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stat.ME2026
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…
stat.ME2026
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…
stat.ME2026
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…