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Fiducial inference, as generalized by Hannig et al. (2016), is applied to nonparametric g-modeling (Efron, 2016) in the discrete case. We propose a computationally efficient algorithm to sample from the fiducial distribution, and use generated samples to construct point estimates and confidence intervals. We study the theoretical properties of the fiducial distribution and perform extensive simulations in various scenarios. The proposed approach gives rise to surprisingly good statistical performance in terms of the mean squared error of point estimators and coverage of confidence intervals. Furthermore, we apply the proposed fiducial method to estimate the probability of each satellite site being malignant using gastric adenocarcinoma data with 844 patients (Efron, 2016).
We consider nonparametric measurement error density deconvolution subject to heteroscedastic measurement errors as well as symmetry about zero and shape constraints, in particular unimodality. The problem is motivated by applications where the observ
We consider the nonparametric estimation of the density function of weakly and strongly dependent processes with noisy observations. We show that in the ordinary smooth case the optimal bandwidth choice can be influenced by long range dependence, as
Nonparametric methodologies are proposed to assess college students performance. Emphasis is given to gender and sector of High School. The application concerns the University of Campinas, a research university in Southeast Brazil. In Brazil college
We give the distribution of $M_n$, the maximum of a sequence of $n$ observations from a moving average of order 1. Solutions are first given in terms of repeated integrals and then for the case where the underlying independent random variables are di
Fiducial Inference, introduced by Fisher in the 1930s, has a long history, which at times aroused passionate disagreements. However, its application has been largely confined to relatively simple parametric problems. In this paper, we present what mi