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Linear regression with normally distributed errors - including particular cases such as ANOVA, Student's t-test or location-scale inference - is a widely used statistical procedure. In this case the ordinary least squares estimator…
Density power divergence (DPD) is designed to robustly estimate the underlying distribution of observations, in the presence of outliers. However, DPD involves an integral of the power of the parametric density models to be estimated; the…
In diagnostic test accuracy meta-analysis (DTA-MA), standard inference methods using bivariate random-effects models for jointly synthesizing sensitivity and specificity can be sensitive to outlying studies and may yield misleading…
Distributed statistical inference has recently attracted immense attention. The asymptotic efficiency of the maximum likelihood estimator (MLE), the one-step MLE, and the aggregated estimating equation estimator are established for…
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…
Likelihood-free inference methods typically make use of a distance between simulated and real data. A common example is the maximum mean discrepancy (MMD), which has previously been used for approximate Bayesian computation, minimum…
The analysis of panel count data has garnered considerable attention in the literature, leading to the development of multiple statistical techniques. In inferential analysis, most works focus on leveraging estimating equation-based…
In practice, network applications have to deal with failing nodes, malicious attacks, or, somehow, nodes facing highly corrupted data --- generally classified as outliers. This calls for robust, uncomplicated, and efficient methods. We…
Ordinary least-squares (OLS) estimators for a linear model are very sensitive to unusual values in the design space or outliers among y values. Even one single atypical value may have a large effect on the parameter estimates. This article…
Composite likelihood estimation has an important role in the analysis of multivariate data for which the full likelihood function is intractable. An important issue in composite likelihood inference is the choice of the weights associated…
Robust statistical estimators offer resilience against outliers but are often computationally challenging, particularly in high-dimensional sparse settings. Modern optimization techniques are utilized for robust sparse association…
This paper addresses optimization problems constrained by partial differential equations with uncertain coefficients. In particular, the robust control problem and the average control problem are considered for a tracking type cost…
Divergence estimators based on direct approximation of density-ratios without going through separate approximation of numerator and denominator densities have been successfully applied to machine learning tasks that involve distribution…
Machine learning and data analysis have been used in many robotics fields, especially for modelling. Data are usually the result of sensor measurements and, as such, they might be subjected to noise and outliers. The presence of outliers…
Zhang (2019) presented a general estimation approach based on the Gaussian distribution for general parametric models where the likelihood of the data is difficult to obtain or unknown, but the mean and variance-covariance matrix are known.…
Outlying observations can be challenging to handle and adversely affect subsequent analyses, especially in data with increasing dimensional complexity. Although outliers are not always undesired anomalies in the data and may possess…
We consider a semiparametric mixture of two univariate density functions where one of them is known while the weight and the other function are unknown. Such mixtures have a history of application to the problem of detecting differentially…
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…
This paper considers inference in a linear regression model with random right censoring and outliers. The number of outliers can grow with the sample size while their proportion goes to zero. The model is semiparametric and we make only…
The normality assumption on data set is very restrictive approach for modelling. The generalized form of normal distribution, named as an exponential power (EP) distribution, and its scale mixture form have been considered extensively to…