Related papers: Reliability estimates for three factor score predi…

This paper discusses estimation and limited information goodness-of-fit test statistics in factor models for binary data using pairwise likelihood estimation and sampling weights. The paper extends the applicability of pairwise likelihood…

Robust estimators and Wald-type tests are developed for the multinomial logistic regression based on $\phi$-divergence measures. The robustness of the proposed estimators and tests is proved through the study of their influence functions…

Interpretability is becoming increasingly important for predictive model analysis. Unfortunately, as remarked by many authors, there is still no consensus regarding this notion. The goal of this paper is to propose the definition of a score…

We develop a Fisher-consistent redescending robust estimator for the spatial scalar-on-function regression model, where a scalar response depends on both a functional predictor and a spatial autoregressive lag. Existing estimation…

The key point limits to define the {\it statistical model} describing the data distribution. Hence, it turns out that the characteristics related to the so-called. Inverse Tully-Fisher relation and the Direct relation are maximum likelyhood…

Predictions in the form of sets of probability distributions, so-called credal sets, provide a suitable means to represent a learner's epistemic uncertainty. In this paper, we propose a theoretically grounded approach to credal prediction…

A robust estimator is proposed for the parameters that characterize the linear regression problem. It is based on the notion of shrinkages, often used in Finance and previously studied for outlier detection in multivariate data. A thorough…

The accurate specification of the number of factors is critical to the validity of factor models and the topic almost occupies the central position in factor analysis. Plenty of estimators are available under the restrictive condition that…

The problem of estimating the parameters of a linear regression model $Z(s,t)=m_1g_1(s,t)+ \cdots + m_pg_p(s,t)+U(s,t)$ based on observations of $Z$ on a spatial domain $G$ of special shape is considered, where the driving process $U$ is a…

In a recent review, Liu, Pek, & Maydeu-Olivares (2025b) classified reliability coefficients into two types: classical test theory (CTT) reliability and proportional reduction in mean squared error (PRMSE). This article focuses on…

We find that, in a linear model, the James-Stein estimator, which dominates the maximum-likelihood estimator in terms of its in-sample prediction error, can perform poorly compared to the maximum-likelihood estimator in out-of-sample…

Estimating a high-dimensional sparse covariance matrix from a limited number of samples is a fundamental problem in contemporary data analysis. Most proposals to date, however, are not robust to outliers or heavy tails. Towards bridging…

In this article, we study large-dimensional matrix factor models and estimate the factor loading matrices and factor score matrix by minimizing square loss function. Interestingly, the resultant estimators coincide with the Projected…

Based on existing ideas in the field of imprecise probabilities, we present a new approach for assessing the reliability of the individual predictions of a generative probabilistic classifier. We call this approach robustness…

In the regression model with errors in variables, we observe $n$ i.i.d. copies of $(Y,Z)$ satisfying $Y=f_{\theta^0}(X)+\xi$ and $Z=X+\epsilon$ involving independent and unobserved random variables $X,\xi,\epsilon$ plus a regression…

The assessment of binary classifier performance traditionally centers on discriminative ability using metrics, such as accuracy. However, these metrics often disregard the model's inherent uncertainty, especially when dealing with sensitive…

This paper concerns the robust regression model when the number of predictors and the number of observations grow in a similar rate. Theory for M-estimators in this regime has been recently developed by several authors [El Karoui et al.,…

Likelihood-free inference methods typically make use of a distance between simulated and real data. A common example is the maximum mean discrepancy (MMD), which has previously been used for approximate Bayesian computation, minimum…

It is critical and challenging to design robust predictors for stochastic dynamical systems (SDSs) with uncertainty quantification (UQ) in the prediction. Specifically, robustness guarantees the worst-case performance when the predictor's…

The Triple Scoring Task at the WSDM Cup 2017 involves the prediction of the relevance scores between persons and professions/nationalities. The ground truth of the relevance scores was obtained by counting the vote of seven crowdworkers. I…