Bayesian joint inference for multivariate quantile regression model with L 1 / 2 penalty
This paper considers a Bayesian approach for joint estimation of the marginal conditional quantiles from several dependent variables under a linear regression framework. This approach incorporates…
General linear hypothesis testing in functional response model
- MathematicsCommunications in Statistics - Theory and Methods
Abstract In this paper, the general linear hypothesis testing and variable selection problems in functional response model are considered. The globalizing pointwise F test and the -test as well as…
FDP control in multivariate linear models using the bootstrap
In this article we develop a method for performing post hoc inference of the False Discovery Proportion (FDP) over multiple contrasts of interest in the multivariate linear model. To do so we use the…
Bootstrapping Statistical Inference for Off-Policy Evaluation
- Computer ScienceArXiv
This paper proposes a bootstrapping FQE method for inferring the distribution of the policy evaluation error and shows that this method is asymptotically efficient and distributionally consistent for off-policy statistical inference.
Correction to: Bayesian joint inference for multivariate quantile regression model with L1/2 penalty
- EducationComputational Statistics
Acknowledgements Authors thank editors and referees for their constructive comments and suggestions which have greatly improved the paper. The research of Yu-Zhu Tian was partially supported by…
Bootstrapping Fitted Q-Evaluation for Off-Policy Inference
- Computer ScienceICML
This paper proposes a bootstrapping FQE method for inferring the distribution of the policy evaluation error and shows that this method is asymptotically efﬁcient and distributionally consistent for off-policy statistical inference.
The Importance of Discussing Assumptions when Teaching Bootstrapping
Bootstrapping and other resampling methods are progressively appearing in the textbooks and curricula of courses that introduce undergraduate students to statistical methods. Though simple…
General model-free weighted envelope estimation
Envelope methodology is succinctly pitched as a class of procedures for increasing efficiency in multivariate analyses without altering traditional objectives \citep[first sentence of page…
Evaluating Uncertainty of Microwave Calibration Models With Regression Residuals
- MathematicsIEEE Transactions on Microwave Theory and Techniques
The sensitivity-analysis and Monte Carlo algorithms for evaluating the uncertainty of multivariate microwave calibration models with regression residuals are presented and their limitations in the presence of correlated errors are explored.
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Bootstrapping Regression Models
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Strong consistency of least squares estimates in multiple regression.
- MathematicsProceedings of the National Academy of Sciences of the United States of America
Strong consistency of least squares estimates in multiple regression
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- Computer Science
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- Mathematics, Economics
We treat the problem of variance estimation of the least squares estimate of the parameter in high dimensional linear regression models by using the Uncor- related Weights Bootstrap ( UBS ). We find…