Results 21 to 30 of about 314 (53)
Improving Point and Interval Estimates of Monotone Functions by Rearrangement [PDF]
, 2008 Suppose that a target function is monotonic, namely, weakly increasing, and an available original estimate of this target function is not weakly increasing.
Chernozhukov, Victor +2 more
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Robust nonparametric inference for the median
, 2005 We consider the problem of constructing robust nonparametric confidence intervals and tests of hypothesis for the median when the data distribution is unknown and the data may contain a small fraction of contamination.
Yohai, Victor J., Zamar, Ruben H.
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Sensitivity and robustness in MDS configurations for mixed-type data: a study of the economic crisis impact on socially vulnerable Spanish people [PDF]
Multidimensional scaling (MDS) techniques are initially proposed to produce pictorial representations of distance, dissimilarity or proximity data. Sensitivity and robustness assessment of multivariate methods is essential if inferences are to be drawn ...
Aurea Grané, Rosario Romera
core
Empirical risk minimization for heavy-tailed losses
, 2015 The purpose of this paper is to discuss empirical risk minimization when the losses are not necessarily bounded and may have a distribution with heavy tails.
Brownlees, Christian +2 more
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Study on Robustness of Strehler-Mildvan Model [PDF]
, 2004 2000 Mathematics Subject Classi cation: 62F35, 62F15The probability that a device will work properly after a certain period of time can be studied using the Strehler-Mildvan model.
Atanasov, Dimitar
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Sensitivity of principal Hessian direction analysis
, 2007 We provide sensitivity comparisons for two competing versions of the dimension reduction method principal Hessian directions (pHd). These comparisons consider the effects of small perturbations on the estimation of the dimension reduction subspace via ...
Prendergast, Luke A., Smith, Jodie A.
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Regenerative block empirical likelihood for Markov chains
, 2011 Empirical likelihood is a powerful semi-parametric method increasingly investigated in the literature. However, most authors essentially focus on an i.i.d. setting.
Harari-Kermadec, Hugo
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About the Concept of Weights of WLTE(k) Estimators [PDF]
, 2003 2002 Mathematics Subject Classification: 62F35, 62F15.The concept for trimming and weighing the terms in the Method of Maximum Likelihood gives us a very flexible and useful way to improve the robustness of MLE.
Atanasov, Dimitar
core
Nested Group Testing Procedure. [PDF]
Commun Math Stat, 2022 Xiong W, Ding J, Zhang W, Liu A, Li Q.
europepmc +1 more source
Fence methods for mixed model selection
, 2008 Many model search strategies involve trading off model fit with model complexity in a penalized goodness of fit measure. Asymptotic properties for these types of procedures in settings like linear regression and ARMA time series have been studied, but ...
Gu, Zhonghua +3 more
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