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09/16/2022
On Stochastic Orders and Total Positivity
The usual stochastic order and the likelihood ratio order between probab...
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08/19/2022
Approximating Symmetrized Estimators of Scatter via Balanced Incomplete U-Statistics
We derive limiting distributions of symmetrized estimators of scatter, w...
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06/27/2022
Honest Confidence Bands for Isotonic Quantile Curves
We provide confidence bands for isotonic quantile curves in nonparametri...
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03/08/2022
Honest calibration assessment for binary outcome predictions
Probability predictions from binary regressions or machine learning meth...
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02/14/2022
Some New Inequalities for Beta Distributions
This note provides some new inequalities and approximations for beta dis...
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12/22/2021
Refining Invariant Coordinate Selection via Local Projection Pursuit
Independent component selection (ICS), introduced by Tyler et al. (2009,...
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11/25/2021
Exact Confidence Bounds in Discrete Models – Algorithmic Aspects of Sterne's Method
In this manuscript we review two methods to construct exact confidence b...
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06/09/2020
Accelerating the pool-adjacent-violators algorithm for isotonic distributional regression
In this note we describe in detail how to apply the pool-adjacent-violat...
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10/08/2019
The density ratio of generalized binomial versus Poisson distributions
Let b(x) be the probability that a sum of independent Bernoulli random v...
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05/08/2019
Bounding distributional errors via density ratios
We present some new and explicit error bounds for the approximation of d...
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01/08/2019
Monotone Least Squares and Isotonic Quantiles
We consider bivariate observations (X_1,Y_1),...,(X_n,Y_n) such that, co...
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12/21/2018
Local Estimation of a Multivariate Density and its Derivatives
We present methods for estimating the multivariate probability density (...
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08/28/2018
Active set algorithms for estimating shape-constrained density ratios
We review and modify the active set algorithm by Duembgen et al. (2011) ...
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07/25/2018
A model-free approach to linear least squares regression with exact probabilities
In a regression setting with observation vector y ∈ R^n and given finite...
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01/18/2008
