Matteo Fasiolo's user avatar
Matteo Fasiolo's user avatar
Matteo Fasiolo's user avatar
Matteo Fasiolo
  • Member for 9 years, 11 months
  • Last seen more than a month ago
54 votes
4 answers
13k views

Fast linear regression robust to outliers

21 votes
4 answers
15k views

Transformation to increase kurtosis and skewness of normal r.v

10 votes
3 answers
5k views

Sum of Binomial and Poisson random variables

8 votes
1 answer
2k views

Proof that the log-likelihood is asymptotically quadratic

7 votes
1 answer
281 views

Optimal sampling to estimate a quadratic function

7 votes
1 answer
2k views

Biased estimates when intercept is included in a linear regression

6 votes
3 answers
1k views

Kernel density estimator that doesn't collapse in the tails

6 votes
1 answer
270 views

Bootstrapping the data to set up a prior

6 votes
1 answer
226 views

How to choose the scaling matrix in ABC (without cheating!)?

5 votes
1 answer
230 views

Estimating hidden transfers of market share

5 votes
2 answers
2k views

How to get asymptotic covariance matrix when observed information matrix is singular

5 votes
2 answers
2k views

Minimizing variance of an estimator under sampling cost penalty

4 votes
0 answers
123 views

Smooth expectations outside the exponential family

4 votes
3 answers
216 views

Fast multivariate unimodal density estimator

4 votes
2 answers
270 views

Mode estimation in high dimensions

4 votes
1 answer
460 views

Convergence rate of a non-linear function of the sample mean

4 votes
1 answer
95 views

How to present the results of numerical comparisons

4 votes
1 answer
669 views

Effective sample size for MCMC with multimodal target

3 votes
1 answer
112 views

Estimated normal density is fat-tailed?

3 votes
1 answer
1k views

Integrating Gaussian white noise over a Gaussian density

3 votes
0 answers
183 views

Bias of an estimated Gaussian density

2 votes
0 answers
116 views

Conditions for weak convergence of covariance matrix derivatives

2 votes
1 answer
64 views

Classes of asymptotically normal statistics

2 votes
0 answers
202 views

Can I adapt a MCMC proposal using a parallel chain?

1 vote
2 answers
3k views

Model matrix for quadratic regression with variable number of covariates in R

1 vote
0 answers
112 views

Couple of linear regressions with heteroskedasticity and correlated errors

1 vote
0 answers
157 views

Transformation to normality for random variables with different locations

0 votes
0 answers
88 views

Does the normal approximation get better as a density becomes more peaked?