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  • Member for 7 years, 10 months
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15 votes
Accepted

How can we calculate the probability that the randomly chosen function will be strictly increasing?

8 votes
Accepted

Correction for multiple testing on a modest number of tests (10-20) with FDR?

7 votes

What statistics can I use to combine multiple rankings in order to create a final ranking?

7 votes
Accepted

Estimating a cumulative distribution function from a mixture model

6 votes
Accepted

How do FDR procedures estimate a False Discovery Rate without a model of base rates?

6 votes

How does Slutsky's theorem extends when two random variables converge to two constants?

6 votes
Accepted

Using column weights to achieve a different LASSO penalty per coefficient

4 votes
Accepted

Is it fair to use FDR when the p-value distribution is not uniform under null hypothesis?

4 votes

use of monte carlo simulation within regression in R or any avaliable programme

3 votes
Accepted

Extreme Value Theory - Normalizing constants for Generalized Extreme Value distribution

3 votes
Accepted

How to symmetrize a given function (U-statistics)?

2 votes
Accepted

RNA-Seq data distribution

2 votes
Accepted

Adjusting for variance-sample size dependence

2 votes
Accepted

How to apply FDR when you have two types of test statistics?

2 votes
Accepted

trivariate normal distribution and joint distribution

2 votes

A Kernel Two Sample Test and Curse of Dimensionality

2 votes
Accepted

Do we assume graphical LASSO explanatory variables to be normally distributed? And what if this assumption fails?

1 vote

NNLS convergence proof

1 vote
Accepted

What happens to kernel regression (Nadaraya–Watson estimator) at a kink point?

1 vote
Accepted

Subsampling to determine a standard error, how does it work?

1 vote

Why the local Bayes fdr is greater than the Bayes FDR?

1 vote

Nonparametric Identification from Order Statistics

1 vote

testing if the absolute value of the mean is inferior to a threshold

1 vote
Accepted

A simple Parametric Bootstrap on a Linear Model

1 vote

UMP test of size $\alpha$ for $H_0: \theta=0$ versus $H_1: \theta >0$ with $X_1,X_2,\dots,X_n \stackrel{iid}{\sim} \mathcal{U}(\theta,\theta+1)$

1 vote

What distribution does the inverse normal CDF of a beta random variable follow?

0 votes
Accepted

Hypothesis test for stratified data without a variance estimate for each strata

0 votes
Accepted

How to calculate the confidence interval of expected number of rejctions

0 votes
Accepted

Derivation of variance for kernel density estimator

0 votes

Why would my random forest create a model that has a worse F1 than one of the features has on its own?