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Many statistical estimators are defined as the fixed point of a data-dependent operator, with estimators based on minimizing a cost function being an important special case. The limiting performance of such estimators depends on the…

Machine Learning · Computer Science 2022-03-22 Nhat Ho , Koulik Khamaru , Raaz Dwivedi , Martin J. Wainwright , Michael I. Jordan , Bin Yu

Distributed statistical inference has recently attracted enormous attention. Many existing work focuses on the averaging estimator. We propose a one-step approach to enhance a simple-averaging based distributed estimator. We derive the…

Methodology · Statistics 2015-11-11 Cheng Huang , Xiaoming Huo

The purpose of writing this book is to suggest some improved estimators using auxiliary information in sampling schemes like simple random sampling and systematic sampling. This volume is a collection of five papers. The following problems…

Statistics Theory · Mathematics 2013-08-28 Rajesh Singh , Florentin Smarandache

Scientists frequently generalize population level causal quantities such as average treatment effect from a source population to a target population. When the causal effects are heterogeneous, differences in subject characteristics between…

Methodology · Statistics 2023-06-16 Rui Chen , Guanhua Chen , Menggang Yu

Distributed systems have been widely used in practice to accomplish data analysis tasks of huge scales. In this work, we target on the estimation problem of generalized linear models on a distributed system with nonrandomly distributed…

Methodology · Statistics 2020-04-07 Feifei Wang , Danyang Huang , Yingqiu Zhu , Hansheng Wang

The aim of this paper, is to define a bivariate exponentiated generalized linear exponential distribution based on Marshall-Olkin shock model. Statistical and reliability properties of this distribution are discussed. This includes…

Statistics Theory · Mathematics 2017-10-03 Mohamed Ibrahim , M. S. Eliwa , M. El- Morshedy

Respondent-driven sampling is a widely-used network sampling technique, designed to sample from hard-to-reach populations. Estimation from the resulting samples is an area of active research, with software available to compute at least four…

Applications · Statistics 2010-12-21 Amber Tomas , Krista J. Gile

This paper is concerned with general nonlinear regression models where the predictor variables are subject to Berkson-type measurement errors. The measurement errors are assumed to have a general parametric distribution, which is not…

Statistics Theory · Mathematics 2009-08-21 Liqun Wang

Turing's estimator allows one to estimate the probabilities of outcomes that either do not appear or only rarely appear in a given random sample. We perform a simulation study to understand the finite sample performance of several related…

Statistics Theory · Mathematics 2025-03-19 Jie Chang , Michael Grabchak , Jialin Zhang

In this paper, we have established a new framework of truncated inverse sampling for estimating mean values of non-negative random variables such as binomial, Poisson, hyper-geometrical, and bounded variables. We have derived explicit…

Statistics Theory · Mathematics 2013-11-05 Xinjia Chen

This paper is devoted to establishing exponential bounds for the probabilities of deviation of a sample sum from its expectation, when the variables involved in the summation are obtained by sampling in a finite population according to a…

Statistics Theory · Mathematics 2016-10-13 Patrice Bertail , Stephan Clémençon

Estimating mutual information (MI) from samples is a fundamental problem in statistics, machine learning, and data analysis. Recently it was shown that a popular class of non-parametric MI estimators perform very poorly for strongly…

Information Theory · Computer Science 2016-02-18 Shuyang Gao , Greg Ver Steeg , Aram Galstyan

This paper concerns the use of the expectation-maximisation (EM) algorithm for inference in partially observed diffusion processes. In this context, a well known problem is that all except a few diffusion processes lack closed-form…

Statistics Theory · Mathematics 2010-08-18 Jimmy Olsson , Jonas Ströjby

In this paper, we introduce the generalized Gompertz-power series class of distributions which is obtained by compounding generalized Gompertz and power series distributions. This compounding procedure follows same way that was previously…

Methodology · Statistics 2015-09-01 Saeid Tahmasebi , Ali Akbar Jafari

The naive importance sampling estimator, based on samples from a single importance density, can be numerically unstable. Instead, we consider generalized importance sampling estimators where samples from more than one probability…

Statistics Theory · Mathematics 2016-08-12 Vivekananda Roy , Aixin Tan , James M. Flegal

Frequency-magnitude distributions, and their associated uncertainties, are of key importance in statistical seismology. When fitting these distributions, the assumption of Gaussian residuals is invalid since event numbers are both discrete…

Geophysics · Physics 2009-11-13 J. Greenhough , I. G. Main

Cross-classified data frequently arise in scientific fields such as education, healthcare, and social sciences. A common modeling strategy is to introduce crossed random effects within a regression framework. However, this approach often…

Methodology · Statistics 2025-07-22 Shota Takeishi , Shonosuke Sugasawa

We propose and analyze estimators for statistical functionals of one or more distributions under nonparametric assumptions. Our estimators are based on the theory of influence functions, which appear in the semiparametric statistics…

Highly robust and efficient estimators for the generalized linear model with a dispersion parameter are proposed. The estimators are based on three steps. In the first step the maximum rank correlation estimator is used to consistently…

Methodology · Statistics 2017-03-29 Michael Amiguet , Alfio Marazzi , Marina Valdora , Victor Yohai

This paper introduces a new fixed effects estimator for linear panel data models with clustered time patterns of unobserved heterogeneity. The method avoids non-convex and combinatorial optimization by combining a preliminary consistent…

Econometrics · Economics 2025-04-21 Martin Mugnier