相关论文: Trimmed L-moments For Estimation Multi-parameter A…

We study three estimators for the interval censoring case 2 problem, a histogram-type estimator, proposed in Birg\'e (1999), the maximum likelihood estimator (MLE) and the smoothed MLE, using a smoothing kernel. Our focus is on the…

We introduce a trimmed version of the Hill estimator for the index of a heavy-tailed distribution, which is robust to perturbations in the extreme order statistics. In the ideal Pareto setting, the estimator is essentially finite-sample…

Estimation of the number of species or unobserved classes from a random sample of the underlying population is a ubiquitous problem in statistics. In classical settings, the size of the sample is usually small. New technologies such as…

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…

For many probability laws, in parametric models, the estimation of the parameters can be done in the frame of the maximum likelihood method, or in the frame of moment estimation methods, or by using the plug-in method, etc. Usually, for…

Instead of minimizing the sum of all $n$ squared residuals as the classical least squares (LS) does, Rousseeuw (1984) proposed to minimize the sum of $h$ ($n/2 \leq h < n$) smallest squared residuals, the resulting estimator is called least…

Generative moment matching networks (GMMNs) are introduced for generating quasi-random samples from multivariate models with any underlying copula in order to compute estimates under variance reduction. So far, quasi-random sampling for…

Hierarchical models allow for heterogeneous behaviours in a population while simultaneously borrowing estimation strength across all subpopulations. Unfortunately, existing likelihood-based methods for fitting hierarchical models have high…

The problem of parameter estimation by the observations of the two-state telegraph process in the presence of white Gaussian noise is considered. The properties of estimator of the method of moments are described in the asymptotics of large…

We herein propose a variant of the projected inexact Levenberg--Marquardt method (ILMM) for solving constrained nonsmooth equations. Since the orthogonal projection onto the feasible set may be computationally expensive, we propose a local…

A new class of copulas based on order statistics was introduced by Baker (2008). Here, further properties of the bivariate and multivariate copulas are described, such as that of likelihood ratio dominance (LRD), and further bivariate…

A novel approach to adding two additional parameters to a family of distributions for better adaptability has been put forth. This approach yields a versatile class of distributions supported on the positive real line. We proceed to analyze…

We improve the error term in the asymptotic formula for the twisted fourth moment of automorphic L functions of prime level and weight two proved by Kowalski, Michel and Vanderkam. As a consequence, we obtain a new subconvexity bound in the…

This paper considers the problem of distributed estimation in a sensor network, where multiple sensors are deployed to infer the state of a linear time-invariant (LTI) Gaussian system. By proposing a lossless decomposition of Kalman filter,…

We consider a regression framework where the design points are deterministic and the errors possibly non-i.i.d. and heavy-tailed (with a moment of order $p$ in $[1,2]$). Given a class of candidate regression functions, we propose a…

The mean-variance portfolio model, based on the risk-return trade-off for optimal asset allocation, remains foundational in portfolio optimization. However, its reliance on restrictive assumptions about asset return distributions limits its…

We present results on parameter estimation and non-parameter estimation of the linear partially observed Gaussian system of stochastic differential equations. We propose new one-step estimators which have the same asymptotic properties as…

This paper proposes an original Riemmanian geometry for low-rank structured elliptical models, i.e., when samples are elliptically distributed with a covariance matrix that has a low-rank plus identity structure. The considered geometry is…

We propose a new approach for estimating the parameters of a probability distribution. It consists on combining two new methods of estimation. The first is based on the definition of a new distance measuring the difference between…

We consider distributed estimation of the inverse covariance matrix, also called the concentration or precision matrix, in Gaussian graphical models. Traditional centralized estimation often requires global inference of the covariance…