相关论文: Robust estimation for small domains in business su…

Covariance matrices play a major role in statistics, signal processing and machine learning applications. This paper focuses on the \textit{semiparametric} covariance/scatter matrix estimation problem in elliptical distributions. The class…

Health disparity research often evaluates health outcomes across demographic subgroups. Multilevel regression and poststratification (MRP) is a popular approach for small subgroup estimation due to its ability to stabilize estimates by…

The functional linear model is an important extension of the classical regression model allowing for scalar responses to be modeled as functions of stochastic processes. Yet, despite the usefulness and popularity of the functional linear…

Small area estimators that ignore the sampling design lack design consistency when the sampling mechanism is complex and may be severely biased under informative designs. Existing procedures that account for the survey weights under…

Empirical Bayes small area estimation based on the well-known Fay-Herriot model may produce unreliable estimates when outlying areas exist. Existing robust methods against outliers or model misspecification are generally inefficient when…

There has been recent growth in small area estimation due to the need for more precise estimation of small geographic areas, which has led to groups such as the U.S. Census Bureau, Google, and the RAND corporation utilizing small area…

The paper algorithmizes the problem of regime change point identification for data measured in a system exhibiting impulsive behaviors. This is a fundamental challenge for annotation of measurement data relevant, e.g., for designing…

This article studies the \emph{robust covariance matrix estimation} of a data collection $X = (x_1,\ldots,x_n)$ with $x_i = \sqrt \tau_i z_i + m$, where $z_i \in \mathbb R^p$ is a \textit{concentrated vector} (e.g., an elliptical random…

Covariance matrix estimation is an important problem in multivariate data analysis, both from theoretical as well as applied points of view. Many simple and popular covariance matrix estimators are known to be severely affected by model…

Improving health in the most disadvantaged populations requires reliable estimates of health and demographic indicators to inform policy and interventions. Low- and middle-income countries with the largest burden of disease and disability…

This paper studies robust regression in the settings of Huber's $\epsilon$-contamination models. We consider estimators that are maximizers of multivariate regression depth functions. These estimators are shown to achieve minimax rates in…

We investigate two important properties of M-estimator, namely, robustness and tractability, in linear regression setting, when the observations are contaminated by some arbitrary outliers. Specifically, robustness means the statistical…

Survey data typically have missing values due to unit and item nonresponse. Sometimes, survey organizations know the marginal distributions of certain categorical variables in the survey. As shown in previous work, survey organizations can…

This paper proposes a methodology to obtain estimates in small domains when the target is a composite indicator. These indicators are of utmost importance for studying multidimensional phenomena, but little research has been done on how to…

Doubly robust estimators have gained popularity in the field of causal inference due to their ability to provide consistent point estimates when either an outcome or exposure model is correctly specified. However, for nonrandomized…

Multiple randomization designs (MRDs) are a class of experimental designs used to handle interference in two-sided marketplaces. We investigate regression adjustment strategies for estimating total, spillover, and direct effects in MRDs. We…

Small area estimation using survey data can be achieved by using either a design-based or a model-based inferential approach. Design-based direct estimators are generally preferable because of their consistency, asymptotic normality, and…

Auxiliary information is increasingly available from administrative and other data sources, but it is often incomplete and of non-probability origin. We propose a two-step small area estimation approach in which the first step relies on…

The need for small area estimates is increasingly felt in both the public and private sectors in order to formulate their strategic plans. It is now widely recognized that direct small area survey estimates are highly unreliable owing to…

Maintaining the quality of manufactured products at a desired level is known to increase customer satisfaction and profitability. Shewhart control chart is the most widely used in statistical process control (SPC) technique to monitor the…