5 papers
Moment-Calibrated Conformal Prediction with Side Information
Guanghui Wang, Liuhua Peng, Liu Liu +1
For a fixed conformal score function, standard split conformal prediction calibrates a prediction set using the empirical distribution of the conformal scores, without using availa…
New Confidence Regions for Linear Regression Parameters with Stationary-Ergodic Dependent Errors
Mous-Abou Hamadou, Martial Longla, Mathias Nthiani Muia +1
We develop joint confidence regions for linear regression coefficients when the regressors and errors are jointly stationary and ergodic with unspecified serial dependence. The met…
Penalized KLIC Model Selection for the Generalized Method of Moments in Longitudinal Data with Time-Dependent Covariates
Mahmud Hasan, Mathias Nthiani Muia, Mous-Abou Hamadou +1
Model selection plays an important role in longitudinal data analysis, especially when models are estimated using the generalized method of moments (GMM) in the presence of time-de…
An Extension of the d-Variate FGM Copula with Application
Mous-Abou Hamadou, Martial Longla
We introduce an extended d-variate Farlie-Gumbel-Morgenstern (FGM) copula that incorporates additional parameters based on Legendre polynomials to enhance the representation of mul…
Estimation problems for some perturbations of the independence copula
Martial Longla, Mous-Abou Hamadou
This work provides a study of parameter estimators based on functions of Markov chains generated by some perturbations of the independence copula. We provide asymptotic distributio…