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We develop a new robust geographically weighted regression method in the presence of outliers. We embed the standard geographically weighted regression in robust objective function based on $\gamma$-divergence. A novel feature of the…

Methodology · Statistics 2021-10-15 Shonosuke Sugasawa , Daisuke Murakami

As the most fundamental problem in statistics, robust location estimation has many prominent solutions, such as the trimmed mean, Winsorized mean, Hodges Lehmann estimator, Huber M estimator, and median of means. Recent studies suggest that…

Statistics Theory · Mathematics 2024-09-12 Li Tuobang

We introduce a robust estimator of the location parameter for the change-point in the mean based on the Wilcoxon statistic and establish its consistency for $L_1$ near epoch dependent processes. It is shown that the consistency rate depends…

Statistics Theory · Mathematics 2017-01-10 Carina Gerstenberger

Multivariate sign functions are often used for robust estimation and inference. We propose using data dependent weights in association with such functions. The proposed weighted sign functions retain desirable robustness properties, while…

Methodology · Statistics 2022-06-22 Subhabrata Majumdar , Snigdhansu Chatterjee

In different fields of applications including, but not limited to, behavioral, environmental, medical sciences and econometrics, the use of panel data regression models has become increasingly popular as a general framework for making…

Methodology · Statistics 2020-05-15 Beste Hamiye Beyaztas , Soutir Bandyopadhyay

Facility location is fundamental in operations research, mechanism design, and algorithmic game theory, with applications ranging from urban infrastructure planning to distributed systems. Recent research in this area has focused on…

Data Structures and Algorithms · Computer Science 2025-07-15 Yangguang Shi , Zhenyu Xue

A stylized feature of high-dimensional data is that many variables have heavy tails, and robust statistical inference is critical for valid large-scale statistical inference. Yet, the existing developments such as Winsorization,…

Statistics Theory · Mathematics 2022-11-24 Jianqing Fan , Zhipeng Lou , Mengxin Yu

The validity of estimation and smoothing parameter selection for the wide class of generalized additive models for location, scale and shape (GAMLSS) relies on the correct specification of a likelihood function. Deviations from such…

Methodology · Statistics 2019-11-14 William H. Aeberhard , Eva Cantoni , Giampiero Marra , Rosalba Radice

This paper proposes an adaptive penalized weighted mean regression for outlier detection of high-dimensional data. In comparison to existing approaches based on the mean shift model, the proposed estimators demonstrate robustness against…

Statistics Theory · Mathematics 2023-06-27 Jiaqi Li , Linglong Kong , Bei Jiang , Wei Tu

We propose a general approach to construct weighted likelihood estimating equations with the aim of obtain robust estimates. The weight, attached to each score contribution, is evaluated by comparing the statistical data depth at the model…

Methodology · Statistics 2018-02-16 Claudio Agostinelli

We collect robust proposals given in the field of regression models with heteroscedastic errors. Our motivation stems from the fact that the practitioner frequently faces the confluence of two phenomena in the context of data analysis:…

Methodology · Statistics 2023-11-08 Conceição Amado , Ana M. Bianco , Graciela Boente , Isabel M. Rodrigues

We propose an inlier-based outlier detection method capable of both identifying the outliers and explaining why they are outliers, by identifying the outlier-specific features. Specifically, we employ an inlier-based outlier detection…

Machine Learning · Statistics 2017-02-22 Makoto Yamada , Song Liu , Samuel Kaski

Learning in the presence of outliers is a fundamental problem in statistics. Until recently, all known efficient unsupervised learning algorithms were very sensitive to outliers in high dimensions. In particular, even for the task of robust…

Data Structures and Algorithms · Computer Science 2019-11-15 Ilias Diakonikolas , Daniel M. Kane

The aim of this paper is to present a new estimation procedure that can be applied in many statistical frameworks including density and regression and which leads to both robust and optimal (or nearly optimal) estimators. In density…

Statistics Theory · Mathematics 2017-01-23 Yannick Baraud , Lucien Birgé , Mathieu Sart

A weighted likelihood technique for robust estimation of a multivariate Wrapped Normal distribution for data points scattered on a p-dimensional torus is proposed. The occurrence of outliers in the sample at hand can badly compromise…

Methodology · Statistics 2021-07-01 Giovanni Saraceno , Claudio Agostinelli , Luca Greco

The presence of outlying observations may adversely affect statistical testing procedures that result in unstable test statistics and unreliable inferences depending on the distortion in parameter estimates. In spite of the fact that the…

Methodology · Statistics 2021-04-19 Beste Hamiye Beyaztas , Soutir Bandyopadhyay , Abhijit Mandal

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

Conditional estimation given specific covariate values (i.e., local conditional estimation or functional estimation) is ubiquitously useful with applications in engineering, social and natural sciences. Existing data-driven non-parametric…

Machine Learning · Statistics 2020-10-13 Viet Anh Nguyen , Fan Zhang , Jose Blanchet , Erick Delage , Yinyu Ye

An accurate predictor is crucial for histogram-shifting (HS) based reversible data hiding methods. The embedding capacity is increased and the embedding distortion is decreased simultaneously if the predictor can generate accurate…

Multimedia · Computer Science 2015-07-30 Xiaochao Qu , Suah Kim , Run Cui , Hyoung Joong Kim

We propose an iterative scheme for feature-based positioning using a new weighted dissimilarity measure with the goal of reducing the impact of large errors among the measured or modeled features. The weights are computed from the…

Machine Learning · Computer Science 2019-05-31 Caifa Zhou , Andreas Wieser
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