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There has been a wide interest to extend univariate and multivariate nonparametric procedures to clustered and hierarchical data. Traditionally, parametric mixed models have been used to account for the correlation structures among the…

Statistics Theory · Mathematics 2018-03-02 Jaakko Nevalainen , Denis Larocque , Hannu Oja , Ilkka Pörsti

This paper presents a unified framework for supervised learning and inference procedures using the divide-and-conquer approach for high-dimensional correlated outcomes. We propose a general class of estimators that can be implemented in a…

Statistics Theory · Mathematics 2020-09-22 Emily C. Hector , Peter X. -K. Song

Functional data analysis is a fast evolving branch of modern statistics and the functional linear model has become popular in recent years. However, most estimation methods for this model rely on generalized least squares procedures and…

Methodology · Statistics 2020-06-24 Ioannis Kalogridis , Stefan Van Aelst

In this paper, we present a generalized estimating equations based estimation approach and a variable selection procedure for single-index models when the observed data are clustered. Unlike the case of independent observations,…

Methodology · Statistics 2011-08-08 Peng Lai , Qihua Wang , Heng Lian

This paper develops an updatable inverse probability weighting (UIPW) estimation for the generalized linear models with response missing at random in streaming data sets. A two-step online updating algorithm is provided for the proposed…

Statistics Theory · Mathematics 2023-10-10 Xianhua Zhang , Lu lin , Qihua Wang

We propose a modified version of the three-step estimation method for the latent class model with covariates, which may be used to estimate latent Markov models for longitudinal data. The three-step estimation approach we propose is based…

Methodology · Statistics 2014-02-06 Francesco Bartolucci , Giorgio E. Montanari , Silvia Pandolfi

We propose a technique for reformulation of state and parameter estimation problems as that of matching explicitly computable definite integrals with known kernels to data. The technique applies for a class of systems of nonlinear ordinary…

Optimization and Control · Mathematics 2013-09-11 I. Yu. Tyukin , A. N. Gorban

Nonparametric density estimation is an unsupervised learning problem. In this work we propose a two-step procedure that casts the density estimation problem in the first step into a supervised regression problem. The advantage is that we…

Statistics Theory · Mathematics 2024-06-04 Thijs Bos , Johannes Schmidt-Hieber

An additive model-assisted nonparametric method is investigated to estimate the finite population totals of massive survey data with the aid of auxiliary information. A class of estimators is proposed to improve the precision of the well…

Methodology · Statistics 2019-03-19 Li Wang , Suojin Wang

This paper establishes asymptotic results for the maximum likelihood and restricted maximum likelihood (REML) estimators of the parameters in the nested error regression model for clustered data when both of the number of independent…

Statistics Theory · Mathematics 2021-01-25 Ziyang Lyu , A. H. Welsh

This article proposes a novel estimator for regression coefficients in clustered data that explicitly accounts for within-cluster dependence. We study the asymptotic properties of the proposed estimator under both finite and infinite…

Methodology · Statistics 2026-02-05 Subhodeep Dey , Gopal K. Basak , Samarjit Das

Generalized linear models are flexible tools for the analysis of diverse datasets, but the classical formulation requires that the parametric component is correctly specified and the data contain no atypical observations. To address these…

Methodology · Statistics 2023-04-21 Ioannis Kalogridis , Gerda Claeskens , Stefan Van Aelst

We extend nonparametric regression smoothing splines to a context where there is endogeneity and instrumental variables are available. Unlike popular existing estimators, the resulting estimator is one-step and relies on a unique…

Econometrics · Economics 2024-12-10 Jad Beyhum , Elia Lapenta , Pascal Lavergne

In the present paper we consider the varying coefficient model which represents a useful tool for exploring dynamic patterns in many applications. Existing methods typically provide asymptotic evaluation of precision of estimation…

Statistics Theory · Mathematics 2013-02-07 Olga Klopp , Marianna Pensky

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

In machine learning and data mining, linear models have been widely used to model the response as parametric linear functions of the predictors. To relax such stringent assumptions made by parametric linear models, additive models consider…

Machine Learning · Statistics 2017-10-18 Sheng Chen , Arindam Banerjee

Cluster-randomized trials (CRTs) are widely used to evaluate group-level interventions and increasingly collect multiple outcomes capturing complementary dimensions of benefit and risk. Investigators often seek a single global summary of…

Methodology · Statistics 2026-01-22 Xinyuan Chen , Fan Li

In many longitudinal settings, economic theory does not guide practitioners on the type of restrictions that must be imposed to solve the rotational indeterminacy of factor-augmented linear models. We study this problem and offer several…

Econometrics · Economics 2022-03-08 Matthew Harding , Carlos Lamarche , Chris Muris

In this paper we introduce two procedures for variable selection in cluster analysis and classification rules. One is mainly oriented to detect the noisy non-informative variables, while the other deals also with multicolinearity. A…

Statistics Theory · Mathematics 2023-12-29 Ricardo Fraiman , Ana Justel , Marcela Svarc

The additive partially linear model (APLM) combines the flexibility of nonparametric regression with the parsimony of regression models, and has been widely used as a popular tool in multivariate nonparametric regression to alleviate the…

Methodology · Statistics 2019-03-19 Xinyi Li , Li Wang , Dan Nettleton