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In real life, we frequently come across data sets that involve some independent explanatory variable(s) generating a set of ordinal responses. These ordinal responses may correspond to an underlying continuous latent variable, which is…

Methodology · Statistics 2024-01-08 Arijit Pyne , Subhrajyoty Roy , Abhik Ghosh , Ayanendranath Basu

As one of the most commonly seen data challenges, missing data, in particular, multiple, non-monotone missing patterns, complicates estimation and inference due to the fact that missingness mechanisms are often not missing at random, and…

Methodology · Statistics 2025-04-21 Jianing Dong , Raymond K. W. Wong , Kwun Chuen Gary Chan

This paper presents a novel power spectral density estimation technique for band-limited, wide-sense stationary signals from sub-Nyquist sampled data. The technique employs multi-coset sampling and incorporates the advantages of compressed…

Information Theory · Computer Science 2012-05-18 Michael A. Lexa , Mike E. Davies , John S. Thompson

This paper considers the maximum likelihood estimation of panel data models with interactive effects. Motivated by applications in economics and other social sciences, a notable feature of the model is that the explanatory variables are…

Statistics Theory · Mathematics 2014-02-27 Jushan Bai , Kunpeng Li

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

Panel count data describes aggregated counts of recurrent events observed at discrete time points. To understand dynamics of health behaviors, the field of quantitative behavioral research has evolved to increasingly rely upon panel count…

In this paper, we define an underlying data generating process that allows for different magnitudes of cross-sectional dependence, along with time series autocorrelation. This is achieved via high-dimensional moving average processes of…

Econometrics · Economics 2025-07-22 Jiti Gao , Fei Liu , Bin Peng , Yayi Yan

This paper considers the problem of robust hypothesis testing under non-identically distributed data. We propose Wald-type tests for both simple and composite hypothesis for independent but non-homogeneous observations based on the robust…

Methodology · Statistics 2019-05-09 Ayanendranath Basu , Abhik Ghosh , Nirian Martin , Leandro Pardo

The paper considers a Cox process where the stochastic intensity function for the Poisson data model is itself a non-homogeneous Poisson process. We show that it is possible to obtain the marginal data process, namely a non-homogeneous…

Methodology · Statistics 2023-04-17 Shuying Wang , Stephen G. Walker

Dyadic data is often encountered when quantities of interest are associated with the edges of a network. As such it plays an important role in statistics, econometrics and many other data science disciplines. We consider the problem of…

Statistics Theory · Mathematics 2023-10-17 Matias D. Cattaneo , Yingjie Feng , William G. Underwood

Species distribution modeling (SDM) plays a crucial role in investigating habitat suitability and addressing various ecological issues. While likelihood analysis is commonly used to draw ecological conclusions, it has been observed that its…

Methodology · Statistics 2023-07-03 Yusuke Saigusa , Shinto Eguchi , Osamu Komori

This study proposes a method for imbalanced data classification based on deep probabilistic graphical models (DPGMs) to solve the problem that traditional methods have insufficient learning ability for minority class samples. To address the…

Machine Learning · Computer Science 2025-04-09 Yujia Lou , Jie Liu , Yuan Sheng , Jiawei Wang , Yiwei Zhang , Yaokun Ren

We provide a comprehensive examination of the predictive performance of panel forecasting methods based on individual, pooling, fixed effects, and empirical Bayes estimation, and propose optimal weights for forecast combination schemes. We…

Econometrics · Economics 2026-01-30 M. Hashem Pesaran , Andreas Pick , Allan Timmermann

In this article, we study a robust estimation method for a general class of integer-valued time series models. The conditional distribution of the process belongs to a broad class of distribution and unlike classical autoregressive…

Statistics Theory · Mathematics 2023-02-01 Mamadou Lamine Diop , William Kengne

Recent work has focused on the problem of nonparametric estimation of information divergence functionals. Many existing approaches are restrictive in their assumptions on the density support set or require difficult calculations at the…

Information Theory · Computer Science 2021-07-30 Kevin R. Moon , Kumar Sricharan , Kristjan Greenewald , Alfred O. Hero

In high-dimensional data, many sparse regression methods have been proposed. However, they may not be robust against outliers. Recently, the use of density power weight has been studied for robust parameter estimation and the corresponding…

Methodology · Statistics 2018-02-14 Takayuki Kawashima , Hironori Fujisawa

Panel count data arise in clinical trials when patients are asked to report their occurrences of events of interest periodically but the exact event times are unknown, only the count of events between two successive examinations are…

Methodology · Statistics 2025-05-29 Jiangjie Zhou , Baosheng Liang

We consider estimation and inference in panel data models with additive unobserved individual specific heterogeneity in a high dimensional setting. The setting allows the number of time varying regressors to be larger than the sample size.…

Methodology · Statistics 2017-10-05 Alexandre Belloni , Victor Chernozhukov , Christian Hansen , Damian Kozbur

This manuscript delves into the intersection of genomics and phenotypic prediction, focusing on the statistical innovation required to navigate the complexities introduced by noisy covariates and confounders. The primary emphasis is on the…

Methodology · Statistics 2024-11-15 Upama Paul Chowdhury , Ronit Bhattacharjee , Susmita Das , Abhik Ghosh

This paper considers the problem of multi-sample nonparametric comparison of counting processes with panel count data, which arise naturally when recurrent events are considered. Such data frequently occur in medical follow-up studies and…

Statistics Theory · Mathematics 2009-04-21 N. Balakrishnan , Xingqiu Zhao