17 citations · 23 across the 4 of their papers we have counts for
7 papers
Approximating Symmetrized Estimators of Scatter via Balanced Incomplete U-Statistics
Lutz Duembgen, Klaus Nordhausen
We derive limiting distributions of symmetrized estimators of scatter, where instead of all pairs of the observations we only consider suitably chosen pairs, $1…
Characteristic kernels on Hilbert spaces, Banach spaces, and on sets of measures
Johanna Ziegel, David Ginsbourger, Lutz Dümbgen
We present new classes of positive definite kernels on non-standard spaces that are integrally strictly positive definite or characteristic. In particular, we discuss radial kernel…
Honest calibration assessment for binary outcome predictions
Timo Dimitriadis, Lutz Duembgen, Alexander Henzi +2
Probability predictions from binary regressions or machine learning methods ought to be calibrated: If an event is predicted to occur with probability , it should materialize wi…
Various New Inequalities for Beta Distributions
Alexander Henzi, Lutz Duembgen
This note provides some new inequalities and approximations for beta distributions, including tail inequalities, exponential inequalities of Hoeffding and Bernstein type, Gaussian…
Estimation of a Likelihood Ratio Ordered Family of Distributions
Alexandre Mösching, Lutz Duembgen
Consider bivariate observations with unknown conditional distributions of , given that . The goal is…
Bounding distributional errors via density ratios
Lutz Duembgen, Richard Samworth, Jon Wellner
We present some new and explicit error bounds for the approximation of distributions. The approximation error is quantified by the maximal density ratio of the distribution to…