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In this paper, we study the estimation of partially linear models for spatial data distributed over complex domains. We use bivariate splines over triangulations to represent the nonparametric component on an irregular two-dimensional…

Statistics Theory · Mathematics 2021-06-03 Li Wang , Guannan Wang , Min-Jun Lai , Lei Gao

Function-on-function linear regression is important for understanding the relationship between the response and the predictor that are both functions. In this article, we propose a reproducing kernel Hilbert space approach to…

Statistics Theory · Mathematics 2021-09-29 Holger Dette , Jiajun Tang

The spectral density function describes the second-order properties of a stationary stochastic process on $\mathbb{R}^d$. This paper considers the nonparametric estimation of the spectral density of a continuous-time stochastic process…

Statistics Theory · Mathematics 2023-02-07 Rafail Kartsioukas , Stilian Stoev , Tailen Hsing

People employ the function-on-function regression to model the relationship between two random curves. Fitting this model, widely used strategies include algorithms falling into the framework of functional partial least squares (typically…

Methodology · Statistics 2021-02-12 Zhiyang Zhou

We propose a rate optimal estimator for the linear regression model on network data with interacted (unobservable) individual effects. The estimator achieves a faster rate of convergence $N$ compared to the standard estimators' $\sqrt{N}$…

Econometrics · Economics 2023-04-26 Yassine Sbai Sassi

We delve into the estimation of the functional coefficients and inference for varying coefficient model. Applying Laguerre series, we develop an estimator for the vector of functional coefficients that attains asymptotically optimal…

Statistics Theory · Mathematics 2026-05-04 Rida Benhaddou , Khalid Chokri , Jackson Pinschenat

This paper discusses asymptotic distributions of various estimators of the underlying parameters in some regression models with long memory (LM) Gaussian design and nonparametric heteroscedastic LM moving average errors. In the simple…

Statistics Theory · Mathematics 2008-12-18 Hongwen Guo , Hira L. Koul

Flexible estimation of the mean outcome under a treatment regimen (i.e., value function) is the key step toward personalized medicine. We define our target parameter as a conditional value function given a set of baseline covariates which…

Statistics Theory · Mathematics 2023-09-29 Ashkan Ertefaie , Luke Duttweiler , Brent A. Johnson , Mark J. van der Laan

As with classic statistics, functional regression models are invaluable in the analysis of functional data. While there are now extensive tools with accompanying theory available for linear models, there is still a great deal of work to be…

Statistics Theory · Mathematics 2018-06-25 Matthew Reimherr , Bharath Sriperumbudur , Bahaeddine Taoufik

Scalar-on-function logistic regression, where the response is a binary outcome and the predictor consists of random curves, has become a general framework to explore a linear relationship between the binary outcome and functional predictor.…

Methodology · Statistics 2022-04-07 Muge Mutis , Ufuk Beyaztas , Gulhayat Golbasi Simsek , Han Lin Shang

We consider least squares estimators of the finite regression parameter $\alpha$ in the single index regression model $Y=\psi(\alpha^T X)+\epsilon$, where $X$ is a $d$-dimensional random vector, $\E(Y|X)=\psi(\alpha^T X)$, and where $\psi$…

Statistics Theory · Mathematics 2023-01-31 Fadoua Balabdaoui , Piet Groeneboom

This article investigates nonparametric estimation of variance functions for functional data when the mean function is unknown. We obtain asymptotic results for the kernel estimator based on squared residuals. Similar to the finite…

Methodology · Statistics 2008-12-16 Heng Lian

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 investigate pointwise estimation of the function-valued velocity field of a second-order linear SPDE. Based on multiple spatially localised measurements, we construct a weighted augmented MLE and study its convergence properties as the…

Statistics Theory · Mathematics 2024-02-14 Claudia Strauch , Anton Tiepner

Linear thresholding models postulate that the conditional distribution of a response variable in terms of covariates differs on the two sides of a (typically unknown) hyperplane in the covariate space. A key goal in such models is to learn…

Statistics Theory · Mathematics 2021-10-01 Debarghya Mukherjee , Moulinath Banerjee , Debasri Mukherjee , Ya'acov Ritov

In this paper, we consider an unknown functional estimation problem in a general nonparametric regression model with the feature of having both multiplicative and additive noise.We propose two new wavelet estimators in this general context.…

Statistics Theory · Mathematics 2020-12-25 Christophe Chesneau , Salima El Kolei , Junke Kou , Fabien Navarro

Estimation of a quadratic functional over parameter spaces that are not quadratically convex is considered. It is shown, in contrast to the theory for quadratically convex parameter spaces, that optimal quadratic rules are often rate…

Statistics Theory · Mathematics 2007-06-13 T. Tony Cai , Mark G. Low

Additive regression models are actively researched in the statistical field because of their usefulness in the analysis of responses determined by non-linear relationships with multivariate predictors. In this kind of statistical models,…

Methodology · Statistics 2018-04-10 German A. Schnaidt Grez , Brani Vidakovic

The paper considers functional linear regression, where scalar responses $Y_1,\ldots,Y_n$ are modeled in dependence of i.i.d. random functions $X_1,\ldots,X_n$. We study a generalization of the classical functional linear regression model.…

Statistics Theory · Mathematics 2016-01-13 Alois Kneip , Dominik Poß , Pascal Sarda

We propose solution of the problem of the mean square optimal estimation of linear functionals which depend on the unobserved values of a continuous time stochastic process with periodically correlated increments based on observations of…

Statistics Theory · Mathematics 2024-01-18 Maksym Luz , Mikhail Moklyachuk