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We study the algorithmic problem of robust mean estimation of an identity covariance Gaussian in the presence of mean-shift contamination. In this contamination model, we are given a set of points in $\mathbb{R}^d$ generated i.i.d. via the…

Data Structures and Algorithms · Computer Science 2025-02-21 Ilias Diakonikolas , Giannis Iakovidis , Daniel M. Kane , Thanasis Pittas

To quantify uncertainty around point estimates of conditional objects such as conditional means or variances, parameter uncertainty has to be taken into account. Attempts to incorporate parameter uncertainty are typically based on the…

Econometrics · Economics 2019-01-23 Eric Beutner , Alexander Heinemann , Stephan Smeekes

Clustered sampling is prevalent in empirical regression discontinuity (RD) designs, but it has not received much attention in the theoretical literature. In this paper, we introduce a general model-based framework for such settings and…

Econometrics · Economics 2026-03-20 Claudia Noack , Tomasz Olma , Christoph Rothe

This article addresses the problem of estimating the population mean in the presence of auxiliary information when study variable itself is qualitative in nature. Bias and mean squared error (MSE) expressions of the class of estimators are…

Statistics Theory · Mathematics 2013-12-12 Rajesh Singh , Prayas Sharma

This paper generalizes the traditional statistical concept of prediction intervals for arbitrary probability density functions in high-dimensional feature spaces by introducing significance level distributions, which provides…

Computer Vision and Pattern Recognition · Computer Science 2008-09-22 Steffen Kuehn

The standardized mean difference (SMD) is a widely used measure of effect size, particularly common in psychology, clinical trials, and meta-analysis involving continuous outcomes. Traditionally, under the equal variance assumption, the SMD…

Methodology · Statistics 2025-06-05 Jiandong Shi , Xiaochen Zhang , Lu Lin , Hiu Yee Kwan , Tiejun Tong

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.

Statistics Theory · Mathematics 2015-05-28 Xinghui Wang , Shuhe Hu

Measuring the degree of spatial spreading of a sample can be of great interest when sampling from a spatial population. The commonly used spatial balance index by Grafstr\"om et al. (2012) is particularly effective in comparing the level of…

Methodology · Statistics 2017-11-28 Yves Tillé , Maria Michela Dickson , Giuseppe Espa , Diego Giuliani

We observe a realization of a stationary generalized weighted Voronoi tessellation of the d-dimensional Euclidean space within a bounded observation window. Given a geometric characteristic of the typical cell, we use the minus-sampling…

Probability · Mathematics 2019-06-10 Daniela Flimmel , Zbyněk Pawlas , Joseph E. Yukich

This work is concerned with the estimation of the intensity parameter of a stationary determinantal point process. We consider the standard estimator, corresponding to the number of observed points per unit volume and a recently introduced…

Statistics Theory · Mathematics 2016-04-26 Jean-François Coeurjolly , Christophe Ange Napoléon Biscio

The aim of the paper is to derive the numerical least-squares estimator for mean and variance of random variable. In order to do so the following questions have to be answered: (i) what is the statistical model for the estimation procedure?…

Numerical Analysis · Mathematics 2025-10-20 Tomasz Suslo

The term moderate deviations is often used in the literature to mean a class of large deviation principles that, in some sense, fills the gap between a convergence in probability of some random variables to a constant and a weak convergence…

Probability · Mathematics 2024-11-20 Rita Giuliano , Claudio Macci , Barbara Pacchiarotti

Tests based on sample mean vectors and sample spatial signs have been studied in the recent literature for high dimensional data with the dimension larger than the sample size. For suitable sequences of alternatives, we show that the powers…

Statistics Theory · Mathematics 2015-05-22 Anirvan Chakraborty , Probal Chaudhuri

We study the sublinear multivariate mean estimation problem in $d$-dimensional Euclidean space. Specifically, we aim to find the mean $\mu$ of a ground point set $A$, which minimizes the sum of squared Euclidean distances of the points in…

Data Structures and Algorithms · Computer Science 2025-10-07 Beatrice Bertolotti , Matteo Russo , Chris Schwiegelshohn , Sudarshan Shyam

A large class of problems in sciences and engineering can be formulated as the general problem of constructing random intervals with pre-specified coverage probabilities for the mean. Wee propose a general approach for statistical inference…

Statistics Theory · Mathematics 2013-06-11 Xinjia Chen

A key feature of a sequential study is that the actual sample size is a random variable that typically depends on the outcomes collected. While hypothesis testing theory for sequential designs is well established, parameter and precision…

Statistics Theory · Mathematics 2017-12-21 Ben Berckmoes , Geert Molenberghs

This paper develops a framework for the estimation of the functional mean and the functional principal components when the functions form a random field. More specifically, the data we study consist of curves $X(\mathbf{s}_k;t),t\in[0,T]$,…

Statistics Theory · Mathematics 2013-12-12 Siegfried Hörmann , Piotr Kokoszka

We consider an analysis of variance type problem, where the sample observations are random elements in an infinite dimensional space. This scenario covers the case, where the observations are random functions. For such a problem, we propose…

Methodology · Statistics 2022-07-26 Joydeep Chowdhury , Probal Chaudhuri

Consider the task of generating samples from a tilted distribution of a random vector whose underlying distribution is unknown, but samples from it are available. This finds applications in fields such as finance and climate science, and in…

Predictive mean matching imputation is popular for handling item nonresponse in survey sampling. In this article, we study the asymptotic properties of the predictive mean matching estimator of the population mean. For variance estimation,…

Methodology · Statistics 2018-01-16 Shu Yang , Jae Kwang Kim
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