3 papers
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…
math.ST2025
Asymptotic Breakdown Point Analysis for a General Class of Minimum Divergence Estimators
Subhrajyoty Roy, Abir Sarkar, Abhik Ghosh +1
Robust inference based on the minimization of statistical divergences has proved to be a useful alternative to classical techniques based on maximum likelihood and related methods.…
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…