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Depth notions in regression have been systematically proposed and examined in Zuo (2018). One of the prominent advantages of notion of depth is that it can be directly utilized to introduce median-type deepest estimating functionals (or…

Statistics Theory · Mathematics 2019-08-13 Yijun Zuo

We study the algorithmic problem of robust mean estimation of an identity covariance Gaussian in the presence of mean-shift contamination. In this contamination model, we are given a set of points in $\mathbb{R}^d$ generated i.i.d. via the…

Data Structures and Algorithms · Computer Science 2025-02-21 Ilias Diakonikolas , Giannis Iakovidis , Daniel M. Kane , Thanasis Pittas

Walley's Imprecise Dirichlet Model (IDM) for categorical data overcomes several fundamental problems which other approaches to uncertainty suffer from. Yet, to be useful in practice, one needs efficient ways for computing the…

Probability · Mathematics 2007-07-16 Marcus Hutter

In many situations, data are recorded over a period of time and may be regarded as realizations of a stochastic process. In this paper, robust estimators for the principal components are considered by adapting the projection pursuit…

Statistics Theory · Mathematics 2012-03-12 Juan Lucas Bali , Graciela Boente , David E. Tyler , Jane-Ling Wang

We present methods for causally interpretable meta-analyses that combine information from multiple randomized trials to estimate potential (counterfactual) outcome means and average treatment effects in a target population. We consider…

We use a decision-theoretic framework to study the problem of forecasting discrete outcomes when the forecaster is unable to discriminate among a set of plausible forecast distributions because of partial identification or concerns about…

Econometrics · Economics 2020-12-18 Timothy Christensen , Hyungsik Roger Moon , Frank Schorfheide

We investigate Bayesian predictive inference for finite population quantities when there are unequal probabilities of selection. Only limited information about the sample design is available; i.e., only the first-order selection…

Methodology · Statistics 2018-04-10 Junheng Ma , Joe Sedransk , Balgobin Nandram , Lu Chen

We study the distribution of hard-, soft-, and adaptive soft-thresholding estimators within a linear regression model where the number of parameters k can depend on sample size n and may diverge with n. In addition to the case of known…

Statistics Theory · Mathematics 2012-01-04 Benedikt M. Pötscher , Ulrike Schneider

The authors propose a robust semi-parametric empirical likelihood method to integrate all available information from multiple samples with a common center of measurements. Two different sets of estimating equations are used to improve the…

Methodology · Statistics 2012-10-03 Hsiao-Hsuan Wang , Yuehua Wu , Yuejiao Fu , Xiaogang Wang

In this paper we formulate a solution of the robust linear regression problem in a general framework of correntropy maximization. Our formulation yields a unified class of estimators which includes the Gaussian and Laplacian kernel-based…

Systems and Control · Computer Science 2017-09-04 Laurent Bako

Robust estimators of location and dispersion are often used in the elliptical model to obtain an uncontaminated and highly representative subsample by trimming the data outside an ellipsoid based in the associated Mahalanobis distance. Here…

Statistics Theory · Mathematics 2016-08-14 Juan A. Cuesta-Albertos , Carlos Matrán , Agustín Mayo-Iscar

A new variant of Newton's method for empirical risk minimization is studied, where at each iteration of the optimization algorithm, the gradient and Hessian of the objective function are replaced by robust estimators taken from existing…

Machine Learning · Statistics 2023-07-18 Eirini Ioannou , Muni Sreenivas Pydi , Po-Ling Loh

In this paper, we develop a general approach to proving global and local uniform limit theorems for the Horvitz-Thompson empirical process arising from complex sampling designs. Global theorems such as Glivenko-Cantelli and Donsker…

Statistics Theory · Mathematics 2019-05-31 Qiyang Han , Jon A. Wellner

This paper concerns the robust regression model when the number of predictors and the number of observations grow in a similar rate. Theory for M-estimators in this regime has been recently developed by several authors [El Karoui et al.,…

Statistics Theory · Mathematics 2016-04-06 Daniel Nevo , Ya'acov Ritov

While there is a rich literature on robust methodologies for contamination in continuously distributed data, contamination in categorical data is largely overlooked. This is regrettable because many datasets are categorical and oftentimes…

Methodology · Statistics 2024-12-13 Max Welz

Transported mediation effects may contribute to understanding how and why interventions may work differently when applied to new populations. However, we are not aware of any estimators for such effects. Thus, we propose several different…

Methodology · Statistics 2020-06-16 Kara E Rudolph , Jonathan Levy , Mark J van der Laan

In this paper we have proposed a general class of modified regression type estimator in systematic sampling under non-response to estimate the population mean using auxiliary information. The expressions of bias and mean square error (MSE)…

Methodology · Statistics 2013-06-27 Hemant Verma , R. D. Singh , Rajesh Singh

Linear regression estimators are known to be sensitive to outliers, and one alternative to obtain a robust and efficient estimator of the regression parameter is to model the error with Student's $t$ distribution. In this article, we…

Methodology · Statistics 2026-03-19 Amanda Ng , Shangkai Zhu , Archer Gong Zhang , Nancy Reid

A general family of estimators for estimating the population mean of the variable under study, which make use of known value of certain population parameter(s), is proposed. Under Simple Random Sampling Without Replacement (SRSWOR) scheme,…

Statistics Theory · Mathematics 2007-10-17 M. Khoshnevisan , Rajesh Singh , Pankaj Chauhan , Nirmala Sawan , Florentin Smarandache

Beta regression models are employed to model continuous response variables in the unit interval, like rates, percentages, or proportions. Their applications rise in several areas, such as medicine, environment research, finance, and natural…

Methodology · Statistics 2026-05-15 Yuri S. Maluf , Silvia L. P. Ferrari , Francisco F. Queiroz