Teófilo Valdés

Regularization in statistics (2006)

Bickel, Peter J, Li, Bo, Tsybakov, Alexandre B., Yu, Bin, Valdés, Teófilo, ...

This paper is a selective review of the regularization methods scattered in statistics literature. We introduce a general conceptual approach to regularization and fit most existing methods into it....

Mean-Based Iterative Procedures in Linear Models with General Errors and Grouped Data

Carlos Rivero, Teófilo Valdés

We present in this paper iterative estimation procedures, using conditional expectations, to fit linear models when the distributions of the errors are general and the dependent data stem from a...

Modal iterative estimation in linear models with unimodal errors and non-grouped and grouped data collected from different sources

Carmen Anido, Teófilo Valdés, Carlos Rivero

Asymptotic distributions, consistency, convergence rate, grouped data, imputation, iterative estimation, linear models, 62F12,

An iterative estimating procedure for probit-type nonresponse models in surveys with call backs

Carmen Anido, Teófilo Valdés

Conditioned likelihood, iterative estimation, missing data, non ignorability, non response, probit models, 62A10, 62E20, 62F12, 62F30,

Regularization in statistics

Peter Bickel, Bo Li, Alexandre Tsybakov, Sara Geer, Bin Yu, Teófilo Valdés, ...

Regularization, linear regression, nonparametric regression, boosting, covariance matrix, principal component, bootstrap, subsampling, model selection, Primary 62G08, 62H12, Secondary 62F12, 62G20,...

On spectral radii of matrices governing some numerical estimating algorithms with incomplete data

Carmen Anido, Teófilo Valdés

Convergence, Convergence rates, Incomplete data, Inference with missing observations, Em and EM-bayes algorithms, Functional approximations, Matrix spectral radii and leading eigenvalue, 62A10,...