Rolling-Origin Conformal Prediction under Local Stationarity and Weak Dependence
Fuente:
arXiv
Saved in:
| Main Author: | Halkiewicz, Stanisław M. S. |
|---|---|
| Format: | Preprint |
| Published: |
2026
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Localizing differences in smooths with simultaneous confidence bounds on the true discovery proportion
by: Swanson, David
Published: (2020)
by: Swanson, David
Published: (2020)
Rate accelerated inference for integrals of multivariate random functions
by: Patilea, Valentin, et al.
Published: (2024)
by: Patilea, Valentin, et al.
Published: (2024)
Estimation of the Risk Measure under a Nuisance Autoregression
by: Jurečková, Jana, et al.
Published: (2026)
by: Jurečková, Jana, et al.
Published: (2026)
Ill-Conditioned Orthogonal Scores in Double Machine Learning
by: Saco, Gabriel
Published: (2025)
by: Saco, Gabriel
Published: (2025)
Average Marginal Effects in One-Step Partially Linear Instrumental Regressions
by: Girard, Lucas, et al.
Published: (2026)
by: Girard, Lucas, et al.
Published: (2026)
Valid Heteroskedasticity Robust Testing
by: Pötscher, Benedikt M., et al.
Published: (2021)
by: Pötscher, Benedikt M., et al.
Published: (2021)
A Note on Local Linear Regression for Time Series in Banach Spaces
by: Heinrichs, Florian
Published: (2025)
by: Heinrichs, Florian
Published: (2025)
Estimation and Uniform Inference in Sparse High-Dimensional Additive Models
by: Bach, Philipp, et al.
Published: (2020)
by: Bach, Philipp, et al.
Published: (2020)
Proper Correlation Coefficients for Nominal Random Variables
by: Wermuth, Jan-Lukas
Published: (2025)
by: Wermuth, Jan-Lukas
Published: (2025)
Inference for non-stationary time series quantile regression with inequality constraints
by: Sun, Yuan, et al.
Published: (2024)
by: Sun, Yuan, et al.
Published: (2024)
A model-free test of the time-reversibility of climate change processes
by: Goto, Yuichi, et al.
Published: (2024)
by: Goto, Yuichi, et al.
Published: (2024)
A Necessary and Sufficient Condition for Size Controllability of Heteroskedasticity Robust Test Statistics
by: Pötscher, Benedikt M., et al.
Published: (2024)
by: Pötscher, Benedikt M., et al.
Published: (2024)
Bayesian joint quantile autoregression
by: Castillo-Mateo, Jorge, et al.
Published: (2023)
by: Castillo-Mateo, Jorge, et al.
Published: (2023)
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)
Out-of-bag prediction balls for random forests in metric spaces
by: Serrano, Diego, et al.
Published: (2025)
by: Serrano, Diego, et al.
Published: (2025)
Flatness-Robust Critical Bandwidth
by: Kostyshak, Scott
Published: (2025)
by: Kostyshak, Scott
Published: (2025)
Functional Partial Least-Squares: Adaptive Estimation and Inference
by: Babii, Andrii, et al.
Published: (2024)
by: Babii, Andrii, et al.
Published: (2024)
First-order integer-valued autoregressive processes with Generalized Katz innovations
by: Lopez, Ovielt Baltodano, et al.
Published: (2022)
by: Lopez, Ovielt Baltodano, et al.
Published: (2022)
Bayesian nonparametric models for zero-inflated count-compositional data using ensembles of regression trees
by: Menezes, André F. B., et al.
Published: (2026)
by: Menezes, André F. B., et al.
Published: (2026)
Subsample-Based Estimation under Dynamic Contamination
by: Yang, Yukai, et al.
Published: (2026)
by: Yang, Yukai, et al.
Published: (2026)
Computationally efficient multi-level Gaussian process regression for functional data observed under completely or partially regular sampling designs
by: Hoffmann, Adam Gorm, et al.
Published: (2024)
by: Hoffmann, Adam Gorm, et al.
Published: (2024)
Change-Point Analysis of Time Series with Evolutionary Spectra
by: Casini, Alessandro, et al.
Published: (2021)
by: Casini, Alessandro, et al.
Published: (2021)
Decision synthesis in monetary policy
by: Chernis, Tony, et al.
Published: (2024)
by: Chernis, Tony, et al.
Published: (2024)
Estimation of Long-Range Dependent Models with Missing Data: to Impute or not to Impute?
by: Pumi, Guilherme, et al.
Published: (2023)
by: Pumi, Guilherme, et al.
Published: (2023)
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)
Residual spectrum: Brain functional connectivity detection beyond coherence
by: Goto, Yuichi, et al.
Published: (2023)
by: Goto, Yuichi, et al.
Published: (2023)
Adaptive functional principal components analysis
by: Wang, Sunny G. W., et al.
Published: (2023)
by: Wang, Sunny G. W., et al.
Published: (2023)
Identification of Latent Group Effects under Conditional Calibration
by: Kurbucz, Marcell T.
Published: (2026)
by: Kurbucz, Marcell T.
Published: (2026)
A Global Wavelet Based Bootstrapped Test of Covariance Stationarity
by: Hill, Jonathan B., et al.
Published: (2022)
by: Hill, Jonathan B., et al.
Published: (2022)
Distributional Conformal Prediction for Markov Processes
by: Dai, Dehao, et al.
Published: (2026)
by: Dai, Dehao, et al.
Published: (2026)
Analyzing directional errors in spatial orientation using nonparametric circular regression with mixed covariates
by: Francisco-Fernández, Mario, et al.
Published: (2026)
by: Francisco-Fernández, Mario, et al.
Published: (2026)
Confidence intervals for intentionally biased estimators
by: Kaplan, David M., et al.
Published: (2025)
by: Kaplan, David M., et al.
Published: (2025)
Calibrated Counterfactual Conformal Fairness ($C^3F$): Post-hoc, Shift-Aware Coverage Parity via Conformal Prediction and Counterfactual Regularization
by: Alpay, Faruk, et al.
Published: (2025)
by: Alpay, Faruk, et al.
Published: (2025)
Exclusivity Classes and Partitions of Loss Functions
by: Halkiewicz, Stanisław M. S.
Published: (2025)
by: Halkiewicz, Stanisław M. S.
Published: (2025)
A two-step approach to production frontier estimation and the Matsuoka's distribution
by: Matsuoka, Danilo Hiroshi, et al.
Published: (2023)
by: Matsuoka, Danilo Hiroshi, et al.
Published: (2023)
Multivariate Distribution-Free Nonparametric Testing: Generalizing Wilcoxon's Tests via Optimal Transport
by: Huang, Zhen, et al.
Published: (2025)
by: Huang, Zhen, et al.
Published: (2025)
Mixture of segmentation for heterogeneous functional data
by: Brault, Vincent, et al.
Published: (2023)
by: Brault, Vincent, et al.
Published: (2023)
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)
Optimal break tests for large linear time series models
by: Gupta, Abhimanyu, et al.
Published: (2025)
by: Gupta, Abhimanyu, et al.
Published: (2025)
A $k$NN procedure in semiparametric functional data analysis
by: Novo, Silvia, et al.
Published: (2024)
by: Novo, Silvia, et al.
Published: (2024)
Similar Items
-
Localizing differences in smooths with simultaneous confidence bounds on the true discovery proportion
by: Swanson, David
Published: (2020) -
Rate accelerated inference for integrals of multivariate random functions
by: Patilea, Valentin, et al.
Published: (2024) -
Estimation of the Risk Measure under a Nuisance Autoregression
by: Jurečková, Jana, et al.
Published: (2026) -
Ill-Conditioned Orthogonal Scores in Double Machine Learning
by: Saco, Gabriel
Published: (2025) -
Average Marginal Effects in One-Step Partially Linear Instrumental Regressions
by: Girard, Lucas, et al.
Published: (2026)