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Empirical regression discontinuity (RD) studies often include covariates in their specifications to increase the precision of their estimates. In this paper, we propose a novel class of estimators that use such covariate information more…

Econometrics · Economics 2025-04-28 Claudia Noack , Tomasz Olma , Christoph Rothe

We propose a multivariate functional responses low rank regression model with possible high dimensional functional responses and scalar covariates. By expanding the slope functions on a set of sieve basis, we reconstruct the basis…

Methodology · Statistics 2020-10-09 Xiucai Ding , Dengdeng Yu , Zhengwu Zhang , Dehan Kong

We introduce a novel function-on-function linear quantile regression model to characterize the entire conditional distribution of a functional response for a given functional predictor. Tensor cubic $B$-splines expansion is used to…

Methodology · Statistics 2025-04-01 Ufuk Beyaztas , Han Lin Shang , Semanur Saricam

In regression analysis, associations between continuous predictors and the outcome are often assumed to be linear. However, modeling the associations as non-linear can improve model fit. Many flexible modeling techniques, like (fractional)…

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

This paper proposes a multivariate nonlinear function-on-function regression model, which allows both the response and the covariates can be multi-dimensional functions. The model is built upon the multivariate functional reproducing kernel…

Methodology · Statistics 2024-06-28 Xu Haijie , Zhang Chen

We revisit the classical problem of comparing regression functions, a fundamental question in statistical inference with broad relevance to modern applications such as data integration, transfer learning, and causal inference. Existing…

Methodology · Statistics 2025-10-29 Jian Yan , Zhuoxi Li , Yang Ning , Yong Chen

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…

Methodology · Statistics 2025-02-04 Paul F. V. Wiemann , Thomas Kneib , Julien Hambuckers

A general formulation of the linear model with functional (random) explanatory variable $X = X(t), t \in T$ , and scalar response Y is proposed. It includes the standard functional linear model, based on the inner product in the space…

Statistics Theory · Mathematics 2020-12-02 José R. Berrendero , Alejandro Cholaquidis , Antonio Cuevas

In ordinary quantile regression, quantiles of different order are estimated one at a time. An alternative approach, which is referred to as quantile regression coefficients modeling (QRCM), is to model quantile regression coefficients as…

Methodology · Statistics 2020-06-02 Paolo Frumento , Matteo Bottai , Iván Fernández-Val

One of the challenges with functional data is incorporating spatial structure, or local correlation, into the analysis. This structure is inherent in the output from an increasing number of biomedical technologies, and a functional linear…

Applications · Statistics 2011-11-07 Timothy W. Randolph , Jaroslaw Harezlak , Ziding Feng

A characteristic feature of functional data is the presence of phase variability in addition to amplitude variability. Existing functional regression methods do not handle time variability in an explicit and efficient way. In this paper we…

Methodology · Statistics 2014-04-22 Daniel Gervini

Situations of a functional predictor paired with a scalar response are increasingly encountered in data analysis. Predictors are often appropriately modeled as square integrable smooth random functions. Imposing minimal assumptions on the…

Statistics Theory · Mathematics 2009-09-08 Peter Hall , Hans-Georg Müller , Fang Yao

In this paper, we propose a model averaging approach for addressing model uncertainty in the context of partial linear functional additive models. These models are designed to describe the relation between a response and mixed-types of…

Methodology · Statistics 2023-06-12 Shishi Liu , Jingxiao Zhang

Multivariate functional data can be intrinsically multivariate like movement trajectories in 2D or complementary like precipitation, temperature, and wind speeds over time at a given weather station. We propose a multivariate functional…

Methodology · Statistics 2021-10-06 Alexander Volkmann , Almond Stöcker , Fabian Scheipl , Sonja Greven

We combine high-dimensional factor models with fractional integration methods and derive models where nonstationary, potentially cointegrated data of different persistence is modelled as a function of common fractionally integrated factors.…

Econometrics · Economics 2020-05-12 Tobias Hartl

The regression of a functional response on a set of scalar predictors can be a challenging task, especially if there is a large number of predictors, or the relationship between those predictors and the response is nonlinear. In this work,…

Machine Learning · Statistics 2023-08-24 Sidi Wu , Cédric Beaulac , Jiguo Cao

Multiple matrix sampling is a survey methodology technique that randomly chooses a relatively small subset of items to be presented to survey respondents for the purpose of reducing respondent burden. The data produced are missing…

Methodology · Statistics 2017-10-03 Stanislav Kolenikov , Heather Hammer

Quantile regression permits describing how quantiles of a scalar response variable depend on a set of predictors. Because a unique definition of multivariate quantiles is lacking, extending quantile regression to multivariate responses is…

Methodology · Statistics 2021-04-22 Silvia Columbu , Paolo Frumento , Matteo Bottai

In this work we propose a generalized additive functional regression model for partially observed functional data. Our approach accommodates functional predictors of varying dimensions without requiring imputation of missing observations.…

Methodology · Statistics 2025-11-03 Pavel Hernández-Amaro , Maria Durban , M. Carmen Aguilera-Morillo