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In this paper we address the challenging problem of designing globally convergent estimators for the parameters of nonlinear systems containing a non-separable exponential nonlinearity. This class of terms appears in many practical…

Dynamical Systems · Mathematics 2022-11-17 Romeo Ortega , Alexey Bobtsov , Ramon Costa-Castello , Nikolay Nikolaev

Nonparametric maximum likelihood estimation is intended to infer the unknown density distribution while making as few assumptions as possible. To alleviate the over parameterization in nonparametric data fitting, smoothing assumptions are…

Machine Learning · Statistics 2021-04-21 YunPeng Li , ZhaoHui Ye

In this paper, a practical estimation method for a regression model is proposed using semiparametric efficient score functions applicable to data with various shapes of errors. First, I derive semiparametric efficient score vectors for a…

Methodology · Statistics 2023-01-23 Mijeong Kim

This article introduces a novel nonparametric methodology for Generalized Linear Models which combines the strengths of the binary regression and latent variable formulations for categorical data, while overcoming their disadvantages.…

Machine Learning · Statistics 2021-10-12 K. P. Chowdhury

This pedagogical review examines the use of machine learning methods in finite-population inference for survey sampling, with an emphasis on design-based validity and statistical inference. While flexible prediction tools offer substantial…

Methodology · Statistics 2026-05-19 Mehdi Dagdoug , David Haziza

With the ubiquitous availability of unstructured data, growing attention is paid as how to adjust for selection bias in such non-probability samples. The majority of the robust estimators proposed by prior literature are either fully or…

Methodology · Statistics 2022-04-08 Ali Rafei , Michael R. Elliott , Carol A. C. Flannagan

We present a general non-parametric statistical inference theory for integrals of quantiles without assuming any specific sampling design or dependence structure. Technical considerations are accompanied by examples and discussions,…

Statistics Theory · Mathematics 2026-01-19 Nadezhda Gribkova , Mengqi Wang , Ričardas Zitikis

In regression analysis, associations between continuous predictors and the outcome are often assumed to be linear. However, modeling the associations as non-linear can improve model fit. Many flexible modeling techniques, like (fractional)…

We study the problems related to the estimation of the Gini index in presence of a fat-tailed data generating process, i.e. one in the stable distribution class with finite mean but infinite variance (i.e. with tail index $\alpha\in(1,2)$).…

Methodology · Statistics 2018-05-02 Andrea Fontanari , Nassim Nicholas Taleb , Pasquale Cirillo

Semiparametric regression offers a flexible framework for modeling non-linear relationships between a response and covariates. A prime example are generalized additive models where splines (say) are used to approximate non-linear functional…

Statistics Theory · Mathematics 2018-10-05 Francis K. C. Hui , Chong You , Han Lin Shang , Samuel Müller

In this paper, we propose a new semiparametric regression estimator by using a hybrid technique of a parametric approach and a nonparametric penalized spline method. The overall shape of the true regression function is captured by the…

Statistics Theory · Mathematics 2012-02-17 Takuma Yoshida , Kanta Naito

Nonparametric regression models offer a way to understand and quantify relationships between variables without having to identify an appropriate family of possible regression functions. Although many estimation methods for these models have…

Methodology · Statistics 2023-04-07 Matias Salibian-Barrera

In this paper, a shrinkage estimator for the population mean is proposed under known quadratic loss functions with unknown covariance matrices. The new estimator is non-parametric in the sense that it does not assume a specific parametric…

Methodology · Statistics 2014-11-07 Cheng Wang , Tiejun Tong , Longbing Cao , Baiqi Miao

We present large sample results for partitioning-based least squares nonparametric regression, a popular method for approximating conditional expectation functions in statistics, econometrics, and machine learning. First, we obtain a…

Statistics Theory · Mathematics 2020-07-20 Matias D. Cattaneo , Max H. Farrell , Yingjie Feng

Mixed-effect models are widely used for the analysis of correlated data such as longitudinal data and repeated measures. In this article, we study an approach to the nonparametric estimation of mixed-effect models. We consider models with…

Statistics Theory · Mathematics 2007-06-13 Chong Gu , Ping Ma

Dynamical modelling lies at the heart of our understanding of physical systems. Its role in science is deeper than mere operational forecasting, in that it allows us to evaluate the adequacy of the mathematical structure of our models.…

Data Analysis, Statistics and Probability · Physics 2015-06-05 Hailiang Du , Leonard A. Smith

This paper investigates the nonparametric estimation of a circular regression function in an errors-in-variables framework. Two settings are studied, depending on whether the covariates are circular or linear. Adaptive estimators are…

Statistics Theory · Mathematics 2025-08-27 Tien Dat Nguyen , Thanh Mai Pham Ngoc

The present paper discusses the problem of estimating the finite population mean of study variable in simple random sampling in the presence of non response and response error together. The estimators in this article use auxiliary…

Methodology · Statistics 2014-04-08 Prayas Sharma , Rajesh Singh

We consider Gini's mean difference statistic as an alternative to the empirical variance in the settings of finite populations where simple random samples are drawn without replacement. In particular, we discuss specific (in the finite…

Statistics Theory · Mathematics 2014-06-10 Andrius Čiginas , Dalius Pumputis

The paper introduces a new estimation method for the standard linear regression model. The procedure is not driven by the optimisation of any objective function rather, it is a simple weighted average of slopes from observation pairs. The…

Econometrics · Economics 2024-02-27 Felix Chan , Laszlo Matyas