相关论文: A Sliding Blocks Estimator for the Extremal Index

This paper proposes robust estimators of the variogram, a statistical tool that is commonly used in geostatistics to capture the spatial dependence structure of data. The new estimators are based on the highly robust minimum covariance…

We study a new estimator for the tail index of a distribution in the Frechet domain of attraction that arises naturally by computing subsample maxima. This estimator is equivalent to taking a U-statistic over a Hill estimator with two order…

We present large sample results for partitioning-based least squares nonparametric regression, a popular method for approximating conditional expectation functions in statistics, econometrics, and machine learning. First, we obtain a…

We generalize the concept of extremal index of a stationary random sequence to the series scheme of identically distributed random variables with random series sizes tending to infinity in probability. We introduce new extremal indices…

It is preferred that feature selectors be \textit{stable} for better interpretabity and robust prediction. Ensembling is known to be effective for improving the stability of feature selectors. Since ensembling is time-consuming, it is…

The stochastic block model (SBM) is a fundamental tool for community detection in networks, yet the finite-sample performance of inference methods remains underexplored. We evaluate key algorithms-spectral methods, variational inference,…

This article proposes a novel estimator for regression coefficients in clustered data that explicitly accounts for within-cluster dependence. We study the asymptotic properties of the proposed estimator under both finite and infinite…

We study estimation of causal effects in staggered rollout designs, i.e. settings where there is staggered treatment adoption and the timing of treatment is as-good-as randomly assigned. We derive the most efficient estimator in a class of…

This paper presents a clustering approach that allows for rigorous statistical error control similar to a statistical test. We develop estimators for both the unknown number of clusters and the clusters themselves. The estimators depend on…

Extreme value analysis in the presence of censoring is receiving much attention as it has applications in many disciplines, including survival and reliability studies. Estimation of extreme value index (EVI) is of primary importance as it…

This paper considers the nonparametric regression model with negatively super-additive dependent (NSD) noise and investigates the convergence rates of thresholding estimators. It is shown that the term-by-term thresholding estimator…

The analysis of spatial extremes requires the joint modeling of a spatial process at a large number of stations and max-stable processes have been developed as a class of stochastic processes suitable for studying spatial extremes. Spatial…

We introduce a consistent estimator of the extreme value index under random truncation based on a single sample fraction of top observations from truncated and truncation data. We establish the asymptotic normality of the proposed estimator…

A general method is presented for deriving the limiting behavior of estimators that are defined as the values of parameters optimizing an empirical criterion function. The asymptotic behavior of such estimators is typically deduced from…

In many applications of network analysis, it is important to distinguish between observed and unobserved factors affecting network structure. To this end, we develop spectral estimators for both unobserved blocks and the effect of…

In this paper we perform an analytical and numerical study of Extreme Value distributions in discrete dynamical systems that have a singular measure. Using the block maxima approach described in Faranda et al. [2011] we show that,…

Analysis of the rare and extreme values through statistical modeling is an important issue in economical crises, climate forecasting, and risk management of financial portfolios. Extreme value theory provides the probability models needed…

We give conditions to prove the existence of an Extremal Index for general stationary stochastic processes by detecting the presence of one or more underlying periodic phenomena. This theory, besides giving general useful tools to identify…

This study proposes a robust estimator for stochastic frontier models by integrating the idea of Basu et al. [1998, Biometrika 85, 549-559] into such models. We verify that the suggested estimator is strongly consistent and asymptotic…

It is usual to rely on the quasi-likelihood methods for deriving statistical methods applied to clustered multinomial data with no underlying distribution. Even though extensive literature can be encountered for these kind of data sets,…