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Linear quantile regression is a powerful tool to investigate how predictors may affect a response heterogeneously across different quantile levels. Unfortunately, existing approaches find it extremely difficult to adjust for any dependency…

Methodology · Statistics 2019-10-30 Xu Chen , Surya T. Tokdar

The complexity of semiparametric models poses new challenges to statistical inference and model selection that frequently arise from real applications. In this work, we propose new estimation and variable selection procedures for the…

Statistics Theory · Mathematics 2011-03-09 Bo Kai , Runze Li , Hui Zou

When facing multivariate covariates, general semiparametric regression techniques come at hand to propose flexible models that are unexposed to the curse of dimensionality. In this work a semiparametric copula-based estimator for…

Methodology · Statistics 2016-03-25 Mickael De Backer , Anouar El Ghouch , Ingrid Van Keilegom

In modelling time series data coming from different sources, frequencies can easily vary since some variable can be measured at higher frequencies, others, at lower frequencies. Given data measured over spatial units and at varying…

Methodology · Statistics 2025-03-05 Vladimir A. Malabanan , Joseph Ryan G. Lansangan , Erniel B. Barrios

In this paper, we develop a quantile functional regression modeling framework that models the distribution of a set of common repeated observations from a subject through the quantile function, which is regressed on a set of covariates to…

Methodology · Statistics 2017-11-02 Hojin Yang , Veerabhadran Baladandayuthapani , Jeffrey S. Morris

Semiparametric regression offers a flexible framework for modeling non-linear relationships between a response and covariates. A prime example are generalized additive models where splines (say) are used to approximate non-linear functional…

Statistics Theory · Mathematics 2018-10-05 Francis K. C. Hui , Chong You , Han Lin Shang , Samuel Müller

In this paper, a functional partial quantile regression approach, a quantile regression analog of the functional partial least squares regression, is proposed to estimate the function-on-function linear quantile regression model. A partial…

Methodology · Statistics 2021-09-14 Ufuk Beyaztas , Han Lin Shang , Aylin Alin

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

In a missing-data setting, we have a sample in which a vector of explanatory variables x_i is observed for every subject i, while scalar outcomes y_i are missing by happenstance on some individuals. In this work we propose robust estimates…

Statistics Theory · Mathematics 2010-09-20 Mariela Sued , Victor J. Yohai

In this paper we introduce new estimators of the coefficient functions in the varying coefficient regression model. The proposed estimators are obtained by projecting the vector of the full-dimensional kernel-weighted local polynomial…

Statistics Theory · Mathematics 2012-03-05 Young K. Lee , Enno Mammen , Byeong U. Park

Functional linear regression analysis aims to model regression relations which include a functional predictor. The analog of the regression parameter vector or matrix in conventional multivariate or multiple-response linear regression…

Statistics Theory · Mathematics 2011-02-28 Yichao Wu , Jianqing Fan , Hans-Georg Müller

The problem of covariance estimation for replicated surface-valued processes is examined from the functional data analysis perspective. Considerations of statistical and computational efficiency often compel the use of separability of the…

Methodology · Statistics 2021-10-25 Tomas Masak , Victor M. Panaretos

As a competitive alternative to least squares regression, quantile regression is popular in analyzing heterogenous data. For quantile regression model specified for one single quantile level $\tau$, major difficulties of semiparametric…

Methodology · Statistics 2017-05-29 Kani Chen , Yuanyuan Lin , Zhanfeng Wang , Zhiliang Ying

We introduce a new class of conditional autoregressive models for spatially dependent functional data, formulated through conditional means given neighboring functional observations and characterized by a covariance operator and a spatial…

Methodology · Statistics 2026-05-22 Sooran Kim

This article investigates nonparametric estimation of variance functions for functional data when the mean function is unknown. We obtain asymptotic results for the kernel estimator based on squared residuals. Similar to the finite…

Methodology · Statistics 2008-12-16 Heng Lian

This paper develops a semi-parametric procedure for estimation of unconditional quantile partial effects using quantile regression coefficients. The estimator is based on an identification result showing that, for continuous covariates,…

Econometrics · Economics 2024-01-02 Javier Alejo , Antonio F. Galvao , Julian Martinez-Iriarte , Gabriel Montes-Rojas

Estimating the structures at high or low quantiles has become an important subject and attracted increasing attention across numerous fields. However, due to data sparsity at tails, it usually is a challenging task to obtain reliable…

Methodology · Statistics 2021-11-08 Yingying Zhang , Yuefeng Si , Guodong Li , Chil-Ling Tsai

In this paper we propose a general series method to estimate a semiparametric partially linear varying coefficient model. We establish the consistency and \sqrtn-normality property of the estimator of the finite-dimensional parameters of…

Statistics Theory · Mathematics 2007-06-13 Ibrahim Ahmad , Sittisak Leelahanon , Qi Li

We consider a spatial functional linear regression, where a scalar response is related to a square integrable spatial functional process. We use a smoothing spline estimator for the functional slope parameter and establish a finite sample…

Statistics Theory · Mathematics 2019-08-07 Stéphane Bouka , Sophie Dabo-Niang , Guy Martial Nkiet

Spatial functional data arise in many settings, such as particulate matter curves observed at monitoring stations and age population curves at each areal unit. Most existing functional regression models have limited applicability because…

Methodology · Statistics 2025-04-25 Heesang Lee , Dagun Oh , Sunhwa Choi , Jaewoo Park