A measurement error model is a regression model with (substantial) measurement errors in the variables. Disregarding these measurement errors in estimating the regression parameters results in asymptotically biased estimators. Several methods have been proposed to eliminate, or at least to...

This paper discusses techniques to generate survival times for simulation studies regarding Cox proportional hazards models. In linear regression models, the response variable is directly connected with the considered covariates, the regression coefficients and the simulated random errors. Thus,...

The Gini gain is one of the most common variable selection criteria in machine learning. We derive the exact distribution of the maximally selected Gini gain in the context of binary classification using continuous predictors by means of a combinatorial approach. This distribution provides a...

Weighting is a largely used concept in many fields of statistics and has frequently cause controversies on its justification and profit. In this paper, we analyze a weighted version of the well-known local polynomial regression estimators, derive their asymptotic bias and variance, and find that...

For instance nutritional data are often subject to severe measurement error, and an adequate adjustment of the estimators is indispensable to avoid deceptive conclusions. This paper discusses and extends the method of regression calibration to correct for measurement error in Cox regression....

Nonparametric Predictive Inference (NPI) is a general methodology to learn from data in the absense of prior knowledge and without adding unjustified assumptions. This paper develops NPI for multinominal data where the total number of possible categories for the data is known. We present the...

We present Bayesian updating of an imprecise probability measure, represented by a class of precise multidimensional probability measures. Choice and analysis of our class are motivated by expert interviews that we conducted with modelers in the context of climatic change. From the interviews we...