Results 21 to 30 of about 287 (69)
Equivalence of weak and strong modes of measures on topological vector spaces [PDF]
A strong mode of a probability measure on a normed space $X$ can be defined as a point $u$ such that the mass of the ball centred at $u$ uniformly dominates the mass of all other balls in the small-radius limit.
Lie, Han Cheng, Sullivan, T. J.
core +2 more sources
The breakdown behavior of the maximum likelihood estimator in the logistic regression model. [PDF]
: In this note we discuss the breakdown behavior of the Maximum Likelihood (ML) estimator in the logistic regression model. We formally prove that the ML-estimator never explodes to infinity, but rather breaks down to zero when adding severe outliers to ...
Croux, Christophe +2 more
core +3 more sources
Influence Functions of the Spearman and Kendall Correlation Measures [PDF]
Mathematics Subject Classification (2000) 62G35 ...
Croux, C., Dehon, C.
core +1 more source
Confidence bands for convex median curves using sign-tests
Suppose that one observes pairs $(x_1,Y_1)$, $(x_2,Y_2)$, ..., $(x_n,Y_n)$, where $x_1\le x_2\le ... \le x_n$ are fixed numbers, and $Y_1,Y_2,...,Y_n$ are independent random variables with unknown distributions.
Duembgen, Lutz
core +1 more source
We revisit, in an original and challenging perspective, the problem of testing the null hypothesis that the mode of a directional signal is equal to a given value.
Paindaveine, Davy, Verdebout, Thomas
core +1 more source
Level sets of depth measures in abstract spaces. [PDF]
Cholaquidis A, Fraiman R, Moreno L.
europepmc +1 more source
Pointwise adaptive estimation for robust and quantile regression
A nonparametric procedure for robust regression estimation and for quantile regression is proposed which is completely data-driven and adapts locally to the regularity of the regression function. This is achieved by considering in each point M-estimators
Cuenod, Charles-Andre +2 more
core +1 more source
Robustness of multiple testing procedures against dependence
An important aspect of multiple hypothesis testing is controlling the significance level, or the level of Type I error. When the test statistics are not independent it can be particularly challenging to deal with this problem, without resorting to very ...
Clarke, Sandy, Hall, Peter
core +2 more sources
Robust and efficient estimation of GARCH models based on Hellinger distance. [PDF]
Zhao Q, Chen L, Wu J.
europepmc +1 more source
Regression depth and support vector machine [PDF]
The regression depth method (RDM) proposed by Rousseeuw and Hubert [RH99] plays an important role in the area of robust regression for a continuous response variable.
Christmann, Andreas
core

