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The concepts of mean (i.e., average) and covariance of a random variable are fundamental in statistics, and are used to solve real-world problems such as those that arise in robotics, computer vision, and medical imaging. On matrix Lie…

Statistics Theory · Mathematics 2025-08-19 Shiraz Khan , Jikai Ye , Gregory S. Chirikjian

The interpretation of coefficients from multivariate linear regression relies on the assumption that the conditional expectation function is linear in the variables. However, in many cases the underlying data generating process is…

Econometrics · Economics 2025-12-16 Nadav Kunievsky

We introduce a novel \textit{k}-nearest neighbor (\textit{k}-NN) regression method for joint estimation of the conditional mean and variance. The proposed algorithm preserves the computational efficiency and manifold-learning capabilities…

We reexamine the classical linear regression model when the model is subject to two types of uncertainty: (i) some of covariates are either missing or completely inaccessible, and (ii) the variance of the measurement error is undetermined…

Statistics Theory · Mathematics 2021-08-05 Shuzhen Yang , Jianfeng Yao

Recently, authors have studied weighted version of Kerridge inaccuracy measure for truncated distributions. In the present communication we introduce the notion of weighted interval inaccuracy measure for two-sided truncated random…

Statistics Theory · Mathematics 2020-04-08 Chanchal Kundu

In this paper, a shrinkage estimator for the population mean is proposed under known quadratic loss functions with unknown covariance matrices. The new estimator is non-parametric in the sense that it does not assume a specific parametric…

Methodology · Statistics 2014-11-07 Cheng Wang , Tiejun Tong , Longbing Cao , Baiqi Miao

The article investigates an algorithm for identifying an unknown constant parameter for a scalar regression model using a nonlinear operator that allows us to obtain a new regression equation (with an expanded number of unknown parameters)…

Systems and Control · Electrical Eng. & Systems 2023-05-29 Vladimir Vorobyev , Alexey Bobtsov , Nikolay Nikolaev , Anton Pyrkin

This paper examines the foundational concept of random variables in probability theory and statistical inference, demonstrating that their mathematical definition requires no reference to randomization or hypothetical repeated sampling. We…

Other Statistics · Statistics 2025-02-11 Paul W. Vos

Statisticians usually restrict regression to model relationships that are explicitly defined dependent and independent random variables; this paper outlines the newly developed method of non-response analysis and rotational analysis for…

Methodology · Statistics 2016-03-29 Rebecca D. Wooten

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

Several measures of non-convexity (departures from convexity) have been introduced in the literature, both for sets and functions. Some of them are of geometric nature, while others are more of topological nature. We address the statistical…

Statistics Theory · Mathematics 2022-11-23 Alejandro Cholaquidis , Ricardo Fraiman , Leonardo Moreno , Beatriz Pateiro-López

We present a method of parameter estimation for large class of nonlinear systems, namely those in which the state consists of output derivatives and the flow is linear in the parameter. The method, which solves for the unknown parameter by…

Systems and Control · Electrical Eng. & Systems 2024-07-16 Simon Kuang , Xinfan Lin

The meaning of randomization tests has become obscure in statistics education and practice over the last century. This article makes a fresh attempt at rectifying this core concept of statistics. A new term -- "quasi-randomization test" --…

Methodology · Statistics 2023-04-05 Yao Zhang , Qingyuan Zhao

The purpose of this paper is to extend the definition of quasiarithmetic means by taking a strictly monotone generating function instead of a strictly monotone and continuous one. We establish the properties of such means and compare them…

Classical Analysis and ODEs · Mathematics 2024-12-11 Zsolt Páles , Paweł Pasteczka

A new test statistic based on success runs of weighted deviations is introduced. Its use for observations sampled from independent normal distributions is worked out in detail. It supplements the classic $\chi^{2}$ test which ignores the…

Statistics Theory · Mathematics 2017-04-10 Frederik Beaujean , Allen Caldwell

Here we introduce some new classes of discrete stable random variables, which are useful for understanding of a new general notion of stability of random variables called us as casual stability. There are given some examples of casual and…

Probability · Mathematics 2014-06-17 Lev B. Klebanov , Lenka Slámová

This paper presents a nonlinear approach to measurements a general framework for dealing with variations of environmental conditions. My method may prove promising to extensions beyond classical physics, economics, and other sciences. I…

General Physics · Physics 2010-06-21 Mihaela D. Iftime

In this paper we propose an optimal predictor of a random variable that has either an infinite mean or an infinite variance. The method consists of transforming the random variable such that the transformed variable has a finite mean and…

Statistics Theory · Mathematics 2023-03-28 Victor de la Pena , Henryk Gzyl , Silvia Mayoral , Haolin Zou , Demissie Alemayehu

The wide application of estimation techniques in system analysis enable us to best determine and understand the history of system states. This paper attempts to delineate the theory behind linear and non-linear estimation with a suitable…

Applications · Statistics 2014-10-21 Raja Manish

Combining several independent measurements of the same physical quantity is one of the most important tasks in metrology. Small samples, biased input estimates, not always adequate reported uncertainties, and unknown error distribution make…

Data Analysis, Statistics and Probability · Physics 2026-04-22 Zinovy Malkin