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Good robust estimators can be tuned to combine a high breakdown point and a specified asymptotic efficiency at a central model. This happens in regression with MM- and tau-estimators among others. However, the finite-sample efficiency of…
Semiparametric models are useful in econometrics, social sciences and medicine application. In this paper, a new estimator based on least square methods is proposed to estimate the direction of unknown parameters in semi-parametric models.…
In this paper we introduce new estimators of the coefficient functions in the varying coefficient regression model. The proposed estimators are obtained by projecting the vector of the full-dimensional kernel-weighted local polynomial…
We propose a new class of robust and Fisher-consistent estimators for mixture models. These estimators can be used to construct robust model-based clustering procedures. We study in detail the case of multivariate normal mixtures and…
In this paper we propose a semi-parametric Bayesian Generalized Least Squares estimator. In a generic setting where each error is a vector, the parametric Generalized Least Square estimator maintains the assumption that each error vector…
Semi-functional linear regression models postulate a linear relationship between a scalar response and a functional covariate, and also include a non-parametric component involving a univariate explanatory variable. It is of practical…
In this work, we propose a mean-squared error-based risk that enables the comparison and optimization of estimators of squared calibration errors in practical settings. Improving the calibration of classifiers is crucial for enhancing the…
We propose the first general and practical framework to design certifiable algorithms for robust geometric perception in the presence of a large amount of outliers. We investigate the use of a truncated least squares (TLS) cost function,…
We describe an algorithm that associates to each positive real number $r$ and each finite collection $C_r$ of planar pixels of size $r$ a planar piecewise linear set $S_r$ with the following additional property: if $C_r$ is the collection…
In this paper, a new three-parameter lifetime distribution is introduced and many of its standard properties are discussed. These include shape of the probability density function, hazard rate function and its shape, quantile function,…
We build a unifying convex analysis framework characterizing the statistical properties of a large class of penalized estimators, both under a regular and an irregular design. Our framework interprets penalized estimators as proximal…
We provide a semi-parametric analysis for the proportional likelihood ratio model, proposed by Luo & Tsai (2012). We study the tangent spaces for both the parameter of interest and the nuisance parameter, and obtain an explicit expression…
Robustness to outliers is often a desirable property of statistical estimators. Indeed many well known estimators offer very good optimal performance in theory but are unusable in applied contexts because of their sensitivity to outliers.…
For the regression model where the errors follow the elliptically contoured distribution (ECD), we consider the least squares (LS), restricted LS (RLS), preliminary test (PT), Stein-type shrinkage (S) and positive-rule shrinkage (PRS)…
We propose a class of rank-based procedures for testing that the shape matrix $\mathbf{V}$ of an elliptical distribution (with unspecified center of symmetry, scale and radial density) has some fixed value ${\mathbf{V}}_0$; this includes,…
Distributed statistical inference has recently attracted immense attention. The asymptotic efficiency of the maximum likelihood estimator (MLE), the one-step MLE, and the aggregated estimating equation estimator are established for…
Due to the insufficient measurements in the distribution system state estimation (DSSE), full observability and redundant measurements are difficult to achieve without using the pseudo measurements. The matrix completion state estimation…
Consider a quite arbitrary (semi)parametric model with a Euclidean parameter of interest and assume that an asymptotically (semi)parametrically efficient estimator of it is given. If the parameter of interest is known to lie on a general…
This paper introduces a framework based on linear splines for 2-dimensional extended object tracking and classification. Unlike state of the art models, linear splines allow to represent extended objects whose contour is an arbitrarily…
Two semimetrics on probability distributions are proposed, given as the sum of differences of expectations of analytic functions evaluated at spatial or frequency locations (i.e, features). The features are chosen so as to maximize the…