Results 21 to 30 of about 314 (54)
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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Robust rank correlation based screening [PDF]
, 2012 Independence screening is a variable selection method that uses a ranking criterion to select significant variables, particularly for statistical models with nonpolynomial dimensionality or "large p, small n" paradigms when p can be as large as an ...
Li, Gaorong +3 more
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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
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Confidence intervals for average success probabilities [PDF]
, 2014 We provide Buehler-optimal one-sided and some valid two-sided confidence intervals for the average success probability of a possibly inhomogeneous fixed length Bernoulli chain, based on the number of observed successes.
Mattner, Lutz, Tasto, Christoph
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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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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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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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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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Nested Group Testing Procedure. [PDF]
Commun Math Stat, 2022 Xiong W, Ding J, Zhang W, Liu A, Li Q.
europepmc +1 more source
Trimmed Likelihood Estimation of the Parameters of the Generalized Extreme Value Distributions: a Monte-Carlo Study [PDF]
, 2005 2000 Mathematics Subject Classification: Primary 62F35; Secondary 62P99The applicability of the Trimmed Likelihood Estimator (TLE) proposed by Neykov and Neytchev to the extreme value distributions is considered.
Dimova, Rositsa +2 more
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