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We consider a class of nonparametric time series regression models in which the regressor takes values in a sequence space. Technical challenges that hampered theoretical advances in these models include the lack of associated Lebesgue…

Methodology · Statistics 2016-04-22 Seok Young Hong , Oliver Linton

We present a new backfitting algorithm estimating the complex structured non-parametric survival model of Scheike (2001) without having to use smoothing. The considered model is a non-parametric survival model with two time-scales that are…

Methodology · Statistics 2019-04-03 Munir Hiabu , Jens P. Nielsen , Thomas H. Scheike

Consistent weighted least square estimators are proposed for a wide class of nonparametric regression models with random regression function, where this real-valued random function of $k$ arguments is assumed to be continuous with…

Statistics Theory · Mathematics 2023-07-04 Yu. Yu. Linke , I. S. Borisov , P. S. Ruzankin

Data analysis based on information from several sources is common in economic and biomedical studies. This setting is often referred to as the data fusion problem, which differs from traditional missing data problems since no complete data…

Methodology · Statistics 2022-04-07 Wei Li , Shanshan Luo , Wangli Xu

We investigate the asymptotic behavior of the Nadaraya-Watson estimator for the estimation of the regression function in a semiparametric regression model. On the one hand, we make use of the recursive version of the sliced inverse…

Statistics Theory · Mathematics 2012-02-27 Bernard Bercu , Thi Mong Ngoc Nguyen , Jerome Saracco

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,…

Applications · Statistics 2018-03-14 German A. Schnaidt Grez , Brani Vidakovic

We consider a semiparametric mixture of two univariate density functions where one of them is known while the weight and the other function are unknown. Such mixtures have a history of application to the problem of detecting differentially…

Statistics Theory · Mathematics 2017-08-01 Zhou Shen , Michael Levine , Zuofeng Shang

We consider nonparametric prediction with multiple covariates, in particular categorical or functional predictors, or a mixture of both. The method proposed bases on an extension of the Nadaraya-Watson estimator where a kernel function is…

Methodology · Statistics 2022-08-05 Leonie Selk , Jan Gertheiss

Among semiparametric regression models, partially linear additive models provide a useful tool to include additive nonparametric components as well as a parametric component, when explaining the relationship between the response and a set…

Methodology · Statistics 2024-02-01 Graciela Boente , Alejandra Martínez

A new estimation method for the two-component mixture model introduced in \cite{Van13} is proposed. This model consists of a two-component mixture of linear regressions in which one component is entirely known while the proportion, the…

Methodology · Statistics 2015-01-05 L. Bordes , I. Kojadinovic , P. Vandekerkhove

A reduced-rank mixed effects model is developed for robust modeling of sparsely observed paired functional data. In this model, the curves for each functional variable are summarized using a few functional principal components, and the…

Methodology · Statistics 2023-08-08 Huiya Zhou , Xiaomeng Yan , Lan Zhou

The Nadaraya-Watson kernel estimator is among the most popular nonparameteric regression technique thanks to its simplicity. Its asymptotic bias has been studied by Rosenblatt in 1969 and has been reported in a number of related literature.…

Machine Learning · Statistics 2020-01-31 Samuele Tosatto , Riad Akrour , Jan Peters

IBM models are very important word alignment models in Machine Translation. Following the Maximum Likelihood Estimation principle to estimate their parameters, the models will easily overfit the training data when the data are sparse. While…

Computation and Language · Computer Science 2016-04-28 Vuong Van Bui , Cuong Anh Le

Precise asymptotics have revealed many surprises in high-dimensional regression. These advances, however, have not extended to perhaps the simplest estimator: direct Nadaraya-Watson (NW) kernel smoothing. Here, we describe how one can use…

Disordered Systems and Neural Networks · Physics 2025-01-23 Jacob A. Zavatone-Veth , Cengiz Pehlevan

We present a novel approach for nonparametric regression using wavelet basis functions. Our proposal, $\texttt{waveMesh}$, can be applied to non-equispaced data with sample size not necessarily a power of 2. We develop an efficient proximal…

Machine Learning · Statistics 2019-03-13 Asad Haris , Noah Simon , Ali Shojaie

This paper deals with estimation with functional covariates. More precisely, we aim at estimating the regression function $m$ of a continuous outcome $Y$ against a standard Wiener coprocess $W$. Following Cadre and Truquet (2015) and Cadre,…

Statistics Theory · Mathematics 2020-11-23 Karine Bertin , Nicolas Klutchnikoff

Smooth backfitting has proven to have a number of theoretical and practical advantages in structured regression. Smooth backfitting projects the data down onto the structured space of interest providing a direct link between data and…

Statistics Theory · Mathematics 2020-02-07 Munir Hiabu , Enno Mammen , Maria Dolores Martinez-Miranda , Jens Perch Nielsen

Sparse additive modeling is a class of effective methods for performing high-dimensional nonparametric regression. In this work we show how shape constraints such as convexity/concavity and their extensions, can be integrated into additive…

Machine Learning · Computer Science 2017-05-03 Junming Yin , Yaoliang Yu

The estimation of regression parameters in one dimensional broken stick models is a research area of statistics with an extensive literature. We are interested in extending such models by aiming to recover two or more intersecting…

Methodology · Statistics 2025-03-11 Georg Hahn , Moulinath Banerjee , Bodhisattva Sen

Data sampling is an effective method to improve the training speed of neural networks, with recent results demonstrating that it can even break the neural scaling laws. These results critically rely on high-quality scores to estimate the…

Machine Learning · Computer Science 2023-11-23 Shabnam Daghaghi , Benjamin Coleman , Benito Geordie , Anshumali Shrivastava