Bootstrap methods in curve estimation have been introduced for smoothing parameter selection and for construction of conndence intervals. Most of the papers on conndence intervals use explicit bias estimation or the technique of \undersmoothing" to deal with bias. Coverage accuracy has only been considered for curve estimates with constant variance function. In this paper we show that explicit ...

Fractional hot deck imputation, considered in Fuller and Kim (2005), is extended to multivariate missing data. The joint distribution of the study items is nonparametrically estimated using a discrete approximation, where the discrete transformation also serves to define imputation cells. The procedure first estimates the probabilities for the cells and then imputes real observations for missin...

HSING-VI CHANG. Testing Overdispersion in Data With Censoring. (Under the direction of Chirayath M. Suchindran.) The term overdispersion refers to the situation that the variance of the outcome exceeds the nominal variance. Overdispersion in general has two effects. The first effect is that summary statistics have a larger variance than anticipated under the simple model. The second is a possib...

Let (X,Y ) be a random vector, where Y denotes the variable of interest possibly subject to random right censoring, and X is a covariate. We construct confidence intervals and bands for the conditional survival and quantile function of Y given X using a nonparametric likelihood ratio approach. This approach was introduced by Thomas and Grunkemeier (1975), who estimated confidence intervals of s...

This paper demonstrates that basic statistics (mean, variance) of the logarithm of the variate itself can be used in the calculation of differential entropy among random variables known to be multiples and powers of a common underlying variate. For the same set of distributions, the variance of the differential self-information is shown also to be a function of statistics of the logarithmic var...

| Low rank estimators for higher order statistics are considered in this paper. Rank reduction methods ooer a general principle for trading estimator bias for reduced estimator variance. The bias-variance tradeoo is analyzed for low rank estimators of higher order statistics using a tensor product formulation for the moments and cumulants. In general the low rank estimators have a larger bias a...

COMPARING THE STRUCTURAL COMPONENTS VARIANCE ESTIMATOR AND USTATISTICS VARIANCE ESTIMATOR WHEN ASSESSING THE DIFERENCE BETWEEN CORRELATED AUCs WITH FINITE SAMPLES By Anna Leigh Bosse, M.S. A thesis submitted in partial fulfillment of the requirements for the degree of Master of Science at Virginia Commonwealth University. Virginia Commonwealth University, 2017 Major Director: Dr. Le Kang, Assoc...

This paper proposes statistical analysis of phase-only correlation functions based on linear statistics and directional statistics. We derive the expectation and variance of the phase-only correlation functions assuming phase-spectrum differences of two input signals to be probability variables. We first assume linear probability distributions for the phasespectrum differences. We next assume c...

We present original empirical Bernstein inequalities for U-statistics with bounded symmetric kernels q. They are expressed with respect to empirical estimates of either the variance of q or the conditional variance that appears in the Bernsteintype inequality for U-statistics derived by Arcones [2]. Our result subsumes other existing empirical Bernstein inequalities, as it reduces to them when ...