scholarly journals Selective inference with unknown variance via the square-root lasso

Biometrika ◽  
2018 ◽  
Author(s):  
Xiaoying Tian ◽  
Joshua R Loftus ◽  
Jonathan E Taylor
Filomat ◽  
2017 ◽  
Vol 31 (10) ◽  
pp. 2967-2974
Author(s):  
Vesna Rajic

We examine one-sided confidence intervals for the population variance, based on the ordinary t-statistics. We derive an unconditional coverage probability of the bootstrap-t interval for unknown variance. For that purpose, we find an Edgeworth expansion of the distribution of t-statistic to an order n-2. We can see that a number of simulation, B, has the influence on coverage probability of the confidence interval for the variance. If B equals sample size then coverage probability and its limit (when B ? ?) disagree at the level O(n-2). If we want that nominal coverage probability of the interval would be equal to ?, then coverage probability and its limit agree to order n-3/2 if B is of larger order than the square root of the sample size. We present a modeling application in insurance property, where the purpose of analysis is to measure variability of a data set.


Vestnik MEI ◽  
2018 ◽  
Vol 5 (5) ◽  
pp. 79-88
Author(s):  
Sergey B. Gashkov ◽  
◽  
Aleksandr B. Frolov ◽  
Elizaveta Р. Popova ◽  
◽  
...  

2013 ◽  
Vol 61 (2) ◽  
pp. 371-377
Author(s):  
M. Siwczyński ◽  
A. Drwal ◽  
S. Żaba

Abstract The simple digital filters are not sufficient for digital modeling of systems with distributed parameters. It is necessary to apply more complex digital filters. In this work, a set of filters, called the digital function filters, is proposed. It consists of digital filters, which are obtained from causal and stable filters through some function transformation. In this paper, for several basic functions: exponential, logarithm, square root and the real power of input filter, the recursive algorithms of the digital function filters have been determined The digital function filters of exponential type can be obtained from direct recursive formulas. Whereas, the other function filters, such as the logarithm, the square root and the real power, require using the implicit recursive formulas. Some applications of the digital function filters for the analysis and synthesis of systems with lumped and distributed parameters (a long line, phase shifters, infinite ladder circuits) are given as well.


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