Related papers: Estimating location parameters of several exponent…
We consider the estimation of the location of the pole and memory parameter, \lambda ^0 and \alpha, respectively, of covariance stationary linear processes whose spectral density function f(\lambda) satisfies f(\lambda)\sim C| \lambda…
Many functionals of interest in statistics and machine learning can be written as minimizers of expected loss functions. Such functionals are called $M$-estimands, and can be estimated by $M$-estimators -- minimizers of empirical average…
In reliability and life testing studies, the topic of estimating hazard rate has received great attention in recent years since an estimate of hazard rate is a quite useful tool for making decisions. Some works have included nonparametric…
This paper describes three methods for carrying out non-asymptotic inference on partially identified parameters that are solutions to a class of optimization problems. Applications in which the optimization problems arise include estimation…
A function of the empirical characteristic function,exists for the stable distribution, which leads to a linear regression and can be used to estimate the parameters. Two approaches are often used, one to find optimal values of t, but these…
This paper considers point and interval estimation of the $\ell_q$ loss of an estimator in high-dimensional linear regression with random design. We establish the minimax rate for estimating the $\ell_{q}$ loss and the minimax expected…
We consider the estimation of the value of a linear functional of the slope parameter in functional linear regression, where scalar responses are modeled in dependence of random functions. In Johannes and Schenk [2010] it has been shown…
We propose point estimators for the three-parameter (location, scale, and the fractional parameter) variant distributions generated by a Wright function. We also provide uncertainty quantification procedures for the proposed point…
The exponential and the Lomax distributions are widely used in life testing experiments in mixture models. A mixture model of exponential distribution and Lomax distribution is proposed. Parameters of the proposed model are estimated using…
The second-largest order statistic is of special importance in reliability theory since it represents the time to failure of a $2$-out-of-$n$ system. Consider two $2$-out-of-$n$ systems with heterogeneous random lifetimes. The lifetimes are…
In this paper, we consider the order statistics from a newly-introduced lifetime distribution called the XLindley distribution. We have derived explicit closed form expressions for the single moments and product moments of order statistics…
This paper studies hypothesis testing and parameter estimation in the context of the divide and conquer algorithm. In a unified likelihood based framework, we propose new test statistics and point estimators obtained by aggregating various…
We consider the question of learning the natural parameters of a $k$ parameter minimal exponential family from i.i.d. samples in a computationally and statistically efficient manner. We focus on the setting where the support as well as the…
We propose an iterative estimating equations procedure for analysis of longitudinal data. We show that, under very mild conditions, the probability that the procedure converges at an exponential rate tends to one as the sample size…
We consider generalized linear regression analysis with left-censored covariate due to the lower limit of detection. Complete case analysis by eliminating observations with values below limit of detection yields valid estimates for…
Inference about a scalar parameter of interest is a core statistical task that has attracted immense research in statistics. The Wald statistic is a prime candidate for the task, on the grounds of the asymptotic validity of the standard…
We present a randomized distributed approximation algorithm for the metric uncapacitated facility location problem. The algorithm is executed on a bipartite graph in the Congest model yielding a (1.861 + epsilon) approximation factor, where…
When the rate parameter of the exponential distribution is associated with predictors, then the main interest will be how to estimate the regression parameter. In this paper, we will investigate how to estimate the parameter on the…
This study proposes a point estimator of the break location for a one-time structural break in linear regression models. If the break magnitude is small, the least-squares estimator of the break date has two modes at the ends of the finite…
This paper explores the theory behind the rich and robust family of {\alpha}-stable distributions to estimate parameters from financial asset log-returns data. We discuss four-parameter estimation methods including the quantiles,…