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We propose a novel estimation approach for a general class of semi-parametric time series models where the conditional expectation is modeled through a parametric function. The proposed class of estimators is based on a Gaussian…

Methodology · Statistics 2025-07-21 Mirko Armillotta , Paolo Gorgi

We propose a novel method to model nonlinear regression problems by adapting the principle of penalization to Partial Least Squares (PLS). Starting with a generalized additive model, we expand the additive component of each variable in…

Statistics Theory · Mathematics 2010-08-13 Nicole Kraemer , Anne-Laure Boulesteix , Gerhard Tutz

Quantile regression predicts the $\tau$-quantile of the conditional distribution of a response variable given the explanatory variable for $\tau\in(0,1)$. The aim of this paper is to establish the asymptotic distribution of the quantile…

Statistics Theory · Mathematics 2012-09-07 Takuma Yoshida

The functional linear model is an important extension of the classical regression model allowing for scalar responses to be modeled as functions of stochastic processes. Yet, despite the usefulness and popularity of the functional linear…

Methodology · Statistics 2025-11-27 Ioannis Kalogridis , Stanislav Nagy

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 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 fitting a mixture of linear regression models, normal assumption is traditionally used to model the error and then regression parameters are estimated by the maximum likelihood estimators (MLE). This procedure is not valid if the normal…

Methodology · Statistics 2018-11-06 Yanyuan Ma , Shaoli Wang , Lin Xu , Weixin Yao

The available data in semi-supervised learning usually consists of relatively small sized labeled data and much larger sized unlabeled data. How to effectively exploit unlabeled data is the key issue. In this paper, we write the regression…

Methodology · Statistics 2024-11-13 Ziwen Gao , Huihang Liu , Xinyu Zhang

In this article, we develop a semiparametric Bayesian estimation and model selection approach for partially linear additive models in conditional quantile regression. The asymmetric Laplace distribution provides a mechanism for Bayesian…

Computation · Statistics 2013-07-11 Yuao Hu , Kaifeng Zhao , Heng Lian

Penalized regression has become a standard tool for model building across a wide range of application domains. Common practice is to tune the amount of penalization to tradeoff bias and variance or to optimize some other measure of…

Methodology · Statistics 2018-04-05 Wenhao Hu , Eric Laber , Leonard Stefanski

This paper considers the problem of estimation in the generalized semiparametric model for longitudinal data when the number of parameters diverges with the sample size. A penalization type of generalized estimating equation method is…

Methodology · Statistics 2020-06-09 M. Taavoni , M. Arashi

One fundamental statistical question for research areas such as precision medicine and health disparity is about discovering effect modification of treatment or exposure by observed covariates. We propose a semiparametric framework for…

Methodology · Statistics 2020-08-04 Muxuan Liang , Menggang Yu

We consider the application of a popular penalised regression method, Ridge Regression, to data with very high dimensions and many more covariates than observations. Our motivation is the problem of out-of-sample prediction and the setting…

Applications · Statistics 2012-05-04 Erika Cule , Maria De Iorio

Small area estimation under linear mixed models often assumes that the small area effect is random effect in almost all previous studies. However, in this paper a new approach is proposed explaining small area effect as the unknown function…

Methodology · Statistics 2014-04-16 Rong Zhu , Guohua Zou , Chun Wang , Yi Hu

Statistical inference with nonresponse is quite challenging, especially when the response mechanism is nonignorable. The existing methods often require correct model specifications for both outcome and response models. However, due to…

Methodology · Statistics 2018-09-12 Hejian Sang , Kosuke Morikawa

In this paper, we consider a weighted local linear estimator based on the inverse selection probability for nonparametric regression with missing covariates at random. The asymptotic distribution of the maximal deviation between the…

Methodology · Statistics 2020-03-03 Li Cai , Lijie Gu , Qihua Wang , Suojin Wang

Additive regression provides an extension of linear regression by modeling the signal of a response as a sum of functions of covariates of relatively low complexity. We study penalized estimation in high-dimensional nonparametric additive…

Statistics Theory · Mathematics 2017-04-25 Zhiqiang Tan , Cun-Hui Zhang

In survey sampling, survey data do not necessarily represent the target population, and the samples are often biased. However, information on the survey weights aids in the elimination of selection bias. The Horvitz-Thompson estimator is a…

Methodology · Statistics 2024-04-05 Kosuke Morikawa , Yoshikazu Terada , Jae Kwang Kim

Physical modeling of robotic system behavior is the foundation for controlling many robotic mechanisms to a satisfactory degree. Mechanisms are also typically designed in a way that good model accuracy can be achieved with relatively simple…

Machine Learning · Statistics 2019-07-01 Sebastian Riedel , Freek Stulp

This paper presents an estimator for semiparametric models that uses a feed-forward neural network to fit the nonparametric component. Unlike many methodologies from the machine learning literature, this approach is suitable for…

Applications · Statistics 2017-05-19 Andrew Crane-Droesch
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