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Fast variational approximate algorithms are developed for Bayesian semiparametric regression when the response variable is a count, i.e. a non-negative integer. We treat both the Poisson and Negative Binomial families as models for the…

Methodology · Statistics 2013-09-18 Jan Luts , Matt P. Wand

The Varentropy is a measure of the variability of the information content of random vector and it is invariant under affine transformations. We introduce the statistical estimate of varentropy of random vector based on the nearest neighbor…

Statistics Theory · Mathematics 2024-02-15 Nikolai Leonenko , Yu Sun , Emanuele Taufer

This work is concerned with the estimation of multidimensional regression and the asymptotic behaviour of the test involved in selecting models. The main problem with such models is that we need to know the covariance matrix of the noise to…

Statistics Theory · Mathematics 2008-02-20 Joseph Rynkiewicz

In this paper, we consider a weighted local linear estimator based on the inverse selection probability for nonparametric regression with missing covariates at random. The asymptotic distribution of the maximal deviation between the…

Methodology · Statistics 2020-03-03 Li Cai , Lijie Gu , Qihua Wang , Suojin Wang

Nonparametric estimators of a regression function with circular response and Rd-valued predictor are considered in this work. Local polynomial type estimators are proposed and studied. Expressions for their asymptotic biases and variances…

In survey sampling, survey data do not necessarily represent the target population, and the samples are often biased. However, information on the survey weights aids in the elimination of selection bias. The Horvitz-Thompson estimator is a…

Methodology · Statistics 2024-04-05 Kosuke Morikawa , Yoshikazu Terada , Jae Kwang Kim

The importance of exploring a potential integration among surveys has been acknowledged in order to enhance effectiveness and minimize expenses. In this work, we employ the alignment method to combine information from two different surveys…

Methodology · Statistics 2024-04-09 Vasilis Chasiotis , Dimitris Karlis

We study maximum-likelihood-type estimation for diffusion processes when the coefficients are nonrandom and observation occurs in nonsynchronous manner. The problem of nonsynchronous observations is important when we consider the analysis…

Statistics Theory · Mathematics 2022-07-04 Teppei Ogihara

The odds ratio measure is used in health and social surveys where the odds of a certain event is to be compared between two populations. It is defined using logistic regression, and requires that data from surveys are accompanied by their…

Methodology · Statistics 2014-07-01 C. Goga , A Ruiz-Gazen

Estimating prevalence, the fraction of a population with a certain medical condition, is fundamental to epidemiology. Traditional methods rely on classification of test samples taken at random from a population. Such approaches to…

Methodology · Statistics 2022-03-25 Paul Patrone , Anthony Kearsley

A solution to control for nonresponse bias consists of multiplying the design weights of respondents by the inverse of estimated response probabilities to compensate for the nonrespondents. Maximum likelihood and calibration are two…

Methodology · Statistics 2023-10-27 Caren Hasler

Nonresponse is common in surveys. When the response probability of a survey variable $Y$ depends on $Y$ through an observed auxiliary categorical variable $Z$ (i.e., the response probability of $Y$ is conditionally independent of $Y$ given…

Methodology · Statistics 2009-03-04 Fang Fang , Quan Hong , Jun Shao

Model-assisted estimation with complex survey data is an important practical problem in survey sampling. When there are many auxiliary variables, selecting significant variables associated with the study variable would be necessary to…

Methodology · Statistics 2020-04-01 Shonosuke Sugasawa , Jae Kwang Kim

Statistical inference with nonresponse is quite challenging, especially when the response mechanism is nonignorable. The existing methods often require correct model specifications for both outcome and response models. However, due to…

Methodology · Statistics 2018-09-12 Hejian Sang , Kosuke Morikawa

Nonparametric estimation of a mixing density based on observations from the corresponding mixture is a challenging statistical problem. This paper surveys the literature on a fast, recursive estimator based on the predictive recursion…

Methodology · Statistics 2022-09-15 Ryan Martin

We outline a framework for multiple imputation of nonignorable item nonresponse when the marginal distributions of some of the variables with missing values are known. In particular, our framework ensures that (i) the completed datasets…

Methodology · Statistics 2020-11-12 Olanrewaju Akande , Jerome P. Reiter

For robust statistical inference it is crucial to obtain a good estimator of the variance of the proposed estimator of the statistical estimand. A commonly used estimator of the variance for an asymptotically linear estimator is the sample…

Methodology · Statistics 2025-05-19 Yunwen Ji , Mark van der Laan , Alan Hubbard

We study asymptotic behavior of one-step $M$-estimators based on samples from arrays of not necessarily identically distributed random variables and representing explicit approximations to the corresponding consistent $M$-estimators. These…

Statistics Theory · Mathematics 2016-04-12 Yu. Yu. Linke

We design a data-dependent metric in $\mathbb R^d$ and use it to define the $k$-nearest neighbors of a given point. Our metric is invariant under all affine transformations. We show that, with this metric, the standard $k$-nearest neighbor…

Statistics Theory · Mathematics 2012-05-23 Gérard Biau , Luc Devroye , Vida Dujmovic , Adam Krzyzak

We propose a proximal variable smoothing algorithm for a nonsmooth optimization problem whose cost function is the sum of three functions including a weakly convex composite function. The proposed algorithm has a single-loop structure…

Optimization and Control · Mathematics 2025-06-09 Keita Kume , Isao Yamada