Related papers: Functional linear regression via canonical analysi…
Functional data describe a wide range of processes, such as growth curves and spectral absorption. In this study, we analyze air pollution data from the In-service Aircraft for a Global Observing System, focusing on the spatial interactions…
Various indicators and measures of the real life procedures rise up as functionals of the quantile process of a parent random variable Z. However, Z can be observed only through a response in a linear model whose covariates are not under…
A formal likelihood ratio hypothesis test for the validity of a parametric regression function is proposed, using a large-dimensional, nonparametric double cone alternative. For example, the test against a constant function uses the…
We develop factor copula models for analysing the dependence among mixed continuous and discrete responses. Factor copula models are canonical vine copulas that involve both observed and latent variables, hence they allow tail, asymmetric…
Fully nonparametric methods for regression from functional data have poor accuracy from a statistical viewpoint, reflecting the fact that their convergence rates are slower than nonparametric rates for the estimation of high-dimensional…
Response functions linking regression predictors to properties of the response distribution are fundamental components in many statistical models. However, the choice of these functions is typically based on the domain of the modeled…
We propose dual regression as an alternative to the quantile regression process for the global estimation of conditional distribution functions under minimal assumptions. Dual regression provides all the interpretational power of the…
Here, we address the problem of trend estimation for functional time series. Existing contributions either deal with detecting a functional trend or assuming a simple model. They consider neither the estimation of a general functional trend…
Despite of various similar features, Functional Data Analysis and High-Dimensional Data Analysis are two major fields in Statistics that grew up recently almost independently one from each other. The aim of this paper is to propose a survey…
Compositional data arise in many real-life applications and versatile methods for properly analyzing this type of data in the regression context are needed. When parametric assumptions do not hold or are difficult to verify, non-parametric…
Based on a recent development in the area of error control coding, we introduce the notion of convolutional factor graphs (CFGs) as a new class of probabilistic graphical models. In this context, the conventional factor graphs are referred…
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…
Estimation of mean and covariance functions is fundamental for functional data analysis. While this topic has been studied extensively in the literature, a key assumption is that there are enough data in the domain of interest to estimate…
A method to reconstruct fields, source strengths and physical parameters based on Gaussian process regression is presented for the case where data are known to fulfill a given linear differential equation with localized sources. The…
The fractional birth and the fractional death processes are more desirable in practice than their classical counterparts as they naturally provide greater flexibility in modeling growing and decreasing systems. In this paper, we propose…
The estimation of dependencies between multiple variables is a central problem in the analysis of financial time series. A common approach is to express these dependencies in terms of a copula function. Typically the copula function is…
For functional data lying on an unknown nonlinear low-dimensional space, we study manifold learning and introduce the notions of manifold mean, manifold modes of functional variation and of functional manifold components. These constitute…
Canonical correlation analysis (CCA) is a classic statistical method for discovering latent co-variation that underpins two or more observed random vectors. Several extensions and variations of CCA have been proposed that have strengthened…
Model diagnostics is an indispensable component of regression analysis, yet it is not well addressed in standard textbooks on generalized linear models. The lack of exposition is attributed to the fact that when outcome data are discrete,…
Aggregation of large databases in a specific format is a frequently used process to make the data easily manageable. Interval-valued data is one of the data types that is generated by such an aggregation process. Using traditional methods…