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We introduce a new small area predictor when the Fay-Herriot normal error model is fitted to a logarithmically transformed response variable, and the covariate is measured with error. This framework has been previously studied by Mosaferi…

Methodology · Statistics 2023-08-23 Sepideh Mosaferi , Malay Ghosh , Shonosuke Sugasawa

In this paper, we consider a statistical problem of learning a linear model from noisy samples. Existing work has focused on approximating the least squares solution by using leverage-based scores as an importance sampling distribution.…

Machine Learning · Statistics 2016-02-11 Siheng Chen , Rohan Varma , Aarti Singh , Jelena Kovačević

In systematic reviews and meta-analysis, researchers often pool the results of the sample mean and standard deviation from a set of similar clinical trials. A number of the trials, however, reported the study using the median, the minimum…

Methodology · Statistics 2016-10-06 Xiang Wan , Wenqian Wang , Jiming Liu , Tiejun Tong

Survey sampling plays an important role in the efficient allocation and management of resources. The essence of survey sampling lies in acquiring a sample of data points from a population and subsequently using this sample to estimate the…

Methodology · Statistics 2024-01-29 Jonne Pohjankukka , Sakari Tuominen , Jukka Heikkonen

We proposed new and more efficient estimators for estimating population proportion of respondents belonging to two related sensitive attributes in survey sampling by extending the work of Mangat (1994). Our proposed estimators are more…

Methodology · Statistics 2016-01-05 Olusegun S. Ewemooje , Godwin N. Amahia

This paper is concerned with the simultaneous estimation of $k$ population means when one suspects that the $k$ means are nearly equal. As an alternative to the preliminary test estimator based on the test statistics for testing hypothesis…

Statistics Theory · Mathematics 2018-09-13 Ryo Imai , Tatsuya Kubokawa , Malay Ghosh

We consider the problem of estimating a random state vector when there is information about the maximum distances between its subvectors. The estimation problem is posed in a Bayesian framework in which the minimum mean square error (MMSE)…

Statistics Theory · Mathematics 2012-10-30 Dave Zachariah , Isaac Skog , Magnus Jansson , Peter Händel

Regularized system identification has become a significant complement to more classical system identification. It has been numerically shown that kernel-based regularized estimators often perform better than the maximum likelihood estimator…

Machine Learning · Statistics 2025-03-18 Yue Ju , Bo Wahlberg , Håkan Hjalmarsson

The sample mean is often used to aggregate different unbiased estimates of a parameter, producing a final estimate that is unbiased but possibly high-variance. This paper introduces the Bayesian median of means, an aggregation rule that…

Statistics Theory · Mathematics 2019-06-05 Paulo Orenstein

The moment conditions or estimating equations for instrumental variables quantile regression involve the discontinuous indicator function. We instead use smoothed estimating equations (SEE), with bandwidth $h$. We show that the mean squared…

Methodology · Statistics 2018-02-28 David M. Kaplan , Yixiao Sun

In this article, we have proposed a generalized class of estimators, exponential class of estimators based on adaption of Sharma and Singh (2015) and Solanki and Singh (2013) and simple difference estimator for estimating unknown population…

Statistics Theory · Mathematics 2015-02-10 Prayas Sharma , Hemant K. Verma , Nitesh K. Adichwal , Rajesh Singh

Fine stratification survey is useful in many applications as its point estimator is unbiased, but the variance estimator under the design cannot be easily obtained, particularly when the sample size per stratum is as small as one unit. One…

Methodology · Statistics 2026-03-05 Sepideh Mosaferi , Shonosuke Sugasawa

We review the alternative proposals introduced recently in the literature to update the standard formula to estimate the uncertainty on the mean of repeated measurements, and we compare their performances on synthetic examples with normal…

Data Analysis, Statistics and Probability · Physics 2022-09-13 Pascal Pernot , Jean-Paul Berthet

This paper introduces a new version of the smoothly trimmed mean with a more general version of weights, which can be used as an alternative to the classical trimmed mean. We derive its asymptotic variance and to further investigate its…

Statistics Theory · Mathematics 2024-09-10 Elina Kresse , Emils Silins , Janis Valeinis

When reporting the results of clinical studies, some researchers may choose the five-number summary (including the sample median, the first and third quartiles, and the minimum and maximum values) rather than the sample mean and standard…

Methodology · Statistics 2020-06-18 Jiandong Shi , Dehui Luo , Hong Weng , Xian-Tao Zeng , Lu Lin , Haitao Chu , Tiejun Tong

We explore the performance of sample average approximation in comparison with several other methods for stochastic optimization when there is information available on the underlying true probability distribution. The methods we evaluate are…

Machine Learning · Computer Science 2019-07-22 Eddie Anderson , Harrison Nguyen

It is well-known that trimmed sample means are robust against heavy tails and data contamination. This paper analyzes the performance of trimmed means and related methods in two novel contexts. The first one consists of estimating…

Statistics Theory · Mathematics 2025-12-03 Roberto I. Oliveira , Lucas Resende

The performance of a machine learning system is usually evaluated by using i.i.d.\ observations with true labels. However, acquiring ground truth labels is expensive, while obtaining unlabeled samples may be cheaper. Stratified sampling can…

Machine Learning · Computer Science 2019-07-29 Tiancheng Yu , Xiyu Zhai , Suvrit Sra

We consider machine learning techniques to develop low-latency approximate solutions to a class of inverse problems. More precisely, we use a probabilistic approach for the problem of recovering sparse stochastic signals that are members of…

Information Theory · Computer Science 2016-09-06 Steffen Limmer , Sławomir Stańczak

We propose a two-stage least squares (2SLS) estimator whose first stage is the equal-weighted average over a complete subset with $k$ instruments among $K$ available, which we call the complete subset averaging (CSA) 2SLS. The approximate…

Econometrics · Economics 2026-02-03 Seojeong Lee , Youngki Shin
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