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We prove that the values of a generalized $\psi$-estimator (introduced by Barczy and P\'ales in 2025) on samples of arbitrary length but having only two different observations uniquely determine the values of the estimator on any sample of…

Statistics Theory · Mathematics 2025-12-11 Matyas Barczy , Zsolt Páles

We establish several properties of (weighted) generalized $\psi$-estimators introduced by Barczy and P\'ales in 2022: mean-type, monotonicity and sensitivity properties, bisymmetry-type inequality and some asymptotic and continuity…

Statistics Theory · Mathematics 2025-09-16 Matyas Barczy , Zsolt Páles

We introduce the notions of generalized and weighted generalized $\psi$-estimators as unique points of sign change of some appropriate functions, and we give necessary as well as sufficient conditions for their existence. We also derive a…

Statistics Theory · Mathematics 2025-09-16 Matyas Barczy , Zsolt Páles

We investigate the monotone representation and measurability of generalized $\psi$-estimators introduced by the authors in 2022. Our first main result, applying the unique existence of a generalized $\psi$-estimator, allows us to construct…

Statistics Theory · Mathematics 2026-05-08 Matyas Barczy , Zsolt Páles

We give axiomatic characterisations of generalized $\psi$-estimators and (usual) $\psi$-estimators (also called $Z$-estimators), respectively. The key properties of estimators that come into play in the characterisation theorems are the…

Statistics Theory · Mathematics 2026-03-09 Matyas Barczy , Zsolt Páles

In this paper, we consider the estimation of a mean vector of a multivariate normal population where the mean vector is suspected to be nearly equal to mean vectors of $k-1$ other populations. As an alternative to the preliminary test…

Statistics Theory · Mathematics 2018-09-10 Ryo Imai , Tatsuya Kubokawa , Malay Ghosh

Often it is not easy to choose between estimators, based on the estimated MSE and bias using simulation studies. Normality in small samples and a variance of the estimator, which is correct and easy to calculate using a single sample, give…

Applications · Statistics 2018-11-06 J. Martin van Zyl

Generalized linear models are flexible tools for the analysis of diverse datasets, but the classical formulation requires that the parametric component is correctly specified and the data contain no atypical observations. To address these…

Methodology · Statistics 2023-04-21 Ioannis Kalogridis , Gerda Claeskens , Stefan Van Aelst

Standard maximum likelihood estimation cannot be applied to discrete energy-based models in the general case because the computation of exact model probabilities is intractable. Recent research has seen the proposal of several new…

Machine Learning · Computer Science 2012-02-20 Benjamin Marlin , Nando de Freitas

We review the alternative proposals introduced recently in the literature to update the standard formula to estimate the uncertainty on the mean of repeated measurements, and we compare their performances on synthetic examples with normal…

Data Analysis, Statistics and Probability · Physics 2022-09-13 Pascal Pernot , Jean-Paul Berthet

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…

Statistics Theory · Mathematics 2022-05-12 Kentarou Wada , Takeshi Kurosawa

Comparison estimates are an important technical device in the study of regularity problems for quasilinear possibly degenerate elliptic and parabolic equations. Such tools have been employed indispensably in many papers of Mingione,…

Analysis of PDEs · Mathematics 2023-05-24 Quoc-Hung Nguyen , Nguyen Cong Phuc

The Riccati inequality and equality are studied for infinite dimensional linear discrete time stationary systems with respect to the scattering supply rate. The results obtained are an addition to and based on our earlier work on the…

Functional Analysis · Mathematics 2016-09-02 D. Z. Arov , M. A. Kaashoek , D. R. Pik

This paper extends the idea of a generalized estimator for a scalar parameter (Vos, 2022) to multi-dimensional parameters both with and without nuisance parameters. The title reflects the fact that generalized estimators provide more than…

Statistics Theory · Mathematics 2024-08-26 Paul Vos , Qiang Wu

In this article, we have proposed a generalized class of estimators, exponential class of estimators based on adaption of Sharma and Singh (2015) and Solanki and Singh (2013) and simple difference estimator for estimating unknown population…

Statistics Theory · Mathematics 2015-02-10 Prayas Sharma , Hemant K. Verma , Nitesh K. Adichwal , Rajesh Singh

This work performs a non-asymptotic analysis of the generalized Lasso under the assumption of sub-exponential data. Our main results continue recent research on the benchmark case of (sub-)Gaussian sample distributions and thereby explore…

Statistics Theory · Mathematics 2023-01-18 Martin Genzel , Christian Kipp

This paper is concerned with the simultaneous estimation of $k$ population means when one suspects that the $k$ means are nearly equal. As an alternative to the preliminary test estimator based on the test statistics for testing hypothesis…

Statistics Theory · Mathematics 2018-09-13 Ryo Imai , Tatsuya Kubokawa , Malay Ghosh

Generalised regression estimation allows one to make use of available auxiliary information in survey sampling. We develop three types of generalised regression estimator when the auxiliary data cannot be matched perfectly to the sample…

Methodology · Statistics 2020-05-20 Li-Chun Zhang

This paper explores generalised probabilistic modelling and uncertainty estimation in comparative LLM-as-a-judge frameworks. We show that existing Product-of-Experts methods are specific cases of a broader framework, enabling diverse…

Artificial Intelligence · Computer Science 2025-05-22 Yassir Fathullah , Mark J. F. Gales

Estimating a large alphabet probability distribution from a limited number of samples is a fundamental problem in machine learning and statistics. A variety of estimation schemes have been proposed over the years, mostly inspired by the…

Machine Learning · Statistics 2018-08-20 Amichai Painsky , Meir Feder
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