Related papers: Qualitative robustness of statistical functionals …
Many standard estimators such as several maximum likelihood estimators or the empirical estimator for any law-invariant convex risk measure are not (qualitatively) robust in the classical sense. However, these estimators may nevertheless…
A definition of qualitative robustness for point estimators in general statistical models is proposed. Some criteria for robustness are established and applied to estimators in parametric, semiparametric, and nonparametric models. In…
The measure contraction property, $\mathsf{MCP}$ for short, is a weak Ricci curvature lower bound conditions for metric measure spaces. The goal of this paper is to understand which structural properties such assumption (or even weaker…
In the research on checking whether the underlying model is of parametric single-index structure with outliers in observations, the purpose of this paper is two-fold. First, a test that is robust against outliers is suggested. The Hampel's…
Gowers introduced, for d\geq 1, the notion of dimension-d uniformity U^d(f) of a function f: G -> \C, where G is a finite abelian group and \C are the complex numbers. Roughly speaking, if U^d(f) is small, then f has certain…
In this thesis, the main objects of study are probability measures on the isomorphism classes of countable, connected rooted graphs. An important class of such measures is formed by unimodular measures, which satisfy a certain equation,…
We present a new criterion, based on commutator methods, for the strong mixing property of unitary representations of topological groups equipped with a proper length function. Our result generalises and unifies recent results on the strong…
We are interested in the problem of robust parametric estimation of a density from $n$ i.i.d. observations. By using a practice-oriented procedure based on robust tests, we build an estimator for which we establish non-asymptotic risk…
Support vector machines have attracted much attention in theoretical and in applied statistics. Main topics of recent interest are consistency, learning rates and robustness. In this article, it is shown that support vector machines are…
The strong unique continuation property for Einstein metrics can be concluded from the well-known fact that Einstein metrics are analytic in geodesic normal coordinates. Here we give a proof of the same result that given two Einstein…
A classical result of Halmos asserts that among measure preserving transformations the weak mixing property is generic. We extend Halmos' result to the collection of ergodic extensions of a fixed, but arbitrary, ergodic transformation…
We apply a suitable modification of the functional delta method to statistical functionals that arise from law-invariant coherent risk measures. To this end we establish differentiability of the statistical functional in a relaxed Hadamard…
It is demonstrated that the the statistics for a joint measurement of two conjugate variables in Quantum Mechanics are expressed through an equation identical to the classical one, provided that joint classical probabilities are substituted…
This paper investigates the relationship between various measure-theoretic properties of U-statistics with fixed sample size $N$ and the same properties of their kernels. Specifically, the random variables are replaced with elements in some…
The random coefficients model is an extension of the linear regression model that allows for unobserved heterogeneity in the population by modeling the regression coefficients as random variables. Given data from this model, the statistical…
Good robust estimators can be tuned to combine a high breakdown point and a specified asymptotic efficiency at a central model. This happens in regression with MM- and tau-estimators among others. However, the finite-sample efficiency of…
We analyze the stability of (strong) laws of large numbers in Hadamard spaces with respect to distributional perturbations. For the inductive means of a sequence of independent, but not necessarily identically distributed random variables,…
In spaces of metrics, we investigate topological distributions of the doubling property, the uniform disconnectedness, and the uniform perfectness, which are the quasi-symmetrically invariant properties appearing in the David--Semmes…
Let $E$ be a space of observables in a sequence of trials $\xi_n$ and define $m_n$ to be the empirical distributions of the outcomes. We discuss the almost sure convergence of the sequence $m_n$ in terms of the $\psi$-weak topology of…
We consider the random point processes on a measure space X defined by the Gibbs measures associated to a given sequence of N-particle Hamiltonians H^{(N)}. Inspired by the method of Messer-Spohn for proving concentration properties for the…