Image de couverture de livre

Estimation of relative risk, odds ratio and their logarithms with guaranteed accuracy and controlled sample size ratio

Fuente: arXiv

Enregistré dans:

Détails bibliographiques
Auteur principal:	Mendo, Luis
Format:	Preprint
Publié:	2025
Sujets:	Methodology Statistics Theory 62F10, 62L12
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

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

Estimating odds and log odds with guaranteed accuracy
par: Mendo, Luis
Publié: (2024)

Robust Bayesian inference for nondestructive one-shot device testing data under competing risk using Hamiltonian Monte Carlo method
par: Baghel, Shanya, et autres
Publié: (2023)

Jeffreys-prior penalty for high-dimensional logistic regression: A conjecture about aggregate bias
par: Kosmidis, Ioannis, et autres
Publié: (2023)

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

Early Detection of Treatments Side Effect: A Sequential Approach
par: Wang, Jiayue, et autres
Publié: (2024)

Inference with Sequential Monte-Carlo Computation of $p$-values: Fast and Valid Approaches
par: Stoepker, Ivo V., et autres
Publié: (2024)

Mixed difference integer-valued GARCH model for $ \mathbb{Z}$-valued time series
par: Aknouche, Abdelhakim, et autres
Publié: (2026)

Target-Oriented Statistical Compression: Sufficiency, Reverse Martingales, and Sequential Monitoring
par: Chang, Yuan-chin Ivan
Publié: (2026)

Efficient Semiparametric Inference for Distributed Data with Blockwise Missingness
par: Huang, Jingyue, et autres
Publié: (2025)

Uncertainty Quantification for Noisy Low-tubal-rank Tensor Completion
par: Shang, Jiuqian, et autres
Publié: (2026)

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

Parametric generalized spectrum for heavy-tailed time series
par: Goto, Yuichi, et autres
Publié: (2026)

Heavy Tail Robust Estimation and Inference for Average Treatment Effects
par: Hill, Jonathan B., et autres
Publié: (2024)

Bivariate generalized autoregressive models for forecasting bivariate non-Gaussian times series
par: Ribeiro, Tatiane Fontana, et autres
Publié: (2025)

A test for counting sequences of integer-valued autoregressive models
par: Goto, Yuichi, et autres
Publié: (2023)

Proximal Estimation and Inference
par: Quaini, Alberto, et autres
Publié: (2022)

Subsample-Based Estimation under Dynamic Contamination
par: Yang, Yukai, et autres
Publié: (2026)

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

Subspace decompositions for association structure learning in multivariate categorical response regression
par: Zhao, Hongru, et autres
Publié: (2024)

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

Grouping predictors via network-wide metrics
par: Park, Brandon Woosuk, et autres
Publié: (2024)

An Efficient Adaptive Sequential Procedure for Simple Hypotheses with Expression for Finite Number of Applications of Less Effective Treatment
par: Kundu, Sampurna, et autres
Publié: (2025)

Graphical lasso for extremes
par: Wan, Phyllis, et autres
Publié: (2023)

An operator-level ARCH Model
par: Aue, Alexander, et autres
Publié: (2026)

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

Robust Penalized Estimators for High--Dimensional Generalized Linear Models
par: Valdora, Marina, et autres
Publié: (2023)

A Matsuoka-Based GARMA Model for Hydrological Forecasting: Theory, Estimation, and Applications
par: Pumi, Guilherme, et autres
Publié: (2025)

Bahadur asymptotic efficiency in the zone of moderate deviation probabilities
par: Ermakov, Mikhail
Publié: (2025)

Inference on Gaussian mixture models with dependent labels
par: Lee, Seunghyun, et autres
Publié: (2025)

Omnibus goodness-of-fit tests for univariate continuous distributions based on trigonometric moments
par: Desgagné, Alain, et autres
Publié: (2025)

Statistical comparison of Hidden Markov Models via Fragment Analysis
par: Hernandez-Suarez, Carlos M., et autres
Publié: (2025)

Shrinkage estimators in zero-inflated Bell regression model with application
par: Seifollahi, Solmaz, et autres
Publié: (2024)

Robust $M$-Estimation of Scatter Matrices via Precision Structure Shrinkage
par: Nikai, Soma, et autres
Publié: (2026)

A Novel Multiple Imputation Approach For Parameter Estimation in Observation-Driven Time Series Models With Missing Data
par: Pumi, Guilherme, et autres
Publié: (2026)

Sequential Outlier Detection in Non-Stationary Time Series
par: Heinrichs, Florian, et autres
Publié: (2025)

Unbiased estimation and asymptotically valid inference in multivariable Mendelian randomization with many weak instrumental variables
par: Yang, Yihe, et autres
Publié: (2023)

Physical Parameter Calibration
par: Li, Yang, et autres
Publié: (2022)

On the Spherical Dirichlet Distribution: Corrections and Results
par: Guardiola, Jose H
Publié: (2025)

Stochastic EM Estimation and Inference for Zero-Inflated Beta-Binomial Mixed Models for Longitudinal Count Data
par: Barrera, John, et autres
Publié: (2026)