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In this paper a robust version of the classical Wald test statistics for linear hypothesis in the logistic regression model is introduced and its properties are explored. We study the problem under the assumption of random covariates…

Statistics Theory · Mathematics 2019-05-09 Ayandrendanath Basu , Abhik Ghosh , Abhijit Mandal , Nirian Martin , Leandro Pardo

Analyzing polytomous response from a complex survey scheme, like stratified or cluster sampling is very crucial in several socio-economics applications. We present a class of minimum quasi weighted density power divergence estimators for…

Methodology · Statistics 2019-04-05 Elena Castilla , Abhik Ghosh , Nirian Martin , Leandro Pardo

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…

Statistics Theory · Mathematics 2021-02-08 Elena Castilla , Pedro J. Chocano

In this paper we introduce a new family of estimators for the parameters of shape and scale of the log-logistic distribution being robust when rank set sample method is used to select the data. Rank set sampling arises as a way to reduce…

Statistics Theory · Mathematics 2024-04-05 Ángel Felipe , María Jaenada , Pedro Miranda , Leandro Pardo

We consider the problem of robust inference under the generalized linear model (GLM) with stochastic covariates. We derive the properties of the minimum density power divergence estimator of the parameters in GLM with random design and use…

Methodology · Statistics 2020-04-06 Ayanendranath Basu , Abhik Ghosh , Abhijit Mandal , Nirian Martin , Leandro Pardo

The log-logistic distribution is a versatile parametric family widely used across various applied fields, including survival analysis, reliability engineering, and econometrics. When estimating parameters of the log-logistic distribution,…

Statistics Theory · Mathematics 2025-03-19 A. Felipe , M. Jaenada , P. Miranda , L. Pardo

Many real-life data sets can be analyzed using Linear Mixed Models (LMMs). Since these are ordinarily based on normality assumptions, under small deviations from the model the inference can be highly unstable when the associated parameters…

Methodology · Statistics 2024-02-06 Giovanni Saraceno , Abhik Ghosh , Ayanendranath Basu , Claudio Agostinelli

We introduce and study a family of robust estimators for the functional logistic regression model whose robustness automatically adapts to the data thereby leading to estimators with high efficiency in clean data and a high degree of…

Methodology · Statistics 2023-05-03 Ioannis Kalogridis

In testing of hypothesis the robustness of the tests is an important concern. Generally, the maximum likelihood based tests are most efficient under standard regularity conditions, but they are highly non-robust even under small deviations…

Methodology · Statistics 2018-05-01 Ayanendranath Basu , Abhijit Mandal , Nirian Martin , Leandro Pardo

Robust inferential methods based on divergences measures have shown an appealing trade-off between efficiency and robustness in many different statistical models. In this paper, minimum density power divergence estimators (MDPDEs) for the…

Statistics Theory · Mathematics 2023-12-06 A. Felipe , M. Jaenada , P. Miranda , L. Pardo

Penalized logistic regression is extremely useful for binary classification with large number of covariates (higher than the sample size), having several real life applications, including genomic disease classification. However, the…

Methodology · Statistics 2023-04-10 Ayanendranath Basu , Abhik Ghosh , María Jaenada , Leandro Pardo

M-estimators offer simple robust alternatives to the maximum likelihood estimator. Much of the robustness literature, however, has focused on the problems of location, location-scale and regression estimation rather than on estimation of…

Methodology · Statistics 2017-06-20 Arun Kumar Kuchibhotla , Somabha Mukherjee , Ayanendranath Basu

This paper considers the problem of robust hypothesis testing under non-identically distributed data. We propose Wald-type tests for both simple and composite hypothesis for independent but non-homogeneous observations based on the robust…

Methodology · Statistics 2019-05-09 Ayanendranath Basu , Abhik Ghosh , Nirian Martin , Leandro Pardo

The semi-parametric Cox proportional hazards regression model has been widely used for many years in several applied sciences. However, a fully parametric proportional hazards model, if appropriately assumed, can often lead to more…

Methodology · Statistics 2020-09-29 Amarnath Nandy , Abhik Ghosh , Ayanendranath Basu , Leandro Pardo

Preserving the robustness of the procedure has, at the present time, become almost a default requirement for statistical data analysis. Since efficiency at the model and robustness under misspecification of the model are often in conflict,…

Statistics Theory · Mathematics 2019-10-29 Saptarshi Roy , Kaustav Chakraborty , Somnath Bhadra , Ayanendranath Basu

Randomly censored survival data are frequently encountered in applied sciences including biomedical or reliability applications and clinical trial analyses. Testing the significance of statistical hypotheses is crucial in such analyses to…

Methodology · Statistics 2019-01-08 Abhik Ghosh , Ayanendranath Basu , Leandro Pardo

We provide a new computationally-efficient class of estimators for risk minimization. We show that these estimators are robust for general statistical models: in the classical Huber epsilon-contamination model and in heavy-tailed settings.…

Machine Learning · Statistics 2018-04-23 Adarsh Prasad , Arun Sai Suggala , Sivaraman Balakrishnan , Pradeep Ravikumar

This paper develops a new family of estimators, the minimum density power divergence estimators (MDPDEs), for the parameters of the one-shot device model as well as a new family of test statistics, Z-type test statistics based on MDPDEs,…

Methodology · Statistics 2017-04-27 N. Balakrishnan , E. Castilla , N. Martin , L. Pardo

The association between a continuous and an ordinal variable is commonly modeled through the polyserial correlation model. However, this model, which is based on a partially-latent normality assumption, may be misspecified in practice, due…

Methodology · Statistics 2026-02-11 Max Welz

The inflated beta regression model is widely used for modeling continuous proportions with values at the boundaries. Maximum likelihood estimation for these models is well-known for its sensitivity to outliers, which can severely distort…

Methodology · Statistics 2026-05-15 Francisco Felipe Queiroz , Silvia Lopes de Paula Ferrari
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