We propose a new robust estimator for parameter estimation in highly noisy data with multiple structures and without prior information on the noise scale of inliers. This is a diag...
Trung Ngo Thanh, Hajime Nagahara, Ryusuke Sagawa, ...
: The generic problem of estimation and inference given a sequence of i.i.d. samples has been extensively studied in the statistics, property testing, and learning communities. A n...
Confirmatory factor analysis (CFA) is a data anylsis procedure that is widely used in social and behavioral sciences in general and other applied sciences that deal with large qua...
These notes cover several topics such as Univariate Time Series Analysis, The Distribution of a Sample Average, Least Squares, Instrumental Variable Method, Simulating the Finite S...
Various wavelet-based estimators of self-similarity or long-range dependence scaling exponent are studied extensively. These estimators mainly include the (bi)orthogonal wavelet e...
Benjamin Audit, E. Bacry, J.-F. Muzy, Alain Arneod...