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stat.ME2025
A Componentwise Estimation Procedure for Multivariate Location and Scatter: Robustness, Efficiency and Scalability
Soumya Chakraborty, Ayanendranath Basu, Abhik Ghosh
Covariance matrix estimation is an important problem in multivariate data analysis, both from theoretical as well as applied points of view. Many simple and popular covariance matr…
stat.ME2025
Robust Rank Estimation for Noisy Matrices
Subhrajyoty Roy, Abhik Ghosh, Ayanendranath Basu
Estimating the true rank of a noisy data matrix is a fundamental problem underlying techniques such as principal component analysis, matrix completion, etc. Existing rank estimatio…
stat.ME2025
Robust inference for linear regression models with possibly skewed error distribution
Amarnath Nandy, Ayanendranath Basu, Abhik Ghosh
Traditional methods for linear regression generally assume that the underlying error distribution, equivalently the distribution of the responses, is normal. Yet, sometimes real li…