相关论文: Current status data with competing risks: Limiting…

We study nonparametric isotonic confidence intervals for monotone functions. In Banerjee and Wellner (2001) pointwise confidence intervals, based on likelihood ratio tests for the restricted and unrestricted MLE in the current status model,…

Let $f(y|\theta), \; \theta \in \Omega$ be a parametric family, $\eta(\theta)$ a given function, and $G$ an unknown mixing distribution. It is desired to estimate $E_G (\eta(\theta))\equiv \eta_G$ based on independent observations…

Estimating model parameters is a crucial step in mathematical modelling and typically involves minimizing the disagreement between model predictions and experimental data. This calibration data can change throughout a study, particularly if…

This paper presents a robust alternative to the Maximum Likelihood Estimator (MLE) for the Polytomous Logistic Regression Model (PLRM), known as the family of minimum R\`enyi Pseudodistance (RP) estimators. The proposed minimum RP…

In making inference on the relation between failure and exposure histories in the Cox semiparametric model, the maximum partial likelihood estimator (MPLE) of the finite dimensional odds parameter, and the Breslow estimator of the baseline…

This paper introduces a high-dimensional binary variate model that accommodates nonstationary covariates and factors, and studies their asymptotic theory. This framework encompasses scenarios where single indices are nonstationary or…

In this paper, we develop a novel efficient and robust nonparametric regression estimator under a framework of feedforward neural network. There are several interesting characteristics for the proposed estimator. First, the loss function is…

Maximum pseudolikelihood (MPL) estimators are useful alternatives to maximum likelihood (ML) estimators when likelihood functions are more difficult to manipulate than their marginal and conditional components. Furthermore, MPL estimators…

This paper studies computationally and theoretically attractive estimators called the Laplace type estimators (LTE), which include means and quantiles of Quasi-posterior distributions defined as transformations of general…

Combining discrete probability distributions and combinatorial optimization problems with neural network components has numerous applications but poses several challenges. We propose Implicit Maximum Likelihood Estimation (I-MLE), a…

We apply the techniques of stochastic integration with respect to fractional Brownian motion and the theory of regularity and supremum estimation for stochastic processes to study the maximum likelihood estimator (MLE) for the drift…

Every student in statistics or data science learns early on that when the sample size largely exceeds the number of variables, fitting a logistic model produces estimates that are approximately unbiased. Every student also learns that there…

Estimating the unconstrained mean and covariance matrix is a popular topic in statistics. However, estimation of the parameters of $N_p(\mu,\Sigma)$ under joint constraints such as $\Sigma\mu = \mu$ has not received much attention. It can…

Suppose $\widehat\theta_n$ is a strongly consistent estimator for $\theta_0$ in some i.i.d. situation. Let $N_\varepsilon$ and $Q_\varepsilon$ be respectively the last $n$ and the total number of $n$ for which $\widehat\theta_n$ is at least…

This paper investigates and extends the computationally attractive nonparametric random coefficients estimator of Fox, Kim, Ryan, and Bajari (2011). We show that their estimator is a special case of the nonnegative LASSO, explaining its…

For many diseases, logistic and other constraints often render large incidence studies difficult, if not impossible, to carry out. This becomes a drawback, particularly when a new incidence study is needed each time the disease incidence…

Maximum regularized likelihood estimators (MRLEs) are arguably the most established class of estimators in high-dimensional statistics. In this paper, we derive guarantees for MRLEs in Kullback-Leibler divergence, a general measure of…

The problem of nonlinear functional of parameters, such as differential entropy, has received much attention in information theory and statistics. In many situations, prior information about the parameters is available in the form of order…

The Maximum Likelihood Estimator (MLE) serves an important role in statistics and machine learning. In this article, for i.i.d. variables, we obtain constant-specified and sharp concentration inequalities and oracle inequalities for the MLE…

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…