33 citations · 36 across the 6 of their papers we have counts for
6 papers
Moment Martingale Posteriors for Semiparametric Predictive Bayes
Yiu Yin Yung, Stephen M. S. Lee, Edwin Fong
The predictive Bayesian view involves eliciting a sequence of one-step-ahead predictive distributions in lieu of specifying a likelihood function and prior distribution. Recent met…
Block bootstrap optimality for density estimation with dependent data
Todd A. Kuffner, Stephen M. -S. Lee, G. Alastair Young
Accurate approximation of the sampling distribution of nonparametric kernel density estimators is crucial for many statistical inference problems. Since these estimators have compl…
Optimal hybrid block bootstrap for sample quantiles under weak dependence
Todd A. Kuffner, Stephen M. S. Lee, G. Alastair Young
We establish a general theory of optimality for block bootstrap distribution estimation for sample quantiles under a mild strong mixing assumption. In contrast to existing results,…
Improving Coverage Accuracy of Block Bootstrap Confidence Intervals
Stephen M. S. Lee, P. Y. Lai
The block bootstrap confidence interval based on dependent data can outperform the computationally more convenient normal approximation only with non-trivial Studentization which,…
Nonparametric Conditional Inference for Regression Coefficients with Application to Configural Polysampling
Yvonne Ho, Stephen Lee
We consider inference procedures, conditional on an observed ancillary statistic, for regression coefficients under a linear regression setup where the unknown error distribution i…
Iterated smoothed bootstrap confidence intervals for population quantiles
Yvonne H. S. Ho, Stephen M. S. Lee
This paper investigates the effects of smoothed bootstrap iterations on coverage probabilities of smoothed bootstrap and bootstrap-t confidence intervals for population quantiles,…