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In this paper, we propose a novel approach to fit a functional linear regression in which both the response and the predictor are functions of a common variable such as time. We consider the case that the response and the predictor…

Methodology · Statistics 2017-11-15 Behdad Mostafaiy , MohammadReza FaridRohani , Shojaeddin Chenouri

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

Due to developments in instruments and computers, functional observations are increasingly popular. However, effective methodologies for flexibly estimating the underlying trends with valid uncertainty quantification for a sequence of…

Methodology · Statistics 2022-09-22 Tomoya Wakayama , Shonosuke Sugasawa

We consider the problem of estimating the regression function in functional linear regression models by proposing a new type of projection estimators which combine dimension reduction and thresholding. The introduction of a threshold rule…

Methodology · Statistics 2009-12-19 Herve Cardot , Jan Johannes

When developing risk prediction models, shrinkage methods are recommended, especially when the sample size is limited. Several earlier studies have shown that the shrinkage of model coefficients can reduce overfitting of the prediction…

Methodology · Statistics 2019-07-29 Ben Van Calster , Maarten van Smeden , Ewout W. Steyerberg

Constructing confidence intervals for the value of an (unknown) optimal treatment policy is a fundamental problem in causal inference. Insight into the optimal policy value can guide the development of reward-maximizing, individualized…

Econometrics · Economics 2026-04-01 Justin Whitehouse , Qizhao Chen , Morgane Austern , Vasilis Syrgkanis

We consider the problem of estimating the value of a linear functional in nonparametric instrumental regression, where in the presence of an instrument W a response Y is modeled in dependence of an endogenous explanatory variable Z. The…

Statistics Theory · Mathematics 2009-02-13 Christoph Breunig , Jan Johannes

We consider estimation of a functional parameter of a realistically modeled data distribution based on observing independent and identically distributed observations. We define an $m$-th order Spline Highly Adaptive Lasso Minimum Loss…

Statistics Theory · Mathematics 2021-07-05 Mark J. van der Laan , David Benkeser , Weixin Cai

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

We consider the model of nonregular nonparametric regression where smoothness constraints are imposed on the regression function $f$ and the regression errors are assumed to decay with some sharpness level at their endpoints. The aim of…

Statistics Theory · Mathematics 2014-10-02 Moritz Jirak , Alexander Meister , Markus Reiß

Functional data analysis is a fast evolving branch of statistics. Estimation procedures for the popular functional linear model either suffer from lack of robustness or are computationally burdensome. To address these shortcomings, a…

Methodology · Statistics 2021-08-27 Ioannis Kalogridis , Stefan Van Aelst

In functional linear regression, the parameters estimation involves solving a non necessarily well-posed problem and it has points of contact with a range of methodologies, including statistical smoothing, deconvolution and projection on…

Statistics Theory · Mathematics 2018-01-04 Andrea Ghiglietti , Francesca Ieva , Anna Maria Paganoni , Giacomo Aletti

In this paper we introduce a new class of diffeomorphic smoothers based on general spline smoothing techniques and on the use of some tools that have been recently developed in the context of image warping to compute smooth diffeomorphisms.…

Statistics Theory · Mathematics 2009-12-07 Jeremie bigot , Sebastien Gadat

This paper studies estimation of a smooth function $f(t,s)$ when we are given functional responses of the form $f(t,\cdot)$ + error, but scientific interest centers on the collection of functions $f(\cdot,s)$ for different $s$. The…

Methodology · Statistics 2014-12-03 Philip T. Reiss , Lei Huang , Huaihou Chen , Stan Colcombe

Motivated by recent data analyses in biomedical imaging studies, we consider a class of image-on-scalar regression models for imaging responses and scalar predictors. We propose using flexible multivariate splines over triangulations to…

Methodology · Statistics 2021-06-04 Shan Yu , Guannan Wang , Li Wang , Lijian Yang

We consider the model $Z_i=X_i+\varepsilon_i$, for i.i.d. $X_i$'s and $\varepsilon_i$'s and independent sequences $(X_i)_{i\in{\mathbb{N}}}$ and $(\varepsilon_i)_{i\in{\mathbb{N}}}$. The density $f_{\varepsilon}$ of $\varepsilon_1$ is…

Statistics Theory · Mathematics 2009-02-10 C. Butucea , F. Comte

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

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 2013-02-14 Winston Wei Dou , David Pollard , Harrison H. Zhou

We adapt the interactive spline model of Wahba to growth curves with covariates. The smoothing spline formulation permits a non-parametric representation of the growth curves. In the limit when the discretization error is small relative to…

Methodology · Statistics 2019-11-19 Kurt S. Riedel , Kaya Imre

We study in this paper a smoothness regularization method for functional linear regression and provide a unified treatment for both the prediction and estimation problems. By developing a tool on simultaneous diagonalization of two positive…

Statistics Theory · Mathematics 2012-11-13 Ming Yuan , T. Tony Cai