Finite-sample refinement of GMM approach to nonlinear models under heteroskedasticity of unknown form
Sign Up to like & getrecommendations! Published in 2018 at "Econometric Reviews"
DOI: 10.1080/07474938.2014.999499
Abstract: ABSTRACT It is quite common to observe heteroskedasticity in real data, in particular, cross-sectional or micro data. Previous studies concentrate on improving the finite-sample properties of tests under heteroskedasticity of unknown forms in linear models.… read more here.
Keywords: nonlinear models; sample refinement; heteroskedasticity unknown; finite sample ... See more keywords
Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with heterogeneous dependent errors
Sign Up to like & getrecommendations! Published in 2020 at "Econometric Reviews"
DOI: 10.1080/07474938.2020.1772568
Abstract: Abstract We study the problem of estimating the parameters of a linear median regression without any assumption on the shape of the error distribution – including no condition on the existence of moments – allowing… read more here.
Keywords: confidence; sample generalized; confidence distributions; finite sample ... See more keywords
Finite-Sample Analysis of Deep CCA-Based Unsupervised Post-Nonlinear Multimodal Learning.
Sign Up to like & getrecommendations! Published in 2022 at "IEEE transactions on neural networks and learning systems"
DOI: 10.1109/tnnls.2022.3160407
Abstract: Canonical correlation analysis (CCA) has been essential in unsupervised multimodal/multiview latent representation learning and data fusion. Classic CCA extracts shared information from multiple modalities of data using linear transformations. In recent years, deep neural networks-based… read more here.
Keywords: cca; multimodal; shared information; analysis ... See more keywords
Alternating logistic regressions with improved finite sample properties.
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DOI: 10.1111/biom.12614
Abstract: Alternating logistic regressions is an estimating equations procedure used to model marginal means of correlated binary outcomes while simultaneously specifying a within-cluster association model for log odds ratios of outcome pairs. A recent generalization of… read more here.
Keywords: regressions improved; improved finite; alternating logistic; finite sample ... See more keywords
Sharp asymptotic and finite-sample rates of convergence of empirical measures in Wasserstein distance
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DOI: 10.3150/18-bej1065
Abstract: The Wasserstein distance between two probability measures on a metric space is a measure of closeness with applications in statistics, probability, and machine learning. In this work, we consider the fundamental question of how quickly… read more here.
Keywords: finite sample; sharp asymptotic; asymptotic finite; rates convergence ... See more keywords
Finite-Sample Bounds on the Accuracy of Plug-In Estimators of Fisher Information
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DOI: 10.3390/e23050545
Abstract: Finite-sample bounds on the accuracy of Bhattacharya’s plug-in estimator for Fisher information are derived. These bounds are further improved by introducing a clipping step that allows for better control over the score function. This leads… read more here.
Keywords: sample bounds; bounds accuracy; fisher information; finite sample ... See more keywords