Related papers: Estimating the Ratio of Two Functions in a Nonpara…

We consider a two-component mixture model with one known component. We develop methods for estimating the mixing proportion and the unknown distribution nonparametrically, given i.i.d.~data from the mixture model, using ideas from shape…

We consider nonparametric estimation of a regression function for a situation where precisely measured predictors are used to estimate the regression curve for coarsened, that is, less precise or contaminated predictors. Specifically, while…

A generalised concept of the signal-to-noise ratio (or equivalently the ratio of predictable components, or RPC) is provided, based on proper scoring rules. This definition is the natural generalisation of the classical RPC, yet it allows…

We consider the problem of estimation of a shift parameter of an unknown symmetric function in Gaussian white noise. We introduce a notion of semiparametric second-order efficiency and propose estimators that are semiparametrically…

Consider the minimum mean-square error (MMSE) of estimating an arbitrary random variable from its observation contaminated by Gaussian noise. The MMSE can be regarded as a function of the signal-to-noise ratio (SNR) as well as a functional…

In this paper we suggest a new algorithm for determination of signal-to-noise ratio (SNR). SNR is a quantitative measure widely used in science and engineering. Generally, methods for determination of SNR are based on using of…

Recently, distributed dual averaging has received increasing attention due to its superiority in handling constraints and dynamic networks in multiagent optimization. However, all distributed dual averaging methods reported so far…

We consider the problem of jointly estimating the number as well as the parameters of two-dimensional sinusoidal signals, observed in the presence of an additive colored noise field. We begin by elaborating on the least squares estimation…

We study a semi-/nonparametric regression model with a general form of nonclassical measurement error in the outcome variable. We show equivalence of this model to a generalized regression model. Our main identifying assumptions are a…

Increasing practical interest has been shown in regression problems where the errors, or disturbances, are centred in a way that reflects particular characteristics of the mechanism that generated the data. In economics this occurs in…

We consider the problem of estimating the joint distribution of $n$ independent random variables. Our approach is based on a family of candidate probabilities that we shall call a model and which is chosen to either contain the true…

This paper focuses on a semiparametric regression model in which the response variable is explained by the sum of two components. One of them is parametric (linear), the corresponding explanatory variable is measured with additive error and…

Classical two-sample permutation tests for equality of distributions have exact size in finite samples, but they fail to control size for testing equality of parameters that summarize each distribution. This paper proposes permutation tests…

This work proposes a new loss function targeting classification problems, utilizing a source of information overlooked by cross entropy loss. First, we derive a series of the tightest upper and lower bounds for the probability of a random…

We consider a situation where the distribution of a random variable is being estimated by the empirical distribution of noisy measurements of that variable. This is common practice in, for example, teacher value-added models and other…

We provide a semi-parametric analysis for the proportional likelihood ratio model, proposed by Luo & Tsai (2012). We study the tangent spaces for both the parameter of interest and the nuisance parameter, and obtain an explicit expression…

Consider semiparametric estimation where a doubly robust estimating function for a low-dimensional parameter is available, depending on two working models. With high-dimensional data, we develop regularized calibrated estimation as a…

This paper proposes consistent estimators for transformation parameters in semiparametric models. The problem is to find the optimal transformation into the space of models with a predetermined regression structure like additive or…

A new estimation method for the two-component mixture model introduced in \cite{Van13} is proposed. This model consists of a two-component mixture of linear regressions in which one component is entirely known while the proportion, the…

The problem of f-divergence estimation is important in the fields of machine learning, information theory, and statistics. While several nonparametric divergence estimators exist, relatively few have known convergence properties. In…