English
Related papers

Related papers: Efficient class of estimators for population media…

200 papers

The objective of this work is to propose an asymptotic correction method for the estimators of parameters from regression models with covariates subject to classification errors. A correction was developed based on the least squares…

Methodology · Statistics 2025-07-11 Alexandre Garcia Dias , Mariana Rodrigues Motta , Alexandre Hild Aono

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

Let $X$ be a random variable with unknown mean and finite variance. We present a new estimator of the mean of $X$ that is robust with respect to the possible presence of outliers in the sample, provides tight sub-Gaussian deviation…

Statistics Theory · Mathematics 2022-01-03 Stanislav Minsker , Mohamed Ndaoud

Tracy et al.[8] have introduced a family of estimators using Srivenkataramana and Tracy ([6],[7]) transformation in simple random sampling. In this article, we have proposed a dual to ratio-cum-product estimator in stratified random…

Methodology · Statistics 2013-04-03 Rajesh Singh , Mukesh Kumar , Manoj K. Chaudhary , Cem Kadilar

This paper revisits the procedures suggested by Dudewicz and Dalal (1975) and Rinott (1978) which are designed for selecting the population with the highest mean among independent Gaussian populations with unknown and possibly different…

Statistics Theory · Mathematics 2018-12-31 Royi Jacobovic

Chirp signals are quite common in many natural and man-made systems like audio signals, sonar, radar etc. Estimation of the unknown parameters of a signal is a fundamental problem in statistical signal processing. Recently, Kundu and Nandi…

Applications · Statistics 2018-04-05 Rhythm Grover , Debasis Kundu , Amit Mitra

We investigate the joint asymptotic behavior of so-called blocks estimator of the extremal index, that determines the mean length of clusters of extremes, based on the exceedances over different thresholds. Due to the large bias of these…

Methodology · Statistics 2011-07-06 Holger Drees

Functional data analysis is a fast evolving branch of statistics. Estimation procedures for the popular functional linear model either suffer from lack of robustness or are computationally burdensome. To address these shortcomings, a…

Methodology · Statistics 2021-08-27 Ioannis Kalogridis , Stefan Van Aelst

Biased stochastic estimators, such as finite-differences for noisy gradient estimation, often contain parameters that need to be properly chosen to balance impacts from the bias and the variance. While the optimal order of these parameters…

Methodology · Statistics 2019-02-14 Henry Lam , Xinyu Zhang , Xuhui Zhang

We study the problem of estimating the mean of a random vector in $\mathbb{R}^d$ based on an i.i.d.\ sample, when the accuracy of the estimator is measured by a general norm on $\mathbb{R}^d$. We construct an estimator (that depends on the…

Statistics Theory · Mathematics 2018-06-19 Gábor Lugosi , Shahar Mendelson

We introduce a new concept of approximation applicable to decision problems and functions, inspired by Bayesian probability. From the perspective of a Bayesian reasoner with limited computational resources, the answer to a problem that…

Computational Complexity · Computer Science 2025-06-27 Vanessa Kosoy , Alexander Appel

The instrumental variable method is widely used in the health and social sciences for identification and estimation of causal effects in the presence of potentially unmeasured confounding. In order to improve efficiency, multiple…

Methodology · Statistics 2022-04-19 Baoluo Sun , Zhonghua Liu , Eric Tchetgen Tchetgen

Suppose that we wish to estimate a finite-dimensional summary of one or more function-valued features of an underlying data-generating mechanism under a nonparametric model. One approach to estimation is by plugging in flexible estimates of…

Methodology · Statistics 2020-08-28 Hongxiang Qiu , Alex Luedtke , Marco Carone

The usage of machine learning methods in traditional surveys including official statistics, is still very limited. Therefore, we propose a predictor supported by these algorithms, which can be used to predict any population or subpopulation…

Methodology · Statistics 2025-07-14 Tomasz Żądło , Adam Chwila

Data subsampling has become widely recognized as a tool to overcome computational and economic bottlenecks in analyzing massive datasets. We contribute to the development of adaptive design for estimation of finite population…

Methodology · Statistics 2024-07-08 Henrik Imberg , Xiaomi Yang , Carol Flannagan , Jonas Bärgman

A recent article on generalised linear mixed model asymptotics, Jiang et al. (2022), derived the rates of convergence for the asymptotic variances of maximum likelihood estimators. If $m$ denotes the number of groups and $n$ is the average…

Statistics Theory · Mathematics 2023-04-03 Luca Maestrini , Aishwarya Bhaskaran , Matt P. Wand

The James-Stein estimator's dominance over maximum likelihood in terms of mean square error (MSE) has been one of the most celebrated results in modern statistics, suggesting that biased estimators can systematically outperform unbiased…

Statistics Theory · Mathematics 2025-08-12 Paul W. Vos

We generalize the na\"ive estimator of a Poisson regression model with measurement errors as discussed in Kukush et al. [1]. The explanatory variable is not always normally distributed as they assume. In this study, we assume that the…

Statistics Theory · Mathematics 2022-05-12 Kentarou Wada , Takeshi Kurosawa

Evaluation of treatment effects and more general estimands is typically achieved via parametric modelling, which is unsatisfactory since model misspecification is likely. Data-adaptive model building (e.g. statistical/machine learning) is…

Statistics Theory · Mathematics 2022-01-14 Oliver Hines , Oliver Dukes , Karla Diaz-Ordaz , Stijn Vansteelandt

Despite empirical risk minimization (ERM) is widely applied in the machine learning community, its performance is limited on data with spurious correlation or subpopulation that is introduced by hidden attributes. Existing literature…

Machine Learning · Computer Science 2024-12-18 Hongyu Shen , Zhizhen Zhao