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stat.ME2024
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.ME2024
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…