相关论文: On the strong consistency of asymptotic M-estimato…
We study theoretical properties of regularized robust M-estimators, applicable when data are drawn from a sparse high-dimensional linear model and contaminated by heavy-tailed distributions and/or outliers in the additive errors and…
We study the existence, strong consistency and asymptotic normality of estimators obtained from estimating functions, that are p-dimensional martingale transforms. The problem is motivated by the analysis of evolutionary clustered data,…
We study asymptotic behavior of one-step $M$-estimators based on samples from arrays of not necessarily identically distributed random variables and representing explicit approximations to the corresponding consistent $M$-estimators. These…
We consider maximum likelihood estimation of finite mixture of uniform distributions. We prove that maximum likelihood estimator is strongly consistent, if the scale parameters of the component uniform distributions are restricted from…
In this paper we present a complete asymptotic expansion of a symmetric homogeneous stable (balanced), stabilizable and stabilized mean. By including known asymptotic expansions of parametric means it is shown how the obtained coefficients…
The maximum likelihood estimator (MLE) is pivotal in statistical inference, yet its application is often hindered by the absence of closed-form solutions for many models. This poses challenges in real-time computation scenarios,…
Bagging is a useful method for large-scale statistical analysis, especially when the computing resources are very limited. We study here the asymptotic properties of bagging estimators for $M$-estimation problems but with massive datasets.…
Statistical models incorporating change points are common in practice, especially in the area of biomedicine. This approach is appealing in that a specific parameter is introduced to account for the abrupt change in the response variable…
In finite mixtures of location-scale distributions, if there is no constraint or penalty on the parameters, then the maximum likelihood estimator does not exist because the likelihood is unbounded. To avoid this problem, we consider a…
This paper investigates the stability of the least squares approximation $P_m^n$ within the univariate polynomial space of degree $m$, denoted by ${\mathbb P}_m$. The approximation $P_m^n$ entails identifying a polynomial in ${\mathbb P}_m$…
We introduce a weak asymptotic version of nonlinear contraction, termed \emph{asymptotic pointwise contraction}. For a mapping on a metric space, this notion requires the existence of a sequence of functions that dominate the distances…
We develop an asymptotic theory of adversarial estimators ('A-estimators'). They generalize maximum-likelihood-type estimators ('M-estimators') as their average objective is maximized by some parameters and minimized by others. This class…
Likelihood inference for max-stable random fields is in general impossible because their finite-dimensional probability density functions are unknown or cannot be computed efficiently. The weighted composite likelihood approach that…
Spatial-temporal linear model and the corresponding likelihood-based statistical inference are important tools for the analysis of spatial-temporal lattice data. In this paper, we study the asymptotic properties of maximum likelihood…
This paper explores strong and weak consistency of M-estimators for non-identically distributed data, extending prior work. Emphasis is given to scenarios where data is viewed as a triangular array, which encompasses distributional…
In this note, we give a short information-theoretic proof of the consistency of the Gaussian maximum likelihood estimator in linear auto-regressive models. Our proof yields nearly optimal non-asymptotic rates for parameter recovery and…
Consider a nonlinear regression model : y_{i}=g(x_{i},{\theta})+e_{i}, i=1,...,n, where the x_{i} are random predictors x_{i} and {\theta} is the unknown parameter vector ranging in a set {\Theta}\subsetR^{p}. All known results on the…
Strong consistency of the quasi-maximum likelihood estimator is given for a general class of multidimensional causal processes based on asyMmetric laplacian innovation.
The aim of this article is to establish asymptotic distributions and consistency of subsampling for spectral density and for magnitude of coherence for non-stationary, almost periodically correlated time series. We show the asymptotic…
Recently maximum pseudo-likelihood (MPL) inference method has been successfully applied to statistical physics models with intractable likelihoods. We use information theory to derive a relation between the pseudo-likelihood and likelihood…