- Optimal subsampling for quantile regression in big data
2020/01/28 by HaiYing Wang, Yanyuan Ma, Wang, HaiYing +1 · 3 citations
Computer Science · Mathematics · #Algorithm #Applied mathematics #Asymptotic distribution #Bayesian Methods and Mixture Models #Computation (stat.CO) #Covariance matrix #Covariate #Delta method #Estimation theory #Estimator #FOS: Computer and information sciences #Mathematical optimization #Mathematics #Methodology (stat.ME) #Quantile #Quantile regression #Statistical Methods and Bayesian Inference #Statistical Methods and Inference #Statistics #TRACE (psycholinguistics) #stat.CO #stat.ME
- A Distribution-Free M-Estimator of Multivariate Scatter
1987/03/01 by David E. Tyler · 46 citations
Mathematics · #Advanced Statistical Methods and Models #Applied mathematics #Asymptotic distribution #Bias of an estimator #Consistent estimator #Delta method #Efficient estimator #Estimator #Invariant estimator #Mathematics #Minimum-variance unbiased estimator #Multivariate normal distribution #Multivariate statistics #Scatter matrix #Statistical Methods and Bayesian Inference #Statistical Methods and Inference #Statistics #Trimmed estimator