Zobrazeno 1 - 10
of 211
pro vyhledávání: '"Albertos J"'
Galton's rank order statistic is one of the oldest statistical tools for two-sample comparisons. It is also a very natural index to measure departures from stochastic dominance. Yet, its asymptotic behaviour has been investigated only partially, unde
Externí odkaz:
http://arxiv.org/abs/2102.02572
There exist multiple methods to detect outliers in multivariate data in the literature, but most of them require to estimate the covariance matrix. The higher the dimension, the more complex the estimation of the matrix becoming impossible in high di
Externí odkaz:
http://arxiv.org/abs/2005.08923
An essential feature of stochastic order is its invariance against increasing maps. In this paper, we analyze a family of invariant indices of disagreement with respect to stochastic dominance. The indices in this family admit the representation $\th
Externí odkaz:
http://arxiv.org/abs/1804.02905
When stochastic dominance $F\leq_{st}G$ does not hold, we can improve agreement to stochastic order by suitably trimming both distributions. In this work we consider the $L_2-$Wasserstein distance, $\mathcal W_2$, to stochastic order of these trimmed
Externí odkaz:
http://arxiv.org/abs/1705.01788
Comparisons of different treatments or production processes are the goals of a significant fraction of applied research. Unsurprisingly, two-sample problems play a main role in Statistics through natural questions such as `Is the the new treatment si
Externí odkaz:
http://arxiv.org/abs/1612.01291
Publikováno v:
Statistics and Computing, (2019), 29, 139-160 The final publication is available at link.springer.com
A robust clustering method for probabilities in Wasserstein space is introduced. This new "trimmed $k$-barycenters" approach relies on recent results on barycenters in Wasserstein space that allow intensive computation, as required by clustering algo
Externí odkaz:
http://arxiv.org/abs/1607.01179
We develop a general theory to address a consensus-based combination of estimations in a parallelized or distributed estimation setting. Taking into account the possibility of very discrepant estimations, instead of a full consensus we consider a "wi
Externí odkaz:
http://arxiv.org/abs/1511.05350
Let $\mathcal{P}_{2,ac}$ be the set of Borel probabilities on $\mathbb{R}^d$ with finite second moment and absolutely continuous with respect to Lebesgue measure. We consider the problem of finding the barycenter (or Fr\'echet mean) of a finite set o
Externí odkaz:
http://arxiv.org/abs/1511.05355
The computation of the Tukey depth, also called halfspace depth, is very demanding, even in low dimensional spaces, because it requires the consideration of all possible one-dimensional projections. In this paper we propose a random depth which appro
Externí odkaz:
http://arxiv.org/abs/0707.0167
Publikováno v:
Statistical Science, 2017 Aug 01. 32(3), 469-485.
Externí odkaz:
https://www.jstor.org/stable/26408302
