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This paper characterizes the conditional distribution properties of the finite sample ridge regression estimator and uses that result to evaluate total regression and generalization errors that incorporate the inaccuracies committed at the…

Machine Learning · Statistics 2016-05-31 Lyudmila Grigoryeva , Juan-Pablo Ortega

In this study, Bayesian inference is developed for structural vector autoregressive models in which the structural parameters are identified via Markov-switching heteroskedasticity. In such a model, restrictions that are just-identifying in…

Econometrics · Economics 2023-11-13 Helmut Lütkepohl , Tomasz Woźniak

Standard linear modeling approaches make potentially simplistic assumptions regarding the structure of categorical effects that may obfuscate more complex relationships governing data. For example, recent work focused on the two-way…

Methodology · Statistics 2019-03-05 Thomas A. Metzger , Christopher T. Franck

This paper addresses the problem of providing robust estimators under a functional logistic regression model. Logistic regression is a popular tool in classification problems with two populations. As in functional linear regression,…

Methodology · Statistics 2023-08-16 Graciela Boente , Marina Valdora

In the context of the usual calibration model, we consider the case in which the independent variable is unobservable, but a pre-fixed value on its surrogate is available. Thus, considering controlled variables and assuming that the…

Applications · Statistics 2008-02-06 Betsabé G. Blas Achic , Mônica C. Sandoval , Olga Satomi Yoshida

In statistics and machine learning, logistic regression is a widely-used supervised learning technique primarily employed for binary classification tasks. When the number of observations greatly exceeds the number of predictor variables, we…

Machine Learning · Statistics 2024-04-02 Agniva Chowdhury , Pradeep Ramuhalli

Logistic regression with unknown sizes has many important applications in biological and medical sciences. All models about this problem in the literature are parametric ones. A semiparametric regression model is proposed. This model…

Statistics Theory · Mathematics 2007-06-13 Wei Zhang

Logistic regression models are widely used in the social and behavioral sciences and in high-stakes domains, due to their simplicity and interpretability properties. At the same time, such domains are permeated by distribution shifts, where…

Machine Learning · Computer Science 2025-03-18 Qingshi Sun , Nathan Justin , Andres Gomez , Phebe Vayanos

We study identifiability of the parameters in autoregressions defined on a network. Most identification conditions that are available for these models either rely on the network being observed repeatedly, are only sufficient, or require…

Econometrics · Economics 2022-06-06 Federico Martellosio

A tacit assumption in classical linear regression problems is the full knowledge of the existing link between the covariates and responses. In Unlinked Linear Regression (ULR) this link is either partially or completely missing. While the…

Statistics Theory · Mathematics 2025-07-22 Fadoua Balabdaoui , Martin Slawski , Jonathan Steffani

The linear regression models are widely used statistical techniques in numerous practical applications. The standard regression model requires several assumptions about the regres- sors and the error term. The regression parameters are…

Methodology · Statistics 2016-10-23 P. Vellaisamy

Heteroscedasticity is common in real world applications and is often handled by incorporating case weights into a modeling procedure. Intuitively, models fitted with different weight schemes would have a different level of complexity…

Statistics Theory · Mathematics 2022-04-15 Bo Luan , Yoonkyung Lee , Yunzhang Zhu

We consider the problem of identifying a mixture of Gaussian distributions with same unknown covariance matrix by their sequence of moments up to certain order. Our approach rests on studying the moment varieties obtained by taking special…

Statistics Theory · Mathematics 2026-03-09 Daniele Agostini , Carlos Améndola , Kristian Ranestad

In this paper we consider a heteroscedastic transformation model, where the transformation belongs to a parametric family of monotone transformations, the regression and variance function are modelled nonparametrically and the error is…

Methodology · Statistics 2014-12-01 Natalie Neumeyer , Hohsuk Noh , Ingrid Van Keilegom

We consider least squares estimation in a general nonparametric regression model. The rate of convergence of the least squares estimator (LSE) for the unknown regression function is well studied when the errors are sub-Gaussian. We find…

Statistics Theory · Mathematics 2021-04-12 Arun K. Kuchibhotla , Rohit K. Patra

Power law scaling models have been used to understand the complexity of systems as diverse as cities, neurological activity, and rainfall and lightning. In the scaling framework, power laws and standard linear regression methods are widely…

Methodology · Statistics 2024-04-16 Jack Sutton , Golnaz Shahtahmassebi , Quentin S. Hanley , Haroldo V. Ribeiro

This paper studies the properties of linear regression on centrality measures when network data is sparse and observed with error. We make three contributions in this setting. First, we show that OLS estimators can become inconsistent under…

Econometrics · Economics 2026-03-18 Yong Cai

Inference for functional linear models in the presence of heteroscedastic errors has received insufficient attention given its practical importance; in fact, even a central limit theorem has not been studied in this case. At issue,…

Statistics Theory · Mathematics 2024-05-27 Hyemin Yeon , Xiongtao Dai , Daniel John Nordman

This paper describes a method for a model-based analysis of clinical safety data called multivariate Bayesian logistic regression (MBLR). Parallel logistic regression models are fit to a set of medically related issues, or response…

Methodology · Statistics 2012-10-02 William DuMouchel

A residual-based empirical distribution function is proposed to estimate the distribution function of the errors of a heteroskedastic nonparametric regression with responses missing at random based on completely observed data, and this…

Methodology · Statistics 2016-10-28 Justin Chown