English
Related papers

Related papers: Nonparametric estimation in functional linear mode…

200 papers

We provide general adaptive upper bounds for estimating nonparametric functionals based on second order U-statistics arising from finite dimensional approximation of the infinite dimensional models. We then provide examples of functionals…

Statistics Theory · Mathematics 2021-06-07 Lin Liu , Rajarshi Mukherjee , James Robins , Eric Tchetgen Tchetgen

This paper studies a class of exponential family models whose canonical parameters are specified as linear functionals of an unknown infinite-dimensional slope function. The optimal minimax rates of convergence for slope function estimation…

Statistics Theory · Mathematics 2011-12-25 Winston Wei Dou , David Pollard , Harrison H. Zhou

In this paper, we establish minimax optimal rates of convergence for prediction in a semi-functional linear model that consists of a functional component and a less smooth nonparametric component. Our results reveal that the smoother…

Statistics Theory · Mathematics 2021-11-01 Keli Guo , Jun Fan , Lixing Zhu

We develop nonparametric regression methods for the case when the true regression function is not necessarily smooth. More specifically, our approach is using the fractional Laplacian and is designed to handle the case when the true…

Statistics Theory · Mathematics 2025-06-11 Zhaoyang Shi , Krishnakumar Balasubramanian , Wolfgang Polonik

In this paper we consider a regression model that allows for time series covariates as well as heteroscedasticity with a regression function that is modelled nonparametrically. We assume that the regression function changes at some unknown…

Statistics Theory · Mathematics 2019-09-17 Maria Mohr , Leonie Selk

The functional linear model extends the notion of linear regression to the case where the response and covariates are iid elements of an infinite dimensional Hilbert space. The unknown to be estimated is a Hilbert-Schmidt operator, whose…

Statistics Theory · Mathematics 2016-12-22 Tung Pham , Victor Panaretos

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

The function-on-function regression model is fundamental for analyzing relationships between functional covariates and responses. However, most existing function-on-function regression methodologies assume independence between observations,…

Methodology · Statistics 2025-12-02 Ufuk Beyaztas , Han Lin Shang , Gizel Bakicierler Sezer

Misspecified models often provide useful information about the true data generating distribution. For example, if $y$ is a non-linear function of $x$ the least squares estimator $\hat{\beta}$ is an estimate of $\beta$, the slope of the best…

Methodology · Statistics 2017-05-17 James P. Long

In this article we propose a locally adaptive strategy for estimating a function from its Exponential Radon Transform (ERT) data, without prior knowledge of the smoothness of functions that are to be estimated. We build a non-parametric…

Statistics Theory · Mathematics 2020-11-16 Anuj Abhishek , Sakshi Arya

We study optimal procedures for estimating a linear functional based on observational data. In many problems of this kind, a widely used assumption is strict overlap, i.e., uniform boundedness of the importance ratio, which measures how…

Statistics Theory · Mathematics 2023-01-18 Wenlong Mou , Peng Ding , Martin J. Wainwright , Peter L. Bartlett

Measurement error is an important problem that has not been very well studied in the context of Functional Data Analysis. To the best of our knowledge, there are no existing methods that address the presence of functional measurement errors…

Statistics Theory · Mathematics 2018-09-19 Sneha Jadhav , Shuangge Ma

The partial least squares procedure was originally developed to estimate the slope parameter in multivariate parametric models. More recently it has gained popularity in the functional data literature. There, the partial least squares…

Statistics Theory · Mathematics 2012-05-30 Aurore Delaigle , Peter Hall

We consider the estimation of a structural function which models a non-parametric relationship between a response and an endogenous regressor given an instrument in presence of dependence in the data generating process. Assuming an…

Statistics Theory · Mathematics 2016-04-08 Nicolas Asin , Jan Johannes

Estimation of the mean and covariance parameters for functional data is a critical task, with local linear smoothing being a popular choice. In recent years, many scientific domains are producing multivariate functional data for which $p$,…

Statistics Theory · Mathematics 2024-09-24 Alexander Petersen

We consider the problem of estimating the slope function in a functional regression with a scalar response and a functional covariate. This central problem of functional data analysis is well known to be ill-posed, thus requiring a…

Methodology · Statistics 2016-10-05 Anirvan Chakraborty , Victor M. Panaretos

We consider the problem of estimating the value l({\phi}) of a linear functional, where the structural function {\phi} models a nonparametric relationship in presence of instrumental variables. We propose a plug-in estimator which is based…

Statistics Theory · Mathematics 2011-09-06 Christoph Breunig , Jan Johannes

A nonparametric regression setting is considered with a real-valued covariate and responses from a metric space. One may approach this setting via Fr\'echet regression, where the value of the regression function at each point is estimated…

Statistics Theory · Mathematics 2022-05-17 Christof Schötz

Learning kernels in operators from data lies at the intersection of inverse problems and statistical learning, providing a powerful framework for capturing non-local dependencies in function spaces and high-dimensional settings. In contrast…

Statistics Theory · Mathematics 2025-06-24 Sichong Zhang , Xiong Wang , Fei Lu

We introduce two novel procedures to test the nullity of the slope function in the functional linear model with real output. The test statistics combine multiple testing ideas and random projections of the input data through functional…

Statistics Theory · Mathematics 2013-02-12 Nadine Hilgert , André Mas , Nicolas Verzelen