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math.ST2022★ 3 cited
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…
math.ST2022★ 17 cited
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…
math.ST2022★ 2 cited
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…