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Traditional methods for linear regression generally assume that the underlying error distribution, equivalently the distribution of the responses, is normal. Yet, sometimes real life response data may exhibit a skewed pattern, and assuming…

Methodology · Statistics 2025-01-07 Amarnath Nandy , Ayanendranath Basu , Abhik Ghosh

The log-normal distribution is one of the most common distributions used for modeling skewed and positive data. It frequently arises in many disciplines of science, specially in the biological and medical sciences. The statistical analysis…

Methodology · Statistics 2020-01-01 Ayanendranath Basu , Abhijit Mandal , Nirian Martin , Leandro Pardo

Data on rates, percentages or proportions arise frequently in many different applied disciplines like medical biology, health care, psychology and several others. In this paper, we develop a robust inference procedure for the beta…

Methodology · Statistics 2018-01-16 Abhik Ghosh

Real data often contain anomalous cases, also known as outliers. These may spoil the resulting analysis but they may also contain valuable information. In either case, the ability to detect such anomalies is essential. A useful tool for…

Machine Learning · Statistics 2021-01-13 Peter J. Rousseeuw , Mia Hubert

This study deals with the problem of outliers in ordinal response model, which is a regression on ordered categorical data as the response variable. ``Outlier" means that the combination of ordered categorical data and its covariates is…

Methodology · Statistics 2022-12-29 Tomotaka Momozaki , Tomoyuki Nakagawa

As in other estimation scenarios, likelihood based estimation in the normal mixture set-up is highly non-robust against model misspecification and presence of outliers (apart from being an ill-posed optimization problem). A robust…

Methodology · Statistics 2023-12-20 Soumya Chakraborty , Ayanendranath Basu , Abhik Ghosh

This paper derives a new family of estimators, namely the minimum density power divergence estimators, as a robust generalization of the maximum likelihood estimator for the polytomous logistic regression model. Based on these estimators, a…

Methodology · Statistics 2018-06-27 E. Castilla , A. Ghosh , N. Martín , L. 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

The panel data regression models have gained increasing attention in different areas of research including but not limited to econometrics, environmental sciences, epidemiology, behavioral and social sciences. However, the presence of…

Methodology · Statistics 2020-11-24 Beste Hamiye Beyaztas , Soutir Bandyopadhyay

Experiments often yield non-identically distributed data for statistical analysis. Tests of hypothesis under such set-ups are generally performed using the likelihood ratio test, which is non-robust with respect to outliers and model…

Statistics Theory · Mathematics 2017-07-25 Abhik Ghosh , Ayanendranath Basu

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

This paper deals with the problem of outliers in high frequency observation data from diffusion processes. Robust estimation methods are needed because the inclusion of outliers can lead to incorrect statistical inference even in the…

Methodology · Statistics 2026-03-06 Tomoyuki Nakagawa , Yusuke Shimizu

Robust statistics traditionally focuses on outliers, or perturbations in total variation distance. However, a dataset could be corrupted in many other ways, such as systematic measurement errors and missing covariates. We generalize the…

Statistics Theory · Mathematics 2020-12-15 Banghua Zhu , Jiantao Jiao , Jacob Steinhardt

We consider the problem of linear fitting of noisy data in the case of broad (say $\alpha$-stable) distributions of random impacts ("noise"), which can lack even the first moment. This situation, common in statistical physics of small…

Data Analysis, Statistics and Probability · Physics 2015-05-27 Eugene B. Postnikov , Igor M. Sokolov

Hypothesis testing for small-sample scenarios is a practically important problem. In this paper, we investigate the robust hypothesis testing problem in a data-driven manner, where we seek the worst-case detector over distributional…

Machine Learning · Statistics 2022-05-17 Jie Wang , Yao Xie

A popular approach for comparing gene expression levels between (replicated) conditions of RNA sequencing data relies on counting reads that map to features of interest. Within such count-based methods, many flexible and advanced…

Quantitative Methods · Quantitative Biology 2014-03-17 Xiaobei Zhou , Helen Lindsay , Mark D. Robinson

An important aspect of the shape of a distribution is the level of asymmetry. Strong asymmetries play a role in many ecosystems and are found in the size and reproductive success of individuals. But the standard third moment coefficient of…

Methodology · Statistics 2022-09-23 Mario Schlemmer

Regression is the workhorse of statistics, and is often faced with real data that contain outliers. When these are casewise outliers, that is, cases that are entirely wrong or belong to a different population, the issue can be remedied by…

Methodology · Statistics 2026-03-06 Jakob Raymaekers , Peter J. Rousseeuw

Linear mixed models (LMMs) are a popular class of methods for analyzing longitudinal and clustered data. However, such models can be sensitive to outliers, and this can lead to biased inference on model parameters and inaccurate prediction…

Methodology · Statistics 2025-03-28 Shonosuke Sugasawa , Francis K. C. Hui , Alan H. Welsh

In genetic studies of complex diseases, the underlying mode of inheritance is often not known. Thus, the most powerful test or other optimal procedure for one model, e.g. recessive, may be quite inefficient if another model, e.g. dominant,…

Statistics Theory · Mathematics 2007-06-13 Gang Zheng , Boris Freidlin , Joseph L. Gastwirth
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