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Related papers: Statistical inferences for functional data

200 papers

This paper introduces a data-adaptive non-parametric approach for the estimation of time-varying spectral densities from nonstationary time series. Time-varying spectral densities are commonly estimated by local kernel smoothing. The…

Computation · Statistics 2020-07-21 Anne van Delft , Michael Eichler

We propose inferential tools for functional linear quantile regression where the conditional quantile of a scalar response is assumed to be a linear functional of a functional covariate. In contrast to conventional approaches, we employ…

Statistics Theory · Mathematics 2022-02-25 Peijun Sang , Zuofeng Shang , Pang Du

This article deals with the problem of functional classification for L2-valued random covariates when some of the covariates may have missing or unobservable fragments. Here, it is allowed for both the training sample as well as the new…

Methodology · Statistics 2018-11-30 Majid Mojirsheibani , My-Nhi Nguyen , Crystal Shaw

Functional data are typically modeled as sample paths of smooth stochastic processes in order to mitigate the fact that they are often observed discretely and noisily, occasionally irregularly and sparsely. The smoothness assumption is…

Methodology · Statistics 2021-12-23 Neda Mohammadi , Victor M. Panaretos

We propose a flexible dual functional factor model for modelling high-dimensional functional time series. In this model, a high-dimensional fully functional factor parametrisation is imposed on the observed functional processes, whereas a…

Econometrics · Economics 2024-01-15 Chenlei Leng , Degui Li , Hanlin Shang , Yingcun Xia

In many longitudinal settings, time-varying covariates may not be measured at the same time as responses and are often prone to measurement error. Naive last-observation-carried-forward methods incur estimation biases, and existing…

Methodology · Statistics 2023-03-10 Xinyue Chang , Yehua Li , Yi Li

This study develops an asymptotic theory for estimating the time-varying characteristics of locally stationary functional time series (LSFTS). We investigate a kernel-based method to estimate the time-varying covariance operator and the…

Statistics Theory · Mathematics 2023-05-23 Daisuke Kurisu

In this paper, we study statistical inference in functional quantile regression for scalar response and a functional covariate. Specifically, we consider a functional linear quantile regression model where the effect of the covariate on the…

Methodology · Statistics 2022-08-23 Meng Li , Kehui Wang , Arnab Maity , Ana-Maria Staicu

Covariance estimation is essential yet underdeveloped for analyzing multivariate functional data. We propose a fast covariance estimation method for multivariate sparse functional data using bivariate penalized splines. The tensor-product…

Methodology · Statistics 2019-06-11 Cai Li , Luo Xiao , Sheng Luo

One of the challenges with functional data is incorporating spatial structure, or local correlation, into the analysis. This structure is inherent in the output from an increasing number of biomedical technologies, and a functional linear…

Applications · Statistics 2011-11-07 Timothy W. Randolph , Jaroslaw Harezlak , Ziding Feng

We propose a fast bivariate smoothing approach for symmetric surfaces that has a wide range of applications. We show how it can be applied to estimate the covariance function in longitudinal data as well as multiple additive covariances in…

Computation · Statistics 2016-09-23 Jona Cederbaum , Fabian Scheipl , Sonja Greven

This paper studies the problem of nonparametric testing for the effect of a random functional covariate on a real-valued error term. The covariate takes values in $L^2[0,1]$, the Hilbert space of the square-integrable real-valued functions…

Statistics Theory · Mathematics 2012-05-28 Valentin Patilea , Cesar Sanchez-Sellero , Matthieu Saumard

Functional data analysis, which handles data arising from curves, surfaces, volumes, manifolds and beyond in a variety of scientific fields, is a rapidly developing area in modern statistics and data science in the recent decades. The…

Methodology · Statistics 2020-08-21 Xiaoke Zhang , Wu Xue , Qiyue Wang

Continuous treatments (e.g., doses) arise often in practice, but many available causal effect estimators are limited by either requiring parametric models for the effect curve, or by not allowing doubly robust covariate adjustment. We…

Methodology · Statistics 2017-04-21 Edward H. Kennedy , Zongming Ma , Matthew D. McHugh , Dylan S. Small

We study kernel-based estimation of nonparametric time-varying parameters (TVPs) in linear models. Our contributions are threefold. First, we establish consistency and asymptotic normality of the kernel-based estimator for a broad class of…

Econometrics · Economics 2026-01-26 Mikihito Nishi

We study a non linear regression model with functional data as inputs and scalar response. We propose a pointwise estimate of the regression function that maps a Hilbert space onto the real line by a local linear method. We provide the…

Statistics Theory · Mathematics 2013-02-20 Alain Berlinet , Abdallah Elamine , André Mas

This study intends to introduce kernel mean embedding of probability measures over infinite-dimensional separable Hilbert spaces induced by functional response statistical models. The embedded function represents the concentration of…

Statistics Theory · Mathematics 2020-11-05 Saeed Hayati , Kenji Fukumizu , Afshin Parvardeh

In longitudinal study, it is common that response and covariate are not measured at the same time, which complicates the analysis to a large extent. In this paper, we take into account the estimation of generalized varying coefficient model…

Methodology · Statistics 2022-06-10 Rou Zhong , Chunming Zhang , Jingxiao Zhang

We study nonparametric covariance function estimation for functional data observed with noise at discrete locations on a $d$-dimensional domain. Estimating the covariance function from discretely observed data is a challenging nonparametric…

Statistics Theory · Mathematics 2026-03-25 Yoshikazu Terada , Atsutomo Yara

Multidimensional function data arise from many fields nowadays. The covariance function plays an important role in the analysis of such increasingly common data. In this paper, we propose a novel nonparametric covariance function estimation…

Methodology · Statistics 2021-09-14 Jiayi Wang , Raymond K. W. Wong , Xiaoke Zhang