Confidence Distribution, the Frequentist Distribution Estimator of a Parameter: A Review

From MaRDI portal
Publication:4968547

DOI10.1111/insr.12000zbMath1416.62170OpenAlexW2167958905MaRDI QIDQ4968547

Kesar Singh, Min-ge Xie

Publication date: 16 July 2019

Published in: International Statistical Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/insr.12000




Related Items (78)

Covariance estimation via fiducial inferencePredicting the Number of Future EventsConfidence distribution for the ability parameter of the Rasch modelA Statistical Inference Course Based on p-ValuesConfidence distribution inferences in one-way random effects modelWhen should modes of inference disagree? Some simple but challenging examplesGeneral and feasible tests with multiply-imputed datasetsDoes data splitting improve prediction?Null Hypothesis Significance Testing Interpreted and Calibrated by Estimating Probabilities of Sign Errors: A Bayes-Frequentist ContinuumRobust confidence distributions from proper scoring rulesGeneralized fiducial inference for threshold estimation in dose-response and regression settingsInference of the derivative of nonparametric curve based on confidence distributionJoint integrative analysis of multiple data sources with correlated vector outcomesCan Bayesian, confidence distribution and frequentist inference agree?Classification by fiducial predictive density functionsDiscussion of “A Gibbs Sampler for a Class of Random Convex Polytopes”Optimal finite sample post-selection confidence distributions in generalized linear modelsFrequency-calibrated belief functions: review and new insightsThe EAS approach for graphical selection consistency in vector autoregression modelsMaximum entropy derived and generalized under idempotent probability to address Bayes-frequentist uncertainty and model revision uncertainty: an information-theoretic semantics for possibility theoryPossibility-theoretic statistical inference offers performance and probativeness assurancesProperties of h‐Likelihood Estimators in Clustered DataMultivariate survival analysis in big data: A divide‐and‐combine approachCEDAR: Communication Efficient Distributed Analysis for RegressionsCombining inferences on the common mean of several inverse Gaussian distributions based on confidence distributionOn Some Principles of Statistical InferenceH‐likelihood Predictive Intervals for UnobservablesDistributed Empirical Likelihood Approach to Integrating Unbalanced DatasetsChange point detection in linear failure rate distribution under random censorshipNonparametric Fusion Learning for Multiparameters: Synthesize Inferences From Diverse Sources Using Data Depth and Confidence DistributionPartial conditioning for inference of many-normal-means with Hölder constraintsDistributed smoothed rank regression with heterogeneous errors for massive dataThe confidence density for correlationGeneralized fiducial inference for logistic graded response modelsA higher-order correct fast moving-average bootstrap for dependent dataRandomized statistical inference: a unified statistical inference frame of frequentist, fiducial, and Bayesian inferenceSome asymptotic results for fiducial and confidence distributionsConfidence distributions and related themesConfidence distributions for change-points and regime shiftsConfidence distributions from likelihoods by median bias correctionSafe probabilityCombining independent Bayesian posteriors into a confidence distribution, with application to estimating climate sensitivityOn an inferential model construction using generalized associationsConfidence is epistemic probability for empirical sciencePrediction with confidence -- a general framework for predictive inferenceConditional fiducial modelsiFusion: Individualized Fusion LearningSelf-consistent confidence sets and tests of composite hypotheses applicable to restricted parametersDiscussion of Professor Bradley Efron’s Article on “Prediction, Estimation, and Attribution”Efficient network meta-analysis: a confidence distribution approachConfidence distributions: a reviewRobust generalized confidence intervalsCauchy Combination Test: A Powerful Test With Analytic p-Value Calculation Under Arbitrary Dependency StructuresSatellite conjunction analysis and the false confidence theoremThe Automatic Construction of Bootstrap Confidence IntervalsPractical valid inferences for the two-sample binomial problemAsymptotic equivalence between frequentist and Bayesian prediction limits for the Poisson distributionAccelerated degradation tests with inspection effectsJudicious judgment meets unsettling updating: dilation, sure loss and Simpson's paradoxDistributed simultaneous inference in generalized linear models via confidence distributionUncertainty quantification for principal component regressionFalse confidence, non-additive beliefs, and valid statistical inferencePredicting the popularity of tweets using internal and external knowledge: an empirical Bayes type approachHomeostasis phenomenon in conformal prediction and predictive distribution functionsUncertainty quantification for honest regression treesConfidence distributions for skew normal change-point model based on modified information criterionA Distributed and Integrated Method of Moments for High-Dimensional Correlated Data AnalysisParallel-and-stream accelerator for computationally fast supervised learningUnnamed ItemInterpreting \(p\)-values and confidence intervals using well-calibrated null preference priorsMethods to compute prediction intervals: a review and new resultsFinite-sample generalized confidence distributions and sign-based robust estimators in median regressions with heterogeneous dependent errorsDirect and approximately valid probabilistic inference on a class of statistical functionalsDiscussion of Professor Bradley Efron’s Article on “Prediction, Estimation, and Attribution”Large scale two sample multinomial inferences and its applications in genome-wide association studiesA confidence distribution approach to inferring the among-group variance component in one-way random effects model with unequal error variancesProbabilistic inference for multiple testingInterval estimation, point estimation, and null hypothesis significance testing calibrated by an estimated posterior probability of the null hypothesis




This page was built for publication: Confidence Distribution, the Frequentist Distribution Estimator of a Parameter: A Review