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In this paper, we propose a covariate-adjusted nonlinear regression model. In this model, both the response and predictors can only be observed after being distorted by some multiplicative factors. Because of nonlinearity, existing methods…

Statistics Theory · Mathematics 2009-08-14 Xia Cui , Wensheng Guo , Lu Lin , Lixing Zhu

In the nonparametric regression setting, we construct an estimator which is a continuous function interpolating the data points with high probability, while attaining minimax optimal rates under mean squared risk on the scale of H\"older…

Statistics Theory · Mathematics 2022-06-28 Julien Chhor , Suzanne Sigalla , Alexandre B. Tsybakov

Traditional nonparametric estimation methods often lead to a slow convergence rate in large dimensions and require unrealistically enormous sizes of datasets for reliable conclusions. We develop an approach based on partial derivatives,…

Methodology · Statistics 2024-08-20 Xiaowu Dai

With nonignorable nonresponse, an effective method to construct valid estimators of population parameters is to use a covariate vector called instrument that can be excluded from the nonresponse propensity but are still useful covariate…

Methodology · Statistics 2025-09-17 Ji Chen , Jun Shao

The subject of robust estimation in time series is widely discussed in literature. One of the approaches is to use GM-estimation. This method incorporates a broad class of nonparametric estimators which under suitable conditions includes…

Statistics Theory · Mathematics 2007-06-13 Alexander Alekseev

Nonresponse frequently arises in practice, and simply ignoring it may lead to erroneous inference. Besides, the number of collected covariates may increase as the sample size in modern statistics, so parametric imputation or propensity…

Methodology · Statistics 2022-09-29 Xin He , Xiaojun Mao , Zhonglei Wang

We propose a generalized partially linear functional single index risk score model for repeatedly measured outcomes where the index itself is a function of time. We fuse the nonparametric kernel method and regression spline method, and…

Statistics Theory · Mathematics 2015-10-15 Fei Jiang , Yanyuan Ma , Yuanjia Wang

Motivated by modeling and analysis of mass-spectrometry data, a semi- and nonparametric model is proposed that consists of a linear parametric component for individual location and scale and a nonparametric regression function for the…

Methodology · Statistics 2013-05-08 Weiping Ma , Yang Feng , Kani Chen , Zhiliang Ying

This paper proposes a simple and efficient estimation procedure for the model with non-ignorable missing data studied by Morikawa and Kim (2016). Their semiparametrically efficient estimator requires explicit nonparametric estimation and so…

Methodology · Statistics 2018-01-15 Chunrong Ai , Oliver Linton , Zheng Zhang

Classical measures of inequality use the mean as the benchmark of economic dispersion. They are not sensitive to inequality at the left tail of the distribution, where it would matter most. This paper presents a new inequality measurement…

Econometrics · Economics 2022-09-13 Mario Schlemmer

Motivated by normalizing DNA microarray data and by predicting the interest rates, we explore nonparametric estimation of additive models with highly correlated covariates. We introduce two novel approaches for estimating the additive…

Statistics Theory · Mathematics 2010-10-05 Jiancheng Jiang , Yingying Fan , Jianqing Fan

Suppose that we wish to estimate a finite-dimensional summary of one or more function-valued features of an underlying data-generating mechanism under a nonparametric model. One approach to estimation is by plugging in flexible estimates of…

Methodology · Statistics 2020-08-28 Hongxiang Qiu , Alex Luedtke , Marco Carone

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

Binned scatter plots are a powerful statistical tool for empirical work in the social, behavioral, and biomedical sciences. Available methods rely on a quantile-based partitioning estimator of the conditional mean regression function to…

Methodology · Statistics 2024-07-23 Matias D. Cattaneo , Richard K. Crump , Max H. Farrell , Yingjie Feng

A variance reduction technique in nonparametric smoothing is proposed: at each point of estimation, form a linear combination of a preliminary estimator evaluated at nearby points with the coefficients specified so that the asymptotic bias…

Statistics Theory · Mathematics 2007-08-22 Ming-Yen Cheng , Liang Peng , Jyh-Shyang Wu

Matching a nonprobability sample to a probability sample is one strategy both for selecting the nonprobability units and for weighting them. This approach has been employed in the past to select subsamples of persons from a large panel of…

Methodology · Statistics 2021-12-03 Zhan Liu , Richard Valliant

We consider regression models with parametric (linear or nonlinear) regression function and allow responses to be ``missing at random.'' We assume that the errors have mean zero and are independent of the covariates. In order to estimate…

Statistics Theory · Mathematics 2009-08-24 Ursula U. Müller

We present a method of parameter estimation for large class of nonlinear systems, namely those in which the state consists of output derivatives and the flow is linear in the parameter. The method, which solves for the unknown parameter by…

Systems and Control · Electrical Eng. & Systems 2024-07-16 Simon Kuang , Xinfan Lin

This paper proposes a new model-based approach to small area estimation of general finite-population parameters based on grouped data or frequency data, which is often available from sample surveys. Grouped data contains information on…

Methodology · Statistics 2019-09-20 Yuki Kawakubo , Genya Kobayashi

The importance of exploring a potential integration among surveys has been acknowledged in order to enhance effectiveness and minimize expenses. In this work, we employ the alignment method to combine information from two different surveys…

Methodology · Statistics 2024-04-09 Vasilis Chasiotis , Dimitris Karlis