Suchergebnisse - "Robustness and adaptive procedures (parametric inference)"

Estimation from Indirect Observations Under Stochastic Uncertainty in Observation Matrix: Estimation from indirect observations under stochastic uncertainty in observation matrix

Autoren: Yannis Bekri Anatoli Juditsky Arkadi Nemirovski

Quelle: Journal of Optimization Theory and Applications. 205

Schlagwörter: Applications of mathematical programming, statistical linear inverse problems, Nonparametric robustness, observation matrix uncertainty, Robustness and adaptive procedures (parametric inference), robust estimation

Dateibeschreibung: application/xml

Augmenting Stationary Covariance Functions with a Smoothness Hyperparameter and Improving Gaussian Process Regression Using a Structural Similarity Index: Augmenting stationary covariance functions with a smoothness hyperparameter and improving Gaussian process regression using a structural similarity index

Autoren: Anna Chlingaryan Raymond Leung Arman Melkumyan

Quelle: Mathematical Geosciences. 56:605-637

Schlagwörter: Sobolev smoothness, spectral flatness, Bayesian inference, Gaussian processes, 02 engineering and technology, 01 natural sciences, Probabilistic models, generic numerical methods in probability and statistics, machine learning, covariance function, 0202 electrical engineering, electronic engineering, information engineering, Robustness and adaptive procedures (parametric inference), Geostatistics, structural similarity index, 0105 earth and related environmental sciences

Dateibeschreibung: application/xml

Robust singular value decomposition with application to video surveillance background modelling

Autoren: Roy, Subhrajyoty Ghosh, Abhik Basu, Ayanendranath

Quelle: Statistics and Computing. 34

Schlagwörter: background modelling, robust SVD, robust matrix factorization, singular value decomposition, density power divergence, Robustness and adaptive procedures (parametric inference), Factor analysis and principal components, correspondence analysis, Computational methods for problems pertaining to statistics

Dateibeschreibung: application/xml

Zugangs-URL: https://zbmath.org/7949283
https://doi.org/10.1007/s11222-024-10493-7

Reproducible parameter inference using bagged posteriors

Autoren: Huggins, Jonathan H. Miller, Jeffrey W.

Quelle: Electronic Journal of Statistics. 18

Schlagwörter: FOS: Computer and information sciences, Computer Science - Machine Learning, Bootstrap, jackknife and other resampling methods, Bayesian inference, Mathematics - Statistics Theory, Machine Learning (stat.ML), Statistics Theory (math.ST), Bernstein-von Mises theorem, bagging, Machine Learning (cs.LG), Methodology (stat.ME), Jeffrey conditionalization, Statistics - Machine Learning, FOS: Mathematics, Foundations and philosophical topics in statistics, Robustness and adaptive procedures (parametric inference), model misspecification, bootstrap, uncertainty calibration, overlap probability, Statistics - Methodology

Dateibeschreibung: application/xml

Zugangs-URL: http://arxiv.org/abs/2311.02019
https://zbmath.org/7855836
https://doi.org/10.1214/24-ejs2237

K-sign depth: From asymptotics to efficient implementation: K-sign depth: from asymptotics to efficient implementation

Autoren: Malcherczyk, Dennis Leckey, Kevin Müller, Christine H.

Quelle: Journal of Statistical Planning and Inference. 215:344-355

Schlagwörter: Asymptotic distribution theory in statistics, Asymptotic properties of parametric tests, 05 social sciences, \(K\)-sign depth, residual-based test, 01 natural sciences, linear runtime, K-depth test, 0502 economics and business, K-sign depth, Robustness and adaptive procedures (parametric inference), outlier robustness, 0101 mathematics, distribution-free test

Dateibeschreibung: application/xml; application/pdf

Zugangs-URL: https://eldorado.tu-dortmund.de/bitstream/2003/39100/1/DP_1420_SFB823_Malcherczyk_Leckey_M%c3%bcller.pdf
https://zbmath.org/7423658
https://doi.org/10.1016/j.jspi.2021.04.006
https://jglobal.jst.go.jp/detail?JGLOBAL_ID=202102276488268764
https://www.sciencedirect.com/science/article/pii/S0378375821000458
http://hdl.handle.net/2003/39100

Optimal Adaptive Strategies for Sequential Quantum Hypothesis Testing: Optimal adaptive strategies for sequential quantum hypothesis testing

Autoren: Yonglong Li Vincent Y. F. Tan Marco Tomamichel et al.

Weitere Verfasser: Yonglong Li Vincent Y. F. Tan Marco Tomamichel et al.

Quelle: 2021 IEEE Information Theory Workshop (ITW). :1-6

Schlagwörter: FOS: Computer and information sciences, Measures of information, entropy, Quantum state spaces, operational and probabilistic concepts, Computer Science - Information Theory, math-ph, FOS: Physical sciences, Mathematics - Statistics Theory, Statistics Theory (math.ST), 02 engineering and technology, 01 natural sciences, Parametric hypothesis testing, math.MP, quant-ph, cs.IT, 0103 physical sciences, FOS: Mathematics, 0202 electrical engineering, electronic engineering, information engineering, stat.TH, math.IT, Robustness and adaptive procedures (parametric inference), Mathematical Physics, Quantum Physics, Information Theory (cs.IT), Quantum measurement theory, state operations, state preparations, Mathematical Physics (math-ph), math.ST, Sequential estimation, Quantum Physics (quant-ph)

Dateibeschreibung: application/xml

Zugangs-URL: http://arxiv.org/pdf/2104.14706
http://arxiv.org/abs/2104.14706
https://zbmath.org/7533715
https://doi.org/10.1007/s00220-022-04362-5
https://dblp.uni-trier.de/db/journals/corr/corr2104.html#abs-2104-14706
http://128.84.4.34/abs/2104.14706
https://arxiv.org/abs/2104.14706

A Bayesian robust chi-squared test for testing simple hypotheses

Autoren: Suleyman Taspinar Osman Dogan Anil K. Bera

Quelle: Journal of Econometrics. 222:933-958

Schlagwörter: robust LM test, LM test, MCMC, Bayesian problems, characterization of Bayes procedures, Bayesian inference, 0502 economics and business, 05 social sciences, chi-squared test, Robustness and adaptive procedures (parametric inference), decision theory, 0101 mathematics, Applications of statistics to economics, 01 natural sciences

Dateibeschreibung: application/xml

Zugangs-URL: https://zbmath.org/7343297
https://doi.org/10.1016/j.jeconom.2020.07.046
https://www.sciencedirect.com/science/article/pii/S0304407620303018
https://ideas.repec.org/a/eee/econom/v222y2021i2p933-958.html
http://ideas.repec.org/a/eee/econom/v222y2021i2p933-958.html
https://experts.illinois.edu/en/publications/a-bayesian-robust-chi-squared-test-for-testing-simple-hypotheses
https://EconPapers.repec.org/RePEc:eee:econom:v:222:y:2021:i:2:p:933-958

Fast computation of robust subspace estimators

Autoren: Stefan Van Aelst Holger Cevallos-Valdiviezo

Quelle: Computational Statistics & Data Analysis. 134:171-185

Schlagwörter: FOS: Computer and information sciences, Technology, FAST ALGORITHM, principal component analysis, Statistics & Probability, MODELS, Principal component analysis, deterministic algorithm, 02 engineering and technology, Statistics - Computation, 01 natural sciences, FACE RECOGNITION, 1403 Econometrics, 0202 electrical engineering, electronic engineering, information engineering, LOCATION, Robustness and adaptive procedures (parametric inference), COVARIANCE, 0101 mathematics, least trimmed squares, Least trimmed squares, Computation (stat.CO), 0802 Computation Theory and Mathematics, Science & Technology, 0104 Statistics, Deterministic algorithm, Factor analysis and principal components, correspondence analysis, DISPERSION MATRICES, High-dimensional data, 4905 Statistics, high-dimensional data, 3802 Econometrics, Physical Sciences, Computer Science, Computer Science, Interdisciplinary Applications, PRINCIPAL COMPONENT ANALYSIS, PROJECTION-PURSUIT APPROACH, Computational methods for problems pertaining to statistics, Mathematics, M-scale

Dateibeschreibung: application/xml

Zugangs-URL: https://lirias.kuleuven.be/bitstream/123456789/633769/2/RobSubspaceCompCSDA_Rev2ArXiv.pdf
http://arxiv.org/abs/1803.10290
https://zbmath.org/7027271
https://doi.org/10.1016/j.csda.2018.12.013
https://ideas.repec.org/a/eee/csdana/v134y2019icp171-185.html
https://www.sciencedirect.com/science/article/pii/S0167947319300015
https://dblp.uni-trier.de/db/journals/csda/csda134.html#Cevallos-Valdiviezo19
https://pubag.nal.usda.gov/catalog/6283548
https://doi.org/10.1016/j.csda.2018.12.013
https://ui.adsabs.harvard.edu/abs/2018arXiv180310290C/abstract
https://lirias.kuleuven.be/handle/123456789/633769
https://doi.org/10.1016/j.csda.2018.12.013

Robust Two-Stage Estimation in General Spatial Dynamic Panel Data Models: Robust two-stage estimation in general spatial dynamic panel data models

Autoren: Ding, Hao Jin, Baisuo Wu, Yuehua

Quelle: SSRN Electronic Journal.

Schlagwörter: model selection, Inference from spatial processes, consistency, M-estimation, asymptotic normality, outliers, Robustness and adaptive procedures (parametric inference), Asymptotic properties of parametric estimators, Applications of statistics to biology and medical sciences, meta analysis

Dateibeschreibung: application/xml

Zugangs-URL: https://zbmath.org/7903333
https://doi.org/10.1007/s11424-023-2172-2

Robust estimation of precision matrices under cellwise contamination

Autoren: G. Tarr S. Müller N.C. Weber

Quelle: Computational Statistics & Data Analysis. 93:404-420

Schlagwörter: FOS: Computer and information sciences, covariance matrix, Estimation in multivariate analysis, 62G35, 62H20, 62H30, 05 social sciences, robust estimation, data mining, 01 natural sciences, precision matrix, Methodology (stat.ME), 13. Climate action, 0502 economics and business, Robustness and adaptive procedures (parametric inference), 0101 mathematics, Computational methods for problems pertaining to statistics, Statistics - Methodology

Dateibeschreibung: application/xml

Zugangs-URL: http://arxiv.org/pdf/1501.01950
http://arxiv.org/abs/1501.01950

Robust m-estimator of parameters in variance components model: Robust \(M\)-estimator of parameters in variance components model

Autoren: Roman Zmyślony Stefan Zontek

Quelle: Discussiones Mathematicae Probability and Statistics. 22:61

Schlagwörter: robust estimator, Linear regression, mixed models, Fréchet differentiability, Analysis of variance and covariance (ANOVA), maximum likelihood estimator, Robustness and adaptive procedures (parametric inference), Fisher consistency, statistical functional

Dateibeschreibung: application/xml

Zugangs-URL: https://zbmath.org/2052897
http://yadda.icm.edu.pl/yadda/element/bwmeta1.element.bwnjournal-article-doi-10_7151_dmps_1032

Robust inverse regression for dimension reduction

Autoren: Zhou Yu Liping Zhu Yuexiao Dong

Quelle: Journal of Multivariate Analysis. 134:71-81

Schlagwörter: Classification and discrimination, cluster analysis (statistical aspects), Nonparametric robustness, 13. Climate action, Estimation in multivariate analysis, 0502 economics and business, 05 social sciences, Robustness and adaptive procedures (parametric inference), ellipticity, sliced inverse regression, 0101 mathematics, 01 natural sciences, central space, multivariate median

Dateibeschreibung: application/xml

Zugangs-URL: https://zbmath.org/6397273
https://doi.org/10.1016/j.jmva.2014.10.005
https://EconPapers.repec.org/RePEc:eee:jmvana:v:134:y:2015:i:c:p:71-81
https://www.sciencedirect.com/science/article/pii/S0047259X14002322
https://ideas.repec.org/a/eee/jmvana/v134y2015icp71-81.html
https://doi.org/10.1016/j.jmva.2014.10.005
https://dl.acm.org/doi/10.1016/j.jmva.2014.10.005

Asymptotic properties of robust three-stage procedure based on bootstrap for M-estimator: Asymptotic properties of robust three-stage procedure based on bootstrap for \(M\)-estimator

Autoren: Hlávka, Zdenéek

Quelle: Journal of Statistical Planning and Inference. 115:637-656

Schlagwörter: Parametric tolerance and confidence regions, ddc:330, bootstrap for M-estimators, Sequential estimation, 330 Wirtschaft, sequential estimation, 4. Education, fixed-width confidence intervals,sequential estimation,bootstrap for M-estimators, Robustness and adaptive procedures (parametric inference), bootstrap, M-estimators, fixed-width confidence intervals

Dateibeschreibung: application/xml; application/pdf

Zugangs-URL: https://edoc.hu-berlin.de/bitstream/18452/4067/1/94.pdf
https://zbmath.org/1956832
https://doi.org/10.1016/s0378-3758(02)00160-x
https://www.sciencedirect.com/science/article/pii/S037837580200160X
https://edoc.hu-berlin.de/handle/18452/4067
http://hdl.handle.net/10419/62178
http://edoc.hu-berlin.de/18452/4067
https://doi.org/10.18452/3415
https://www.econstor.eu/bitstream/10419/62178/1/723876932.pdf

New robust tests for the parameters of the Weibull distribution for complete and censored data

Autoren: Christine H. Müller Liesa Denecke

Quelle: Metrika. 77:585-607

Schlagwörter: simplicial depth, robustness against contamination, Censored data models, 0502 economics and business, 05 social sciences, censored data, Weibull distribution, Robustness and adaptive procedures (parametric inference), 0101 mathematics, data depth, 01 natural sciences, Parametric hypothesis testing, testing

Dateibeschreibung: application/xml

Zugangs-URL: https://zbmath.org/6348389
https://doi.org/10.1007/s00184-013-0454-8
https://www.statistik.tu-dortmund.de/fileadmin/user_upload/Lehrstuehle/Ingenieur/Mueller/Publikationen/Tests_Weibull_LikDepth.pdf
https://EconPapers.repec.org/RePEc:spr:metrik:v:77:y:2014:i:5:p:585-607
https://ideas.repec.org/a/spr/metrik/v77y2014i5p585-607.html
https://link.springer.com/content/pdf/10.1007%2Fs00184-013-0454-8.pdf
https://link.springer.com/article/10.1007/s00184-013-0454-8

Consistency and robustness of tests and estimators based on depth

Autoren: Christine H. Müller Liesa Denecke

Quelle: Journal of Statistical Planning and Inference. 142:2501-2517

Schlagwörter: simplicial depth, Estimation in multivariate analysis, 05 social sciences, Computational problems in statistics, Gaussian copulas, robustness, 01 natural sciences, parametric estimation, breakdown point, 0502 economics and business, Gumbel copulas, Weibull distribution, Robustness and adaptive procedures (parametric inference), 0101 mathematics, Hypothesis testing in multivariate analysis, data depth, Characterization and structure theory for multivariate probability distributions, copulas, likelihood depth

Dateibeschreibung: application/xml

Zugangs-URL: https://www.sciencedirect.com/science/article/pii/S0378375812001486
http://www.sciencedirect.com/science/article/pii/S0378375812001486
https://www.statistik.tu-dortmund.de/fileadmin/user_upload/Lehrstuehle/Ingenieur/Mueller/Publikationen/General_Consistency_Depth.pdf

Bayesian likelihood robustness in linear models

Autoren: Daniel Peña Ruben H. Zamar Guohua Yan

Quelle: Journal of Statistical Planning and Inference. 139:2196-2207

Schlagwörter: robust regression, Linear regression, mixed models, Kullback-Leibler divergence, Bayesian inference, 0502 economics and business, 05 social sciences, Robustness and adaptive procedures (parametric inference), 0101 mathematics, 01 natural sciences, heteroscedasticity

Dateibeschreibung: application/xml

Zugangs-URL: https://zbmath.org/5550341
https://doi.org/10.1016/j.jspi.2008.10.012
http://halweb.uc3m.es/esp/Personal/personas/dpena/publications/ingles/2009JSPI_zamar_yan.pdf
https://www.sciencedirect.com/science/article/pii/S0378375808004035

Robust dimension reduction based on canonical correlation

Autoren: Jianhui Zhou

Quelle: Journal of Multivariate Analysis. 100:195-209

Schlagwörter: Statistics and Probability, Numerical Analysis, MCD estimator, Measures of association (correlation, canonical correlation, etc.), dimension reduction, Estimation in multivariate analysis, 05 social sciences, Computational problems in statistics, robustness, 01 natural sciences, canonical correlation, Canonical correlation, 0502 economics and business, Dimension reduction, 62H12, Permutation test, Robustness and adaptive procedures (parametric inference), Statistics, Probability and Uncertainty, 0101 mathematics, Robustness, Nonparametric hypothesis testing, permutation test

Dateibeschreibung: application/xml

Zugangs-URL: https://zbmath.org/5380088
https://doi.org/10.1016/j.jmva.2008.04.003
https://core.ac.uk/display/82553601
https://ideas.repec.org/a/eee/jmvana/v100y2009i1p195-209.html
https://doi.org/10.1016/j.jmva.2008.04.003
https://EconPapers.repec.org/RePEc:eee:jmvana:v:100:y:2009:i:1:p:195-209
https://www.sciencedirect.com/science/article/pii/S0047259X08001085

LAN theorem for non-Gaussian locally stationary processes and its applications

Autoren: Masanobu Taniguchi Junichi Hirukawa

Quelle: Journal of Statistical Planning and Inference. 136:640-688

Schlagwörter: Asymptotic distribution theory in statistics, Asymptotic properties of parametric tests, Locally stationary process, Local asymptotic normality, 05 social sciences, 01 natural sciences, Non-Gaussian robustness, Time series, auto-correlation, regression, etc. in statistics (GARCH), Adaptive estimation, Optimal test, 0502 economics and business, Asymptotically efficient estimator, Robustness and adaptive procedures (parametric inference), 0101 mathematics, Nonparametric hypothesis testing, Asymptotic properties of parametric estimators

Dateibeschreibung: application/xml

Zugangs-URL: https://waseda.pure.elsevier.com/en/publications/lan-theorem-for-non-gaussian-locally-stationary-processes-and-its
https://www.sciencedirect.com/science/article/pii/S0378375804003568

Double robust estimation in longitudinal marginal structural models

Autoren: Mark J. van der Laan Zhuo Yu

Quelle: Journal of Statistical Planning and Inference. 136:1061-1089

Schlagwörter: Inverse probability of treatment/censoring weighted estimators, Classification and discrimination, cluster analysis (statistical aspects), Longitudinal data, Estimating functions, Double robust estimation, Estimation in survival analysis and censored data, Sequential randomization, Robustness and adaptive procedures (parametric inference), Counterfactual, 0101 mathematics, Multivariate distribution of statistics, 01 natural sciences, Marginal structural model

Dateibeschreibung: application/xml

Zugangs-URL: https://biostats.bepress.com/cgi/viewcontent.cgi?article=1073&context=ucbbiostat
https://biostats.bepress.com/cgi/viewcontent.cgi?article=1073&context=ucbbiostat
https://www.sciencedirect.com/science/article/pii/S0378375804003489
https://biostats.bepress.com/ucbbiostat/paper132/

Adaptation under probabilistic error for estimating linear functionals

Autoren: Mark G. Low T. Tony Cai

Quelle: Journal of Multivariate Analysis. 97:231-245

Schlagwörter: Statistics and Probability, Numerical Analysis, Confidence intervals, Gaussian models, Nonparametric inference, 01 natural sciences, Adaptive estimation, Inference from stochastic processes, Nonparametric tolerance and confidence regions, Probabilistic error, Modulus of continuity, Robustness and adaptive procedures (parametric inference), Statistics, Probability and Uncertainty, 0101 mathematics, Nonparametric estimation

Dateibeschreibung: application/xml

Zugangs-URL: https://zbmath.org/2244772
https://doi.org/10.1016/j.jmva.2005.03.001
http://core.ac.uk/display/22973791
http://www.sciencedirect.com/science/article/pii/S0047259X05000291
http://stat.wharton.upenn.edu/~tcai/paper/Adapt-PE.pdf
https://EconPapers.repec.org/RePEc:eee:jmvana:v:97:y:2006:i:1:p:231-245
https://www.sciencedirect.com/science/article/pii/S0047259X05000291
https://ideas.repec.org/a/eee/jmvana/v97y2006i1p231-245.html