Related papers: M-Functionals of Multivariate Scatter
Binscatter is a popular method for visualizing bivariate relationships and conducting informal specification testing. We study the properties of this method formally and develop enhanced visualization and econometric binscatter tools. These…
The scattering matrix was measured for microwave cavities with two antennas. It was analyzed in the regime of overlapping resonances. The theoretical description in terms of a statistical scattering matrix and the rescaled Breit-Wigner…
Over the past decades, there has been a surge of interest in studying low-dimensional structures within high-dimensional data. Statistical factor models $-$ i.e., low-rank plus diagonal covariance structures $-$ offer a powerful framework…
As alternatives to the normal distributions, $t$ distributions are widely applied in robust analysis for data with outliers or heavy tails. The properties of the multivariate $t$ distribution are well documented in Kotz and Nadarajah's…
In this paper we propose a family of multivariate asymmetric distributions over an arbitrary subset of set of real numbers which is defined in terms of the well-known elliptically symmetric distributions. We explore essential properties,…
We improve a known result on the strong consistency of M-estimates of the regression parameters in a linear model for independent and identically distributed random errors under some mild conditions.
We propose a M-quantile regression model for the analysis of multivariate, continuous, longitudinal data. M-quantile regression represents an appealing alternative to standard regression models, as it combines the robustness of quantile and…
We introduce a notion of geometric tempering using exponentially-dampened Mittag-Leffler tempering functions and closely investigate the univariate case. Characteristic exponents and cumulants are calculated, as well as spectral densities.…
In this research article, we formulate and prove multidimensional Widder--Arendt theorem and integrated form of multidimensional Widder--Arendt theorem for functions with values in sequentially complete locally convex spaces. Established…
This paper presents a detailed symbolic approach to the study of self-similar tilings. It uses properties of addresses associated with graph-directed iterated function systems to establish conjugacy properties of tiling spaces. Tiles may be…
A theoretical framework is developed for scattering of scalar radiation from stationary, three-dimensional media with correlation functions of scattering potentials obeying $\mathcal{PT}$-symmetry. It is illustrated that unlike in…
We show how clustering standard errors in one or more dimensions can be justified in M-estimation when there is sampling or assignment uncertainty. Since existing procedures for variance estimation are either conservative or invalid, we…
Are score function estimators an underestimated approach to learning with $k$-subset sampling? Sampling $k$-subsets is a fundamental operation in many machine learning tasks that is not amenable to differentiable parametrization, impeding…
We provide finite-sample distribution approximations, that are uniform in the parameter, for inference in linear mixed models. Focus is on variances and covariances of random effects in cases where existing theory fails because their…
We study the large sample properties of sparse M-estimators in the presence of pseudo-observations. Our framework covers a broad class of semi-parametric copula models, for which the marginal distributions are unknown and replaced by their…
In many radar scenarios, the radar target or the medium is assumed to possess randomly varying parts. The properties of a target are described by a random process known as the spreading function. Its second order statistics under the WSSUS…
In some estimation problems, especially in applications dealing with information theory, signal processing and biology, theory provides us with additional information allowing us to restrict the parameter space to a finite number of points.…
The concept of rotation symmetric functions from the Boolean domain is extended to the multiple-valued (MV) domain. It is shown that symmetric functions are a subset of the rotation symmetric functions. Functions exhibiting these kinds of…
We propose a unified framework for establishing existence of nonparametric M-estimators, computing the corresponding estimates, and proving their strong consistency when the class of functions is exceptionally rich. In particular, the…
A function of the empirical characteristic function,exists for the stable distribution, which leads to a linear regression and can be used to estimate the parameters. Two approaches are often used, one to find optimal values of t, but these…