A class of asymptotically efficient estimators based on sample spacings
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DOI: 10.1007/s11749-019-00637-7
Abstract: In this paper, we consider general classes of estimators based on higher-order sample spacings, called the Generalized Spacings Estimators. Such classes of estimators are obtained by minimizing the Csiszar divergence between the empirical and true… read more here.
Keywords: sample spacings; efficient estimators; estimators based; asymptotically efficient ... See more keywords
Robust Semiparametric Efficient Estimators in Complex Elliptically Symmetric Distributions
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DOI: 10.1109/tsp.2020.3019110
Abstract: Covariance matrices play a major role in statistics, signal processing and machine learning applications. This paper focuses on the semiparametric covariance/scatter matrix estimation problem in elliptical distributions. The class of elliptical distributions can be seen… read more here.
Keywords: tex math; semiparametric efficient; robust semiparametric; inline formula ... See more keywords
Efficient estimators for expectations in nonlinear parametric regression models with responses missing at random
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DOI: 10.1214/19-ejs1612
Abstract: Abstract: We consider nonlinear regression models that are solely defined by a parametric model for the regression function. The responses are assumed to be missing at random, with the missingness depending on multiple covariates. We… read more here.
Keywords: efficient estimators; regression; regression models; expectations nonlinear ... See more keywords