3 papers
stat.ME2022
Slice Weighted Average Regression
Marina Masioti, Joshua Davies, Amanda Shaker +1
It has previously been shown that ordinary least squares can be used to estimate the coefficients of the single-index model under only mild conditions. However, the estimator is no…
stat.ME2022
A note on switching eigenvalues under small perturbations
Marina Masioti, Connie S-N Li-Wai-Suen, Luke A. Prendergast +1
Sensitivity of eigenvectors and eigenvalues of symmetric matrix estimates to the removal of a single observation have been well documented in the literature. However, a complicatin…
stat.ME2021
On choosing optimal response transformations for dimension reduction
Marina Masioti, Luke A. Prendergast, Amanda Shaker
It has previously been shown that response transformations can be very effective in improving dimension reduction outcomes for a continuous response. The choice of transformation u…