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Interval-valued linear regression has been investigated for some time. One of the critical issues is optimizing the balance between model flexibility and interpretability. This paper proposes a linear model for interval-valued data based on…

Methodology · Statistics 2015-06-12 Yan Sun , Dan Ralescu

In this paper, we consider a functional linear regression model, where both the covariate and the response variable are functional random variables. We address the problem of optimal nonparametric estimation of the conditional expectation…

Statistics Theory · Mathematics 2022-03-02 Gaëlle Chagny , Anouar Meynaoui , Angelina Roche

An analytic formula is proposed to characterize the variance propagation from correlated input variables to the model response, by using multi-variate Taylor series. With the formula, partial variance contributions to the model response are…

Physics and Society · Physics 2017-08-23 Yueying Zhu , Qiuping A Wang , Wei Li , Xu Cai

In this paper we consider the statistical inference of the unknown parameter of an exponential distribution based on the time truncated data. The time truncated data occurs quite often in the reliability analysis for type-I or hybrid…

Applications · Statistics 2017-03-06 Arnab Koley , Debasis Kundu

Various indicators and measures of the real life procedures rise up as functionals of the quantile process of a parent random variable Z. However, Z can be observed only through a response in a linear model whose covariates are not under…

Methodology · Statistics 2024-04-04 Jana Jurečková , Jan Picek , Jan Kalina

In this paper, we further develop the approach, originating in [14 (arXiv:1311.6765),20 (arXiv:1604.02576)], to "computation-friendly" hypothesis testing and statistical estimation via Convex Programming. Specifically, we focus on…

Statistics Theory · Mathematics 2018-04-16 Anatoli Juditsky , Arkadi Nemirovski

We study a linear observation model with an unknown permutation called \textit{permuted/shuffled linear regression}, where responses and covariates are mismatched and the permutation forms a discrete, factorial-size parameter. The…

Statistics Theory · Mathematics 2026-01-23 Hirofumi Ota , Masaaki Imaizumi

As with classic statistics, functional regression models are invaluable in the analysis of functional data. While there are now extensive tools with accompanying theory available for linear models, there is still a great deal of work to be…

Statistics Theory · Mathematics 2018-06-25 Matthew Reimherr , Bharath Sriperumbudur , Bahaeddine Taoufik

This article proposes a new method of truncated estimation to estimate the tail index $\alpha$ of the extremely heavy-tailed distribution with infinite mean or variance. We not only present two truncated estimators $\hat{\alpha}$ and…

Statistics Theory · Mathematics 2022-09-13 F. Q. Tang , D. Han

In this paper we address the problem of feature selection when the data is functional, we study several statistical procedures including classification, regression and principal components. One advantage of the blinding procedure is that it…

Methodology · Statistics 2023-12-29 Ricardo Fraiman , Yanina Gimenez , Marcela Svarc

We consider functional data which are measured on a discrete set of observation points. Often such data are measured with additional noise. We explore in this paper the factor structure underlying this type of data. We show that the latent…

Methodology · Statistics 2021-11-23 Siegfried Hörmann , Fatima Jammoul

Linear regression is often deemed inherently interpretable; however, challenges arise for high-dimensional data. We focus on further understanding how linear regression approximates nonlinear responses from high-dimensional functional data,…

Machine Learning · Computer Science 2024-11-20 Joachim Schaeffer , Jinwook Rhyu , Robin Droop , Rolf Findeisen , Richard Braatz

We propose a function-on-function linear regression model for time-dependent curve data that is consistently estimated by imposing factor structures on the regressors. An integral operator based on cross-covariances identifies two…

Econometrics · Economics 2025-08-08 Sven Otto , Luis Winter

Form a pure mathematical point of view, common functional forms representing different physical phenomena can be defined. For example, rates of chemical reactions, diffusion and heat transfer are all governed by exponential-type…

Machine Learning · Computer Science 2019-10-01 Navid Zobeiry , Keith D. Humfeld

As high-dimensional and high-frequency data are being collected on a large scale, the development of new statistical models is being pushed forward. Functional data analysis provides the required statistical methods to deal with large-scale…

Statistics Theory · Mathematics 2020-07-08 Israel Martínez-Hernández , Marc G. Genton

Isotonic regression provides a flexible, tuning-free approach to estimating monotonic functions without imposing global curvature constraints, yet the estimated regression function is inherently a step function. This paper addresses a key…

Methodology · Statistics 2026-05-19 Timo Kuosmanen , Juan F. Monge , José L. Ruiz , Xun Zhou

Regressing a scalar response on a random function is nowadays a common situation. In the nonparametric setting, this paper paves the way for making the local linear regression based on a projection approach a prominent method for solving…

Methodology · Statistics 2019-07-19 Frédéric Ferraty , Stanislav Nagy

We consider the problem of predicting a real random variable from a functional explanatory variable. The problem is attacked by mean of nonparametric kernel approach which has been recently adapted to this functional context. We derive…

Statistics Theory · Mathematics 2016-08-16 Frédéric Ferraty , André Mas , Philippe Vieu

Functional data analysis tools, such as function-on-function regression models, have received considerable attention in various scientific fields because of their observed high-dimensional and complex data structures. Several statistical…

Methodology · Statistics 2020-09-22 Ufuk Beyaztas , Han Lin Shang

We consider the problem of estimating the slope function in a functional regression with a scalar response and a functional covariate. This central problem of functional data analysis is well known to be ill-posed, thus requiring a…

Methodology · Statistics 2016-10-05 Anirvan Chakraborty , Victor M. Panaretos