activity
20152024
most citedTrimmed Harrell-Davis quantile estimator based on the highest density interval of the given width

12 citations · 22 across the 8 of their papers we have counts for

collaborators

9 papers

stat.ME2024★ 1 cited

Quantile-respectful density estimation based on the Harrell-Davis quantile estimator

Andrey Akinshin

Traditional density and quantile estimators are often inconsistent with each other. Their simultaneous usage may lead to inconsistent results. To address this issue, we propose a n…

stat.ME2023★ 1 cited

Weighted quantile estimators

Andrey Akinshin

In this paper, we consider a generic scheme that allows building weighted versions of various quantile estimators, such as traditional quantile estimators based on linear interpola…

stat.ME2022

Finite-sample Rousseeuw-Croux scale estimators

Andrey Akinshin

The Rousseeuw-Croux , scale estimators and the median absolute deviation can be used as consistent estimators for the standard deviation under nor…

stat.ME2022★ 2 cited

Quantile absolute deviation

Andrey Akinshin

The median absolute deviation (MAD) is a popular robust measure of statistical dispersion. However, when it is applied to non-parametric distributions (especially multimodal, discr…

stat.ME2022★ 1 cited

Finite-sample bias-correction factors for the median absolute deviation based on the Harrell-Davis quantile estimator and its trimmed modification

Andrey Akinshin

The median absolute deviation is a widely used robust measure of statistical dispersion. Using a scale constant, we can use it as an asymptotically consistent estimator for the sta…

stat.ME2021★ 12 cited

Trimmed Harrell-Davis quantile estimator based on the highest density interval of the given width

Andrey Akinshin

Traditional quantile estimators that are based on one or two order statistics are a common way to estimate distribution quantiles based on the given samples. These estimators are r…

math.CA2017

Accuracy of reconstruction of spike-trains with two near-colliding nodes

Andrey Akinshin, Gil Goldman, Vladimir Golubyatnikov +1

We consider a signal reconstruction problem for signals of the form from their moments We assume $m_k…

math.CA2017

Geometry of error amplification in solving Prony system with near-colliding nodes

Andrey Akinshin, Gil Goldman, Yosef Yomdin

We consider a reconstruction problem for ``spike-train'' signals of an a priori known form from their moments $m_k(F)=\int x^kF…

math.CA2015★ 5 cited

Accuracy of spike-train Fourier reconstruction for colliding nodes

Andrey Akinshin, Dmitry Batenkov, Yosef Yomdin

We consider Fourier reconstruction problem for signals F, which are linear combinations of shifted delta-functions. We assume the Fourier transform of F to be known on the frequenc…