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Bahadur representations for the bootstrap median absolute deviation and the application to projection depth weighted mean
Median absolute deviation (hereafter MAD) is known as a robust alternative to the ordinary variance. It has been widely utilized to induce robust...
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Bootstrap joint prediction regions for sequences of missing values in spatio-temporal datasets
Missing data reconstruction is a critical step in the analysis and mining of spatio-temporal data. However, few studies comprehensively consider...
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Quantile regression for varying-coefficient partially nonlinear models with randomly truncated data
This paper is concerned with quantile regression (QR) inference of varying-coefficient partially nonlinear models where the response is subject to...
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The One-Sample Case
As explained in Chap. 1 , outliers are a serious concern when using the sample mean. This chapter describes two...
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Measures of Association
This chapter deals with measures of association, how inferences about these measures of association might be made, plus methods for comparing...
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Robust Regression Estimators
A fundamental goal is understanding the nature of the association between some variable Y and a collection of explanatory variables...
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Quantile varying-coefficient structural equation model
In the article, we develop a quantile varying-coefficient structural equation model in which the coefficients are allowed to vary as smooth functions...
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Inferential Methods Based on Robust Regression Estimators
This chapter summarizes a collection of inferential methods based on the regression estimators in Chap. 7 . This...
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Statistical inference for linear quantile regression with measurement error in covariates and nonignorable missing responses
In this paper, we consider quantile regression estimation for linear models with covariate measurement errors and nonignorable missing responses....
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Bias Calibration for Robust Estimation in Small Areas
It is well known that the existence of outliers in a sample can significantly affect the estimation of population parameters. Intuition suggests that...
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Analysis of Accounting Transactions
Accounting transactions are the “raw data” of accounting system, but the idiosyncratic vernacular of accounting, and spotty empirical study of...
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Inference about the arithmetic average of log transformed data
A common practice in statistics is to take the log transformation of highly skewed data and construct confidence intervals for the population average...
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Generalisability of sleep stage classification based on interbeat intervals: validating three machine learning approaches on self-recorded test data
Classifying sleep stages is an important basis for neuroscience, health sciences, psychology and many other fields. However, the manual determination...
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Communication-efficient sparse composite quantile regression for distributed data
Composite quantile regression (CQR) estimator is a robust and efficient alternative to the M -estimator and ordinary quantile regression estimator in...
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Information criteria bias correction for group selection
The main contribution of this paper lies in the extension towards group lasso of a Mallows’ Cp-like information criterion used in finetuning the...
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R package for statistical inference in dynamical systems using kernel based gradient matching: KGode
Many processes in science and engineering can be described by dynamical systems based on nonlinear ordinary differential equations (ODEs). Often ODE...
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Improved wrong-model inference for generalized linear models for binary responses in the presence of link misspecification
In the framework of generalized linear models for binary responses, we develop parametric methods that yield estimators for regression coefficients...
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Hypothesentest
Das siebente Kapitel ist „Kern“ des Buches. Es beschreibt einführend und sehr detailliert den statistischen Test: Grundprinzip, Hypothesen,...
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A Robust Sharpe Ratio
Sharpe ratio is one of the widely used measures in the financial literature to compare two or more investment strategies. Since it is a ratio of the...
