Guardado en:
| Autor principal: | Coleman, Charles D. |
|---|---|
| Formato: | Preprint |
| Publicado: |
2025
|
| Materias: | |
| Acceso en línea: | https://arxiv.org/abs/2505.18130 |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
Ejemplares similares
Total Loss Functions for Measuring the Accuracy of Nonnegative Cross-Sectional Predictions
por: Coleman, Charles D.
Publicado: (2025)
por: Coleman, Charles D.
Publicado: (2025)
The Asymptotic Equivalence of Level-Based and Share-Based Loss Functions
por: Coleman, Charles D.
Publicado: (2025)
por: Coleman, Charles D.
Publicado: (2025)
Stein's method of moment estimators for local dependency exponential random graph models
por: Fischer, Adrian, et al.
Publicado: (2025)
por: Fischer, Adrian, et al.
Publicado: (2025)
Quasi-Score Matching Estimation for Spatial Autoregressive Model with Random Weights Matrix and Regressors
por: Liang, Xuan, et al.
Publicado: (2023)
por: Liang, Xuan, et al.
Publicado: (2023)
Semiparametric Modeling and Analysis for Longitudinal Network Data
por: He, Yinqiu, et al.
Publicado: (2023)
por: He, Yinqiu, et al.
Publicado: (2023)
Improved estimation of the positive powers ordered restricted standard deviation of two normal populations
por: Mondal, Somnath, et al.
Publicado: (2024)
por: Mondal, Somnath, et al.
Publicado: (2024)
The No-Underrun Sampler: A Locally-Adaptive, Gradient-Free MCMC Method
por: Bou-Rabee, Nawaf, et al.
Publicado: (2025)
por: Bou-Rabee, Nawaf, et al.
Publicado: (2025)
Loss Functions for Detecting Outliers in Panel Data
por: Coleman, Charles D., et al.
Publicado: (2025)
por: Coleman, Charles D., et al.
Publicado: (2025)
Elicitability and identifiability of tail risk measures
por: Fissler, Tobias, et al.
Publicado: (2024)
por: Fissler, Tobias, et al.
Publicado: (2024)
Personalised Decision-Making without Counterfactuals
por: Dawid, A. Philip, et al.
Publicado: (2023)
por: Dawid, A. Philip, et al.
Publicado: (2023)
Monte Carlo goodness-of-fit tests for degree corrected and related stochastic blockmodels
por: Karwa, Vishesh, et al.
Publicado: (2016)
por: Karwa, Vishesh, et al.
Publicado: (2016)
A Hierarchical Bayesian Dynamic Game for Competitive Inventory and Pricing under Incomplete Information: Learning, Credible Risk, and Equilibrium
por: Chatterjee, Debashis
Publicado: (2026)
por: Chatterjee, Debashis
Publicado: (2026)
Prediction-based inference for integrated diffusions with high-frequency data
por: Jørgensen, Emil S., et al.
Publicado: (2026)
por: Jørgensen, Emil S., et al.
Publicado: (2026)
Spurious Predictability in Financial Machine Learning
por: Nikolopoulos, Sotirios D.
Publicado: (2026)
por: Nikolopoulos, Sotirios D.
Publicado: (2026)
Coherent estimation of risk measures
por: Aichele, Martin, et al.
Publicado: (2025)
por: Aichele, Martin, et al.
Publicado: (2025)
On tail inference in scale-free inhomogeneous random graphs
por: Cirkovic, Daniel, et al.
Publicado: (2024)
por: Cirkovic, Daniel, et al.
Publicado: (2024)
Monte Carlo on a single sample
por: Detering, Nils, et al.
Publicado: (2025)
por: Detering, Nils, et al.
Publicado: (2025)
Computing expectiles via fixed point iterations
por: Ha, Thi Khanh Linh, et al.
Publicado: (2025)
por: Ha, Thi Khanh Linh, et al.
Publicado: (2025)
On the evaluation of time-to-event, survival time and first passage time forecasts
por: Taggart, Robert J., et al.
Publicado: (2026)
por: Taggart, Robert J., et al.
Publicado: (2026)
Modeling lower-truncated and right-censored insurance claims with an extension of the MBBEFD class
por: Gatti, Selim, et al.
Publicado: (2023)
por: Gatti, Selim, et al.
Publicado: (2023)
KRAFTY: Khatri-Rao Framework for Joint Cluster Recovery
por: Gao, Siyi, et al.
Publicado: (2026)
por: Gao, Siyi, et al.
Publicado: (2026)
Perfect Clustering in Nonuniform Hypergraphs
por: Chan, Ga-Ming Angus, et al.
Publicado: (2025)
por: Chan, Ga-Ming Angus, et al.
Publicado: (2025)
Exact Sampling of Gibbs Measures with Estimated Losses
por: Frazier, David T., et al.
Publicado: (2024)
por: Frazier, David T., et al.
Publicado: (2024)
Optimal tests of the composite null hypothesis arising in mediation analysis
por: Miles, Caleb H., et al.
Publicado: (2021)
por: Miles, Caleb H., et al.
Publicado: (2021)
Wasserstein Spatial Depth
por: Bachoc, François, et al.
Publicado: (2024)
por: Bachoc, François, et al.
Publicado: (2024)
Principal Component Based Estimation of Finite Population Mean under Multicollinearity
por: Singh, Rajesh, et al.
Publicado: (2026)
por: Singh, Rajesh, et al.
Publicado: (2026)
Multiple Randomization Designs: Estimation and Inference with Interference
por: Masoero, Lorenzo, et al.
Publicado: (2021)
por: Masoero, Lorenzo, et al.
Publicado: (2021)
A Geometric Witness Framework for Signed Multivariate Tail-Dependence Compatibility: Asymptotic Structure and Finite-Threshold Synthesis
por: Milek, Janusz
Publicado: (2026)
por: Milek, Janusz
Publicado: (2026)
Power-divergence copulas: A new class of Archimedean copulas, with an insurance application
por: Pearse, Alan R., et al.
Publicado: (2025)
por: Pearse, Alan R., et al.
Publicado: (2025)
Estimating Lagged (Cross-)Covariance Operators of $L^p$-$m$-approximable Processes in Cartesian Product Hilbert Spaces
por: Kühnert, Sebastian
Publicado: (2024)
por: Kühnert, Sebastian
Publicado: (2024)
Conformal Prediction = Bayes?
por: Datta, Jyotishka, et al.
Publicado: (2025)
por: Datta, Jyotishka, et al.
Publicado: (2025)
Nonparametric inference for Poisson-Laguerre tessellations
por: van der Jagt, Thomas, et al.
Publicado: (2025)
por: van der Jagt, Thomas, et al.
Publicado: (2025)
Asymptotic Analysis and Practical Evaluation of Jump Rate Estimators in Piecewise-Deterministic Markov Processes
por: Azaïs, Romain, et al.
Publicado: (2025)
por: Azaïs, Romain, et al.
Publicado: (2025)
Optimal sub-Gaussian variance proxy for truncated Gaussian and exponential random variables
por: Barreto, Mathias, et al.
Publicado: (2024)
por: Barreto, Mathias, et al.
Publicado: (2024)
Cross-validation Approaches for Multi-study Predictions
por: Ren, Boyu, et al.
Publicado: (2020)
por: Ren, Boyu, et al.
Publicado: (2020)
Large-scale Multiple Testing of Cross-covariance Functions with Applications to Functional Network Models
por: Fang, Qin, et al.
Publicado: (2024)
por: Fang, Qin, et al.
Publicado: (2024)
Optimal Nonparametric Inference on Network Effects with Dependent Edges
por: Du, Wenqin, et al.
Publicado: (2024)
por: Du, Wenqin, et al.
Publicado: (2024)
The Population Resemblance Statistic: A Chi-Square Measure of Fit for Banking
por: Potgieter, Nelis, et al.
Publicado: (2023)
por: Potgieter, Nelis, et al.
Publicado: (2023)
Optimal Inference of the Mean Outcome under Optimal Treatment Regime
por: Xu, Shuoxun, et al.
Publicado: (2025)
por: Xu, Shuoxun, et al.
Publicado: (2025)
Variable Selection and Minimax Prediction in High-dimensional Functional Linear Model
por: Guo, Xingche, et al.
Publicado: (2023)
por: Guo, Xingche, et al.
Publicado: (2023)
Ejemplares similares
-
Total Loss Functions for Measuring the Accuracy of Nonnegative Cross-Sectional Predictions
por: Coleman, Charles D.
Publicado: (2025) -
The Asymptotic Equivalence of Level-Based and Share-Based Loss Functions
por: Coleman, Charles D.
Publicado: (2025) -
Stein's method of moment estimators for local dependency exponential random graph models
por: Fischer, Adrian, et al.
Publicado: (2025) -
Quasi-Score Matching Estimation for Spatial Autoregressive Model with Random Weights Matrix and Regressors
por: Liang, Xuan, et al.
Publicado: (2023) -
Semiparametric Modeling and Analysis for Longitudinal Network Data
por: He, Yinqiu, et al.
Publicado: (2023)