Related papers: Rejoinder
Kagan and Shepp (2005, Amer. Statist.) presented an elegant example of a mixture model for which an insufficient statistic preserves Fisher information. This note uses the regularity property of differentiability in quadratic mean to…
This is an expanded version of the notes of my three lectures at a NATO Advanced Study Institute ``Symmetric functions 2001: surveys of developments and perspectives" (Isaac Newton Institute for Mathematical Sciences, Cambridge, UK; June…
A simple proof of a key inequality required by the paper's analysis is presented. An introductory section discussing the paper's setup may be helpful to some readers. An alternative statistical analysis is suggested.
Some of my previous publications were incomplete in the sense that non trivial zeros belonging to a particular type of fundamental domain have been inadvertently ignored. Due to this fact, I was brought to believe that computations done by…
Discussion of ``Breakdown and groups'' by P. L. Davies and U. Gather [math.ST/0508497]
Discussion of ``Breakdown and groups'' by P. L. Davies and U. Gather [math.ST/0508497]
Discussion of ``Breakdown and groups'' by P. L. Davies and U. Gather [math.ST/0508497]
Discussion of ``Breakdown and groups'' by P. L. Davies and U. Gather [math.ST/0508497]
Discussion of ``Breakdown and groups'' by P. L. Davies and U. Gather [math.ST/0508497]
Discussion of ``Breakdown and groups'' by P. L. Davies and U. Gather [math.ST/0508497]
Contributed discussion to the paper of Drton and Plummer (2017), presented before the Royal Statistical Society on 5th October 2016.
An improvement of the author's result, proved in 1961, concerning necessary and sufficient conditions for the compactness of embedding operators is given. A counterexample to a published statement concerning compactness of embedding…
We consider regression analysis in the context of data integration. To combine partial information from external sources, we employ the idea of model calibration which introduces a "working" reduced model based on the observed covariates.…
This article is a thorough critique to the Weniger's comments made to our papers published in prestigious journals in the recent years. A detailed and critical examination of the arguments that led to the suggested comment by Weniger…
Attempts to quantify dependence between random elements X and Y via maximal correlation go back to Gebelein (1941) and R\'{e}nyi (1959). After summarizing properties (including some new) of the R\'{e}nyi measure of dependence, a calibrated…
Comment on "Quantifying the Fraction of Missing Information for Hypothesis Testing in Statistical and Genetic Studies" [arXiv:1102.2774]
Comment on "Quantifying the Fraction of Missing Information for Hypothesis Testing in Statistical and Genetic Studies" [arXiv:1102.2774]
Expanded version of the author's contribution to the Concise Encyclopaedia of Supersymmetry, eds. J. Bagger, S. Duplij and W. Siegel
A probabilistic query may not be estimable from observed data corrupted by missing values if the data are not missing at random (MAR). It is therefore of theoretical interest and practical importance to determine in principle whether a…
This paper considers the regularized Tyler's scatter estimator for elliptical distributions, which has received considerable attention recently. Various types of shrinkage Tyler's estimators have been proposed in the literature and proved…