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stat.ME2021
Adaptively Robust Small Area Estimation: Balancing Robustness and Efficiency of Empirical Bayes Confidence Intervals
Daisuke Kurisu, Takuya Ishihara, Shonosuke Sugasawa
Empirical Bayes small area estimation based on the well-known Fay-Herriot model may produce unreliable estimates when outlying areas exist. Existing robust methods against outliers…
stat.ME2018
Nonparametric inference on Lévy measures of compound Poisson-driven Ornstein-Uhlenbeck processes under macroscopic discrete observations
Daisuke Kurisu
This study examines a nonparametric inference on a stationary Lévy-driven Ornstein-Uhlenbeck (OU) process with a compound Poisson subordinator. We propose…