We consider the problem of estimating the regression function in functional linear regression models by proposing a new type of projection estimators which combine
The class of finite mixtures of multivariate Bernoulli distributions is known to be nonidentifiable, i.e., different values of the mixture parameters can correspond to exactly the...
In stochastic thresholding, the threshold for quantization of a signal is randomized. An estimator based on quantized signal data can be optimized through stochastic thresholding. ...
We establish the Stein phenomenon in the context of two-step, monotone incomplete data drawn from Np+q(µ, Σ), a multivariate normal population with mean µ and covariance matrix...
In Cator and Lopuha¨a [3] an asymptotic expansion for the MCD estimators is established in a very general framework. This expansion requires the existence and non-singularity of ...