
Published: (2026) -
When is it worthwhile to jackknife? Breaking the quadratic barrier for Z-estimators
by: Lin, Licong, et al.
Published: (2024)