Search results for "Efficient"
showing 10 items of 1603 documents
A penalized approach to covariate selection through quantile regression coefficient models
2019
The coefficients of a quantile regression model are one-to-one functions of the order of the quantile. In standard quantile regression (QR), different quantiles are estimated one at a time. Another possibility is to model the coefficient functions parametrically, an approach that is referred to as quantile regression coefficients modeling (QRCM). Compared with standard QR, the QRCM approach facilitates estimation, inference and interpretation of the results, and generates more efficient estimators. We designed a penalized method that can address the selection of covariates in this particular modelling framework. Unlike standard penalized quantile regression estimators, in which model selec…
Consensus among preference rankings: a new weighted correlation coefficient for linear and weak orderings
2021
AbstractPreference data are a particular type of ranking data where some subjects (voters, judges,...) express their preferences over a set of alternatives (items). In most real life cases, some items receive the same preference by a judge, thus giving rise to a ranking with ties. An important issue involving rankings concerns the aggregation of the preferences into a “consensus”. The purpose of this paper is to investigate the consensus between rankings with ties, taking into account the importance of swapping elements belonging to the top (or to the bottom) of the ordering (position weights). By combining the structure of $$\tau _x$$ τ x proposed by Emond and Mason (J Multi-Criteria Decis…
A Comment on the Coefficient of Determination for Binary Responses
1992
Abstract Linear logistic or probit regression can be closely approximated by an unweighted least squares analysis of the regression linear in the conditional probabilities provided that these probabilities for success and failure are not too extreme. It is shown how this restriction on the probabilities translates into a restriction on the range of the coefficient of determination R 2 so that, as a consequence, R 2 is not suitable to judge the effectiveness of linear regressions with binary responses even if an important relation is present.
Parametric estimation of non-crossing quantile functions
2021
Quantile regression (QR) has gained popularity during the last decades, and is now considered a standard method by applied statisticians and practitioners in various fields. In this work, we applied QR to investigate climate change by analysing historical temperatures in the Arctic Circle. This approach proved very flexible and allowed to investigate the tails of the distribution, that correspond to extreme events. The presence of quantile crossing, however, prevented using the fitted model for prediction and extrapolation. In search of a possible solution, we first considered a different version of QR, in which the QR coefficients were described by parametric functions. This alleviated th…
A new position weight correlation coefficient for consensus ranking process without ties
2019
Preference data represent a particular type of ranking data where a group of people gives their preferences over a set of alternatives. The traditional metrics between rankings do not take into account the importance of swapping elements similar among them (element weights) or elements belonging to the top (or to the bottom) of an ordering (position weights). Following the structure of the τx proposed by Emond and Mason and the class of weighted Kemeny–Snell distances, a proper rank correlation coefficient is defined for measuring the correlation among weighted position rankings without ties. The one‐to‐one correspondence between the weighted distance and the rank correlation coefficient ho…
Variance Estimation and Asymptotic Confidence Bands for the Mean Estimator of Sampled Functional Data with High Entropy Unequal Probability Sampling …
2013
For fixed size sampling designs with high entropy it is well known that the variance of the Horvitz-Thompson estimator can be approximated by the Hajek formula. The interest of this asymptotic variance approximation is that it only involves the first order inclusion probabilities of the statistical units. We extend this variance formula when the variable under study is functional and we prove, under general conditions on the regularity of the individual trajectories and the sampling design, that it asymptotically provides a uniformly consistent estimator of the variance function of the Horvitz-Thompson estimator of the mean function. Rates of convergence to the true variance function are gi…
Symmetrised M-estimators of multivariate scatter
2007
AbstractIn this paper we introduce a family of symmetrised M-estimators of multivariate scatter. These are defined to be M-estimators only computed on pairwise differences of the observed multivariate data. Symmetrised Huber's M-estimator and Dümbgen's estimator serve as our examples. The influence functions of the symmetrised M-functionals are derived and the limiting distributions of the estimators are discussed in the multivariate elliptical case to consider the robustness and efficiency properties of estimators. The symmetrised M-estimators have the important independence property; they can therefore be used to find the independent components in the independent component analysis (ICA).
Extended differential geometric LARS for high-dimensional GLMs with general dispersion parameter
2018
A large class of modeling and prediction problems involves outcomes that belong to an exponential family distribution. Generalized linear models (GLMs) are a standard way of dealing with such situations. Even in high-dimensional feature spaces GLMs can be extended to deal with such situations. Penalized inference approaches, such as the $$\ell _1$$ or SCAD, or extensions of least angle regression, such as dgLARS, have been proposed to deal with GLMs with high-dimensional feature spaces. Although the theory underlying these methods is in principle generic, the implementation has remained restricted to dispersion-free models, such as the Poisson and logistic regression models. The aim of this…
Phase transformation kinetics in d-dimensional grains-containing systems: diffusion-type model
1998
Abstract An analytical approach to the phase transformation in d-dimensional grains-containing complex systems is offered. It is based on considering the mechanism of surface material exchange among neighbouring grains as the so-called state-dependent diffusion process, where the diffusion function is related to the magnitude of the grain boundary. The approach proposed deals with the kinetics of that ensemble under circumstances of a volume increase of the new phase or microstructure. Probabilistic characteristics of the process are derived and analyzed. A comparison with 2D modelling of similar kind is presented for the 3D case, and some possible practical realizations of the situation un…
Robust estimation and inference for bivariate line-fitting in allometry.
2011
In allometry, bivariate techniques related to principal component analysis are often used in place of linear regression, and primary interest is in making inferences about the slope. We demonstrate that the current inferential methods are not robust to bivariate contamination, and consider four robust alternatives to the current methods -- a novel sandwich estimator approach, using robust covariance matrices derived via an influence function approach, Huber's M-estimator and the fast-and-robust bootstrap. Simulations demonstrate that Huber's M-estimators are highly efficient and robust against bivariate contamination, and when combined with the fast-and-robust bootstrap, we can make accurat…