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Outputs (3)

A Cantelli-type inequality for constructing non-parametric p-boxes based on exchangeability (2019)
Conference Proceeding
Troffaes, M. C., & Basu, T. (2019). A Cantelli-type inequality for constructing non-parametric p-boxes based on exchangeability. In J. D. Bock, C. P. . D. Campos, G. D. Cooman, E. Quaeghebeur, & G. Wheeler (Eds.), Proceedings of the Eleventh International Symposium on Imprecise Probabilities : Theories and Applications (386-393)

In this paper we prove a new probability inequality that can be used to construct p-boxes in a non-parametric fashion, using the sample mean and sample standard deviation instead of the true mean and true standard deviation. The inequality relies onl... Read More about A Cantelli-type inequality for constructing non-parametric p-boxes based on exchangeability.

A sensitivity analysis of adaptive lasso (2019)
Presentation / Conference
Basu, T., Einbeck, J., & Troffaes, M. C. (2019, December). A sensitivity analysis of adaptive lasso. Paper presented at Innovations in Data and Statistical Sciences (INDSTATS 2019), Mumbai, India