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CSDA
2006
92views more  CSDA 2006»
13 years 9 months ago
Robust measures of tail weight
The kurtosis coefficient is often regarded as a measure of the tail heaviness of a distribution relative to that of the normal distribution. However, it also measures the peakedne...
Guy Brys, Mia Hubert, Anja Struyf
CSDA
2006
84views more  CSDA 2006»
13 years 9 months ago
Robust weighted LAD regression
The least squares linear regression estimator is well-known to be highly sensitive to unusual observations in the data, and as a result many more robust estimators have been propo...
Avi Giloni, Jeffrey S. Simonoff, Bhaskar Sengupta
CSDA
2006
82views more  CSDA 2006»
13 years 9 months ago
Nearest neighbours in least-squares data imputation algorithms with different missing patterns
Methods for imputation of missing data in the so-called least-squares approximation approach, a non-parametric computationally efficient multidimensional technique, are experiment...
Ito Wasito, Boris Mirkin
CSDA
2007
128views more  CSDA 2007»
13 years 9 months ago
Computational methods for case-cohort studies
Computational methods, which can be implemented using standard Cox regression software, are given for fitting “exact” pseudolikehood estimates and robust and asymptotic varia...
Bryan Langholz, Jenny Jiao
CSDA
2007
126views more  CSDA 2007»
13 years 9 months ago
A consistent nonparametric Bayesian procedure for estimating autoregressive conditional densities
This article proposes a Bayesian infinite mixture model for the estimation of the conditional density of an ergodic time series. A nonparametric prior on the conditional density ...
Yongqiang Tang, Subhashis Ghosal