Related papers: Large sample properties of GMM estimators under se…

Motivated by real-world machine learning applications, we analyze approximations to the non-asymptotic fundamental limits of statistical classification. In the binary version of this problem, given two training sequences generated according…

We investigate how the range of parameters that specify the two-particle distribution function is restricted if we require that this function be obtained from the $n^{\rm th}$ order distribution functions that are symmetric with respect to…

The recent paper \cite{GSZ2023} on estimation and inference for top-ranking problem in Bradley-Terry-Lice (BTL) model presented a surprising result: component-wise estimation and inference can be done under much weaker conditions on the…

We develop Gaussian approximations for high-dimensional vectors formed by second-order $U$- and $V$-statistics whose kernels depend on sample size under independent but not identically distributed (i.n.i.d.) sampling. Our results hold…

A class of R-estimators based on the concepts of multivariate signed ranks and the optimal rank-based tests developed in Hallin and Paindaveine [Ann. Statist. 34 (2006)] is proposed for the estimation of the shape matrix of an elliptical…

For a unimodular random graph $(G,\rho)$, we consider deformations of its intrinsic path metric by a (random) weighting of its vertices. This leads to the notion of the conformal growth exponent of $(G,\rho)$, which is the best asymptotic…

The scalability of Generalized Linear Models (GLMs) for large-scale, high-dimensional data often forces a trade-off between computational feasibility and statistical accuracy, particularly for inference on pre-specified parameters. While…

In this article, we consider the estimation of the marginal distributions for pairs of data are recorded, with unobserved order in each pair. New estimators are proposed and their asymptotic properties are established, by proving a…

We investigate the asymptotic distributions of coordinates of regression M-estimates in the moderate $p/n$ regime, where the number of covariates $p$ grows proportionally with the sample size $n$. Under appropriate regularity conditions, we…

In the analysis of count data often the equidispersion assumption is not suitable, hence the Poisson regression model is inappropriate. As a generalization of the Poisson distribution, the COM-Poisson distribution can deal with under-,…

We consider evaluation of proper posterior distributions obtained from improper prior distributions. Our context is estimating a bounded function $\phi$ of a parameter when the loss is quadratic. If the posterior mean of $\phi$ is…

In the classic measurement error framework, covariates are contaminated by independent additive noise. This paper considers parameter estimation in such a linear errors-in-variables model where the unknown measurement error distribution is…

In practice, it is desired to have estimates that are invariant under reparameterization. The invariance property of the estimators helps to formulate a unified solution to the underlying estimation problem. In robust Bayesian analysis, a…

Estimation of the mean vector and covariance matrix is of central importance in the analysis of multivariate data. In the framework of generalized linear models, usually the variances are certain functions of the means with the normal…

We consider a model for logistic regression where only a subset of features of size $p$ is used for training a linear classifier over $n$ training samples. The classifier is obtained by running gradient descent (GD) on logistic loss. For…

Region-of-Interest (ROI)-based image compression allocates bits unevenly according to the semantic importance of different regions. Such differentiated coding typically induces a sharp-peaked and heavy-tailed distribution. This distribution…

Suppose $\{\widehat\theta_n\colon n\ge1\}$ is a strongly consistent sequence of estimators for a parameter $\theta$, where $\widehat\theta_n$ is based on the first $n$ observations. Consider $Q_\varepsilon$, the number of times…

We generalize the na\"ive estimator of a Poisson regression model with measurement errors as discussed in Kukush et al. [1]. The explanatory variable is not always normally distributed as they assume. In this study, we assume that the…

Robust estimation under Huber's $\epsilon$-contamination model has become an important topic in statistics and theoretical computer science. Statistically optimal procedures such as Tukey's median and other estimators based on depth…

We present a second-order estimator of the mean of a variable subject to missingness, under the missing at random assumption. The estimator improves upon existing methods by using an approximate second-order expansion of the parameter…