Related papers: Semiparametrically efficient rank-based inference …
Integrating probability and non-probability samples is increasingly important, yet unknown sampling mechanisms in non-probability sources complicate identification and efficient estimation. We develop semiparametric theory for dual-frame…
It is well known that the minimax rates of convergence of nonparametric density and regression function estimation of a random variable measured with error is much slower than the rate in the error free case. Surprisingly, we show that if…
We propose a novel estimation approach for a general class of semi-parametric time series models where the conditional expectation is modeled through a parametric function. The proposed class of estimators is based on a Gaussian…
High-dimensional data arise routinely in modern statistics, econometrics, finance, genomics, and machine learning. While a large body of existing methodology is developed under Gaussian or light-tailed assumptions, many real data sets…
This article concerns tests for location parameters in cases where the data dimension is larger than the sample size. We propose a family of tests based on the optimality arguments in Le Cam (1986) under elliptical symmetric. The asymptotic…
In this paper a method of obtaining smooth analytical estimates of probability densities, radial distribution functions and potentials of mean force from sampled data in a statistically controlled fashion is presented. The approach is…
Nonparametric estimators of a regression function with circular response and Rd-valued predictor are considered in this work. Local polynomial type estimators are proposed and studied. Expressions for their asymptotic biases and variances…
Matrices with low-rank structure are ubiquitous in scientific computing. Choosing an appropriate rank is a key step in many computational algorithms that exploit low-rank structure. However, estimating the rank has been done largely in an…
Standard maximum likelihood estimation cannot be applied to discrete energy-based models in the general case because the computation of exact model probabilities is intractable. Recent research has seen the proposal of several new…
The need to test whether two random vectors are independent has spawned a large number of competing measures of dependence. We are interested in nonparametric measures that are invariant under strictly increasing transformations, such as…
We consider quantile estimation in a semi-supervised setting, characterized by two available data sets: (i) a small or moderate sized labeled data set containing observations for a response and a set of possibly high dimensional covariates,…
Let $(X_i)_{i=1,...,n}$ be a possibly nonstationary sequence such that $\mathscr{L}(X_i)=P_n$ if $i\leq n\theta$ and $\mathscr{L}(X_i)=Q_n$ if $i>n\theta$, where $0<\theta <1$ is the location of the change-point to be estimated. We…
We present a novel approach for nonlinear statistical shape modeling that is invariant under Euclidean motion and thus alignment-free. By analyzing metric distortion and curvature of shapes as elements of Lie groups in a consistent…
A common practice in obtaining a semiparametric efficient estimate is through iteratively maximizing the (penalized) log-likelihood w.r.t. its Euclidean parameter and functional nuisance parameter via Newton-Raphson algorithm. The purpose…
We study the estimation of a high dimensional approximate factor model in the presence of both cross sectional dependence and heteroskedasticity. The classical method of principal components analysis (PCA) does not efficiently estimate the…
Suppose we observe a geometrically ergodic semi-Markov process and have a parametric model for the transition distribution of the embedded Markov chain, for the conditional distribution of the inter-arrival times, or for both. The first two…
This article proposes an improved version of the Spearman rank correlation based on using Wilcoxon rank score function. A smoothed empirical cumulative distribution function (ecdf)computes the smoothed ranks and replaces the regular ranks…
In this paper, we propose new semiparametric procedures for making inference on linear functionals and their functions of two semicontinuous populations. The distribution of each population is usually characterized by a mixture of a…
This paper introduces a new metric and mean on the set of positive semidefinite matrices of fixed-rank. The proposed metric is derived from a well-chosen Riemannian quotient geometry that generalizes the reductive geometry of the positive…
We study the problem of parameters estimation in Indirect Observability contexts, where $X_t \in R^r$ is an unobservable stationary process parametrized by a vector of unknown parameters and all observable data are generated by an…