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Under a partially linear models we study a family of robust estimates for the regression parameter and the regression function when some of the predictor variables take values on a Riemannian manifold. We obtain the consistency and the…
In this paper, we propose a new semiparametric regression estimator by using a hybrid technique of a parametric approach and a nonparametric penalized spline method. The overall shape of the true regression function is captured by the…
Characterising the noise of an airborne electromagnetic (AEM) system is critical in correctly imaging the earth's subsurface conductivity. Deterministic and probabilistic geophysical inversion algorithms require foreknowledge of the system…
In this paper we study the problem of statistical inference on the parameters of the semiparametric variance-mean mixtures. This class of mixtures has recently become rather popular in statistical and financial modelling. We design a…
The method of passive imaging in seismology has been developped recently in order to image the earth crust from recordings of the seismic noise. This method is founded on the computation of correlations of the seismic noise. In this paper,…
We study the choice of the regularisation parameter for linear ill-posed problems in the presence of data noise and operator perturbations, for which a bound on the operator error is known but the data noise-level is unknown. We introduce a…
We study structural equation modeling (SEM) for diffusion processes with jumps. Based on high-frequency data, we consider the parameter estimation and the goodness-of-fit test in the SEM. Using a threshold method, we propose the…
We propose a statistical framework for the problem of parameter estimation from a noisy optomechanical system. The Cram\'er-Rao lower bound on the estimation errors in the long-time limit is derived and compared with the errors of…
We consider the problem of fitting a parametric model to time-series data that are afflicted by correlated noise. The noise is represented by a sum of two stationary Gaussian processes: one that is uncorrelated in time, and another that has…
We study the problem of fitting parametrized curves to noisy data. Under certain assumptions (known as Cartesian and radial functional models), we derive asymptotic expressions for the bias and the covariance matrix of the parameter…
Tuning parameters are parameters involved in an estimating procedure for the purpose of reducing the risk of some other estimator. Examples include the degree of penalization in penalized regression and likelihood problems, as well as the…
We show that scaling arguments are very useful to analyze the dynamics of periodically modulated noisy systems. Information about the behavior of the relevant quantities, such as the signal-to-noise ratio, upon variations of the noise…
The theory of semiparametric estimation offers an elegant way of computing the Cram\'er-Rao bound for a parameter of interest in the midst of infinitely many nuisance parameters. Here I apply the theory to the problem of moment estimation…
We consider the problem of positioning a cloud of points in the Euclidean space $\mathbb{R}^d$, using noisy measurements of a subset of pairwise distances. This task has applications in various areas, such as sensor network localization and…
Asymptotic lower bounds for estimation play a fundamental role in assessing the quality of statistical procedures. In this paper we propose a framework for obtaining semi-parametric efficiency bounds for sparse high-dimensional models,…
In this paper, a practical estimation method for a regression model is proposed using semiparametric efficient score functions applicable to data with various shapes of errors. First, I derive semiparametric efficient score vectors for a…
The article considers parameter estimation constructing such as quasi-maximum likelyhood estimation and one step estimation in statistical models generated by solution of stochastic differential equation. It has been developed a software…
We introduce a broad class of models called semiparametric spatial point process for making inference between spatial point patterns and spatial covariates. These models feature an intensity function with both parametric and nonparametric…
Flexible estimation of the mean outcome under a treatment regimen (i.e., value function) is the key step toward personalized medicine. We define our target parameter as a conditional value function given a set of baseline covariates which…
We proposed a semi-parametric estimation procedure in order to estimate the parameters of a max-mixture model and also of a max-stable model (inverse max-stable model) as an alternative to composite likelihood. A good estimation by the…