Results 11 to 20 of about 81 (48)

Asymptotic properties of predictive recursion: Robustness and rate of convergence

, 2009
Here we explore general asymptotic properties of Predictive Recursion (PR) for nonparametric estimation of mixing distributions. We prove that, when the mixture model is mis-specified, the estimated mixture convergesalmost surely in total variation to ...
Ryan Martin, S. Tokdar
semanticscholar   +1 more source

Affine-invariant rank tests for multivariate independence in independent component models

, 2016
We consider the problem of testing for multivariate indepen- dence in independent component (IC) models. Under a symmetry assump- tion, we develop parametric and nonparametric (signed-rank) tests.
H. Oja, D. Paindaveine, S. Taskinen
semanticscholar   +1 more source

Robustness in sparse high-dimensional linear models: Relative efficiency and robust approximate message passing

, 2016
Understanding efficiency in high dimensional linear models is a longstanding problem of interest. Classical work with smaller dimensional problems dating back to Huber and Bickel has illustrated the clear benefits of efficient loss functions.
Jelena Bradic
semanticscholar   +1 more source

Multinomial goodness-of-fit tests under inlier modification

, 2011
The Pearson’s chi-square and the log-likelihood ratio chi-square statistics are fundamental tools in multinomial goodness-of-fit testing. Cressie and Read (1984) constructed a general family of divergences which includes both statistics as special cases.
A. Mandal, A. Basu
semanticscholar   +1 more source

Level sets of depth measures in abstract spaces. [PDF]

Test (Madr), 2023
Cholaquidis A, Fraiman R, Moreno L.
europepmc   +1 more source

Robust and efficient estimation of GARCH models based on Hellinger distance. [PDF]

J Appl Stat, 2022
Zhao Q, Chen L, Wu J.
europepmc   +1 more source

Robust and efficient estimation of nonparametric generalized linear models. [PDF]

Test (Madr), 2023
Kalogridis I, Claeskens G, Van Aelst S.
europepmc   +1 more source

Robust fitting of mixtures of GLMs by weighted likelihood. [PDF]

Adv Stat Anal, 2022
Greco L.
europepmc   +1 more source

Depth functions and mutidimensional medians on minimal spanning trees. [PDF]

J Appl Stat, 2020
Yang M, Modarres R, Guo L.
europepmc   +1 more source

OPTIMAL DESIGNS FOR SPLINE WAVELET REGRESSION MODELS. [PDF]

J Stat Plan Inference, 2017
Maronge JM, Zhai Y, Wiens DP, Fang Z.
europepmc   +1 more source