相关论文: Improved estimators in beta prime regression model…

We derive a maximum a posteriori estimator for the linear observation model, where the signal and noise covariance matrices are both uncertain. The uncertainties are treated probabilistically by modeling the covariance matrices with prior…

This article is concerned with the Bridge Regression, which is a special family in penalized regression with penalty function $\sum_{j=1}^{p}|\beta_j|^q$ with $q>0$, in a linear model with linear restrictions. The proposed restricted bridge…

The subject of tail estimation for randomly censored data from a heavy tailed distribution receives growing attention, motivated by applications for instance in actuarial statistics. The bias of the available estimators of the extreme value…

Consider the multiple linear regression model $y_{i} = \boldsymbol{x}'_{i} \boldsymbol{\beta} + \epsilon_{i}$, where $\epsilon_i$'s are independent and identically distributed random variables, $\mathbf{x}_i$'s are known design vectors and…

Fully robust versions of the elastic net estimator are introduced for linear and logistic regression. The algorithms to compute the estimators are based on the idea of repeatedly applying the non-robust classical estimators to data subsets…

The phenomenon of benign overfitting, where a predictor perfectly fits noisy training data while attaining near-optimal expected loss, has received much attention in recent years, but still remains not fully understood beyond well-specified…

Large language models are becoming the go-to solution for the ever-growing number of tasks. However, with growing capacity, models are prone to rely on spurious correlations stemming from biases and stereotypes present in the training data.…

Several bivariate beta distributions have been proposed in the literature. In particular, Olkin and Liu (2003) proposed a 3 parameter bivariate beta model, which Arnold and Ng (2011) extend to 5 and 8 parameter models. The 3 parameter model…

Maximum a posteriori and Bayes estimators are two common methods of point estimation in Bayesian Statistics. It is commonly accepted that maximum a posteriori estimators are a limiting case of Bayes estimators with 0-1 loss. In this paper,…

Nonparametric regression models offer a way to understand and quantify relationships between variables without having to identify an appropriate family of possible regression functions. Although many estimation methods for these models have…

Evaluating predictive models is a crucial task in predictive analytics. This process is especially challenging with time series data where the observations show temporal dependencies. Several studies have analysed how different performance…

In most machine learning applications, classification accuracy is not the primary metric of interest. Binary classifiers which face class imbalance are often evaluated by the $F_\beta$ score, area under the precision-recall curve, Precision…

We generalize the na\"ive estimator of a Poisson regression model with measurement errors as discussed in Kukush et al. [1]. The explanatory variable is not always normally distributed as they assume. In this study, we assume that the…

Regression models that ignore measurement error in predictors may produce highly biased estimates leading to erroneous inferences. It is well known that it is extremely difficult to take measurement error into account in Gaussian…

This paper concerns the robust regression model when the number of predictors and the number of observations grow in a similar rate. Theory for M-estimators in this regime has been recently developed by several authors [El Karoui et al.,…

Non-probability sampling, for example in the form of online panels, has become a fast and cheap method to collect data. While reliable inference tools are available for classical probability samples, non-probability samples can yield…

We deal with Bayesian inference for Beta autoregressive processes. We restrict our attention to the class of conditionally linear processes. These processes are particularly suitable for forecasting purposes, but are difficult to estimate…

Machine learning models for continuous outcomes often yield systematically biased predictions, particularly for values that largely deviate from the mean. Specifically, predictions for large-valued outcomes tend to be negatively biased…

With recent advances in high throughput technology, researchers often find themselves running a large number of hypothesis tests (thousands+) and esti- mating a large number of effect-sizes. Generally there is particular interest in those…

This paper investigates the accuracy of bootstrap-based bias correction of persistence measures for long memory fractionally integrated processes. The bootstrap method is based on the semi-parametric sieve approach, with the dynamics in the…