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Additive regression provides an extension of linear regression by modeling the signal of a response as a sum of functions of covariates of relatively low complexity. We study penalized estimation in high-dimensional nonparametric additive…

Statistics Theory · Mathematics 2017-04-25 Zhiqiang Tan , Cun-Hui Zhang

Consider a positive random variable of interest Y depending on a covariate X, and a random observation time T independent of Y given X. Assume that the only knowledge available about Y is its current status at time T: \delta = 1_{Y \leq T}.…

Statistics Theory · Mathematics 2013-04-11 Sandra Plancade

We consider the problem of constructing a regression model with a functional predictor and a functional response. We extend the functional linear model to the quadratic model, where the quadratic term also takes the interaction between the…

Methodology · Statistics 2020-06-01 Hidetoshi Matsui

In this paper, we study a functional SAR model in which explanatory variables are sampling points of a continuous-time process. We propose a procedure for the maximum likelihood estimation for the spatial parameter dependence and the…

Statistics Theory · Mathematics 2016-09-14 Wilmer Pineda-Ríos , Ramón Giraldo

Sequential monitoring in clinical trials is often employed to allow for early stopping and other interim decisions, while maintaining the type I error rate. However, sequential monitoring is typically described only in the context of a…

Statistics Theory · Mathematics 2012-05-29 Victoria Plamadeala , William F. Rosenberger

The conditional distribution of the next outcome given the infinite past of a stationary process can be inferred from finite but growing segments of the past. Several schemes are known for constructing pointwise consistent estimates, but…

Statistics Theory · Mathematics 2016-11-17 G. Morvai , S. Yakowitz , P. Algoet

The empirical likelihood inference is extended to a class of semiparametric models for stationary, weakly dependent series. A partially linear single-index regression is used for the conditional mean of the series given its past, and the…

Methodology · Statistics 2021-05-18 Marie Du Roy de Chaumaray , Matthieu Marbac , Valentin Patilea

This paper deals with a linear model of regression on quantiles when the explanatory variable takes values in some functional space and the response is scalar. We propose a spline estimator of the functional coefficient that minimizes a…

Statistics Theory · Mathematics 2016-08-14 Hervé Cardot , Christophe Crambes , Pascal Sarda

Time evolving surfaces can be modeled as two-dimensional Functional time series, exploiting the tools of Functional data analysis. Leveraging this approach, a forecasting framework for such complex data is developed. The main focus revolves…

Methodology · Statistics 2023-07-19 Niccolò Ajroldi , Jacopo Diquigiovanni , Matteo Fontana , Simone Vantini

This paper proposes a new approach to estimating the distribution of a response variable conditioned on observing some factors. The proposed approach possesses desirable properties of flexibility, interpretability, tractability and…

Methodology · Statistics 2023-03-16 Cheng Peng , Stanislav Uryasev

We propose an extensive framework for additive regression models for correlated functional responses, allowing for multiple partially nested or crossed functional random effects with flexible correlation structures for, e.g., spatial,…

Methodology · Statistics 2013-11-26 Fabian Scheipl , Ana-Maria Staicu , Sonja Greven

Survival prediction often involves estimating the time-to-event distribution from censored datasets. Previous approaches have focused on enhancing discrimination and marginal calibration. In this paper, we highlight the significance of…

Machine Learning · Computer Science 2025-03-25 Shi-ang Qi , Yakun Yu , Russell Greiner

We consider the recursive estimation of a regression functional where the explanatory variables take values in some functional space. We prove the almost sure convergence of such estimates for dependent functional data. Also we derive the…

Statistics Theory · Mathematics 2013-04-19 Aboubacar Amiri , Baba Thiam

We develop a new method for generating prediction sets that combines the flexibility of conformal methods with an estimate of the conditional distribution $P_{Y \mid X}$. Existing methods, such as conformalized quantile regression and…

Machine Learning · Statistics 2024-10-10 Vincent Plassier , Alexander Fishkov , Mohsen Guizani , Maxim Panov , Eric Moulines

In this work we propose a generalized additive functional regression model for partially observed functional data. Our approach accommodates functional predictors of varying dimensions without requiring imputation of missing observations.…

Methodology · Statistics 2025-11-03 Pavel Hernández-Amaro , Maria Durban , M. Carmen Aguilera-Morillo

We propose to approximate the conditional expectation of a spatial random variable given its nearest-neighbour observations by an additive function. The setting is meaningful in practice and requires no unilateral ordering. It is capable of…

Statistics Theory · Mathematics 2016-03-28 Zudi Lu , Arvid Lundervold , Dag Tjøstheim , Qiwei Yao

We extend generalized functional linear models under independence to a situation in which a functional covariate is related to a scalar response variable that exhibits spatial dependence-a complex yet prevalent phenomenon. For estimation,…

Methodology · Statistics 2026-05-22 Sooran Kim , Mark S. Kaiser , Xiongtao Dai

The paper proposes to analyze epidemiological data using regression models which enable subject-matter (epidemiological) interpretation of such data whether with uncorrelated or correlated predictors. To this end, response functions should…

Applications · Statistics 2020-02-20 Anatoly N. Varaksin , Vladimir G. Panov

We extend the varying coefficient functional linear model to the nonlinear model and propose a varying coefficient functional additive model. The proposed method can represent the relationship between functional predictors and a scalar…

Methodology · Statistics 2020-05-27 Hidetoshi Matsui

We consider the problem of estimating the slope parameter in functional linear regression, where scalar responses Y1,...,Yn are modeled in dependence of second order stationary random functions X1,...,Xn. An orthogonal series estimator of…

Statistics Theory · Mathematics 2009-01-28 Jan Johannes