Related papers: Asymptotic properties of robust complex covariance…

Non-standard distributional approximations have received considerable attention in recent years. They often provide more accurate approximations in small samples, and theoretical improvements in some cases. This paper shows that the…

We consider a multiple-input multiple-output (MIMO) multiple access channel (MAC), where the channel between each transmitter and the receiver is modeled by the doubly-scattering channel model. Based on novel techniques from random matrix…

This paper studies the properties of debiased machine learning (DML) estimators under a novel asymptotic framework, offering insights for improving the performance of these estimators in applications. DML is an estimation method suited to…

This paper addresses the problem of detecting a moving target embedded in Gaussian noise with an unknown covariance matrix for frequency diverse array multiple-input multiple-output (FDA-MIMO) radar. To end it, assume that obtaining a set…

This paper studies debiased machine learning when nuisance parameters appear in indicator functions. An important example is maximized average welfare gain under optimal treatment assignment rules. For asymptotically valid inference for a…

Elliptically symmetric distributions are a classic example of a semiparametric model where the location vector and the scatter matrix (or a parameterization of them) are the two finite-dimensional parameters of interest, while the density…

Covariance matrix estimation concerns the problem of estimating the covariance matrix from a collection of samples, which is of extreme importance in many applications. Classical results have shown that $O(n)$ samples are sufficient to…

In this paper, a fast algorithm for the Direction Of Arrival (DOA) estimation of radiating sources, based on partial covariance matrix and without eigende- composition of incoming signals is extended to two dimensional problem of joint…

The asymptotic variance of the maximum likelihood estimate is proved to decrease when the maximization is restricted to a subspace that contains the true parameter value. Maximum likelihood estimation allows a systematic fitting of…

State space models have long played an important role in signal processing. The Gaussian case can be treated algorithmically using the famous Kalman filter. Similarly since the 1970s there has been extensive application of Hidden Markov…

This article studies two regularized robust estimators of scatter matrices proposed (and proved to be well defined) in parallel in (Chen et al., 2011) and (Pascal et al., 2013), based on Tyler's robust M-estimator (Tyler, 1987) and on…

This work concerns the estimation of multidimensional nonlinear regression models using multilayer perceptrons (MLPs). The main problem with such models is that we need to know the covariance matrix of the noise to get an optimal estimator.…

We consider logistic regression including two sets of discrete or categorical covariates that are missing at random (MAR) separately or simultaneously. We examine the asymptotic properties of two multiple imputation (MI) estimators, given…

We study the asymptotic joint distribution of sample space--time covariance estimators of strictly stationary random fields. We do this without any marginal or joint distributional assumptions other than mild moment and mixing conditions.…

We study nonparametric covariance function estimation for functional data observed with noise at discrete locations on a $d$-dimensional domain. Estimating the covariance function from discretely observed data is a challenging nonparametric…

We place ourselves in the setting of high-dimensional statistical inference, where the number of variables $p$ in a data set of interest is of the same order of magnitude as the number of observations $n$. More formally, we study the…

Asymptotic properties of a vector of length power functionals of random geometric graphs are investigated. More precisely, its asymptotic covariance matrix is studied as the intensity of the underlying homogeneous Poisson point process…

Distributed statistical inference has recently attracted immense attention. The asymptotic efficiency of the maximum likelihood estimator (MLE), the one-step MLE, and the aggregated estimating equation estimator are established for…

Recent work by Ram\'irez et al. [2] has introduced Multi-Channel Factor Analysis (MFA) as an extension of factor analysis to multi-channel data that allows for latent factors common to all channels as well as factors specific to each…

In this paper, we show how to estimate the asymptotic (conditional) covariance matrix, which appears in central limit theorems in high-frequency estimation of asset return volatility. We provide a recipe for the estimation of this matrix by…