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This article considers nonparametric regression models with multivariate covariates and with responses missing at random. We estimate the regression function with a local polynomial smoother. The residual-based empirical distribution…

Methodology · Statistics 2016-10-27 Justin Chown , Ursula U. Müller

This paper considers an empirical likelihood inference for parameters defined by general estimating equations, when data are missing at random. The efficiency of existing estimators depends critically on correctly specifying the conditional…

Methodology · Statistics 2016-12-06 Tianqing Liu , Xiaohui Yuan , Zhaohai Li , Aiyi Liu

We study a high-dimensional regression setting under the assumption of known covariate distribution. We aim at estimating the amount of explained variation in the response by the best linear function of the covariates (the signal level). In…

Statistics Theory · Mathematics 2022-05-12 Ilan Livne , David Azriel , Yair Goldberg

We study the problem of estimating a functional or a parameter in the context where outcome is subject to nonignorable missingness. We completely avoid modeling the regression relation, while allowing the propensity to be modeled by a…

Methodology · Statistics 2021-08-12 Samidha Shetty , Yanyuan Ma , Jiwei Zhao

A residual-based empirical distribution function is proposed to estimate the distribution function of the errors of a heteroskedastic nonparametric regression with responses missing at random based on completely observed data, and this…

Methodology · Statistics 2016-10-28 Justin Chown

This paper examines the problem of nonparametric testing for the no-effect of a random covariate (or predictor) on a functional response. This means testing whether the conditional expectation of the response given the covariate is almost…

Statistics Theory · Mathematics 2014-11-25 Valentin Patilea , Cesar Sanchez-Sellero , Matthieu Saumard

Covariate-adaptive randomization is widely used in clinical trials to balance prognostic factors, and regression adjustments are often adopted to further enhance the estimation and inference efficiency. In practice, the covariates may…

Methodology · Statistics 2025-08-15 Wanjia Fu , Yingying Ma , Hanzhong Liu

In this paper we study covariance estimation with missing data. We consider missing data mechanisms that can be independent of the data, or have a time varying dependency. Additionally, observed variables may have arbitrary (non uniform)…

Statistics Theory · Mathematics 2021-06-17 Eduardo Pavez , Antonio Ortega

This study considers regression analysis of a circular response with an error-prone linear covariate. Starting with an existing estimator of the circular regression function that assumes error-free covariate, three approaches are proposed…

Methodology · Statistics 2025-08-25 Nicholas Woolsey , Xianzheng Huang

In this paper, we consider the estimation of generalized linear models with covariates that are missing completely at random. We propose a model averaging estimation method and prove that the corresponding model averaging estimator is…

Statistics Theory · Mathematics 2017-10-26 Qingfeng Liu , Miaomiao Zheng

A method for estimating nonlinear regression errors and their distributions without performing regression is presented. Assuming continuity of the modeling function the variance is given in terms of conditional probabilities extracted from…

Machine Learning · Statistics 2014-04-15 Hong Pi , Carsten Peterson

Testing the significance of a variable or group of variables $X$ for predicting a response $Y$, given additional covariates $Z$, is a ubiquitous task in statistics. A simple but common approach is to specify a linear model, and then test…

Statistics Theory · Mathematics 2024-05-08 Anton Rask Lundborg , Ilmun Kim , Rajen D. Shah , Richard J. Samworth

In this paper, we consider a functional linear regression model, where both the covariate and the response variable are functional random variables. We address the problem of optimal nonparametric estimation of the conditional expectation…

Statistics Theory · Mathematics 2022-03-02 Gaëlle Chagny , Anouar Meynaoui , Angelina Roche

We consider the problem of regression with selectively observed covariates in a nonparametric framework. Our approach relies on instrumental variables that explain variation in the latent covariates but have no direct effect on selection.…

Econometrics · Economics 2020-10-15 Christoph Breunig , Peter Haan

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

In this paper, a practical estimation method for a regression model is proposed using semiparametric efficient score functions applicable to data with various shapes of errors. First, I derive semiparametric efficient score vectors for a…

Methodology · Statistics 2023-01-23 Mijeong Kim

Functional linear regression is an important topic in functional data analysis. It is commonly assumed that samples of the functional predictor are independent realizations of an underlying stochastic process, and are observed over a grid…

Methodology · Statistics 2020-09-15 Cheng Chen , Shaojun Guo , Xinghao Qiao

We present a general principle for estimating a regression function nonparametrically, allowing for a wide variety of data filtering, for example, repeated left truncation and right censoring. Both the mean and the median regression cases…

Statistics Theory · Mathematics 2011-02-10 Oliver Linton , Enno Mammen , Jens Perch Nielsen , Ingrid Van Keilegom

This paper considers nonparametric identification and estimation of the regression function when a covariate is mismeasured. The measurement error need not be classical. Employing the small measurement error approximation, we establish…

Econometrics · Economics 2024-03-19 Kirill S. Evdokimov , Andrei Zeleneev

In this paper, we propose an empirical likelihood-based weighted estimator of regression parameter in quantile regression model with nonignorable missing covariates. The proposed estimator is computationally simple and achieves…

Methodology · Statistics 2017-10-10 Xiaohui Yuan , Xiaogang Dong
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