English
Related papers

Related papers: Inference in Functional Linear Quantile Regression

200 papers

This paper considers the quantile regression approach for partially linear spatial autoregressive models with possibly varying coefficients. B-spline is employed for the approximation of varying coefficients. The instrumental variable…

Methodology · Statistics 2016-08-08 Xiaowen Dai , Shaoyang Li , Maozai Tian

This paper considers an estimation of semiparametric functional (varying)-coefficient quantile regression with spatial data. A general robust framework is developed that treats quantile regression for spatial data in a natural…

Statistics Theory · Mathematics 2014-02-06 Zudi Lu , Qingguo Tang , Longsheng Cheng

Quantile regression (QR) is now widely used to analyze the effect of covariates on the conditional distribution of a response variable. It provides a more comprehensive picture of the relationship between a response and covariates compared…

Methodology · Statistics 2025-12-16 Wenwu Gao , Dongyi Zheng , Hanbing Zhu

Regression models with a response variable taking values in a Hilbert space and hybrid covariates are considered. This means two sets of regressors are allowed, one of finite dimension and a second one functional with values in a Hilbert…

Statistics Theory · Mathematics 2014-06-25 Samuel Maistre , Valentin Patilea

We place ourselves in a functional regression setting and propose a novel methodology for regressing a real output on vector-valued functional covariates. This methodology is based on the notion of signature, which is a representation of a…

Methodology · Statistics 2022-06-17 Adeline Fermanian

We propose a procedure for testing the linearity of a scalar-on-function regression relationship. To do so, we use the functional generalized additive model (FGAM), a recently developed extension of the functional linear model. For a…

Methodology · Statistics 2014-04-24 Mathew W. McLean , Giles Hooker , David Ruppert

Statistical analysis of high-dimensional functional times series arises in various applications. Under this scenario, in addition to the intrinsic infinite-dimensionality of functional data, the number of functional variables can grow with…

Statistics Theory · Mathematics 2022-01-14 Qin Fang , Shaojun Guo , Xinghao Qiao

Functional regression is very crucial in functional data analysis and a linear relationship between scalar response and functional predictor is often assumed. However, the linear assumption may not hold in practice, which makes the methods…

Methodology · Statistics 2023-01-18 Rou Zhong , Dongxue Wang , Jingxiao Zhang

Functional data such as curves and surfaces have become more and more common with modern technological advancements. The use of functional predictors remains challenging due to its inherent infinite-dimensionality. The common practice is to…

Statistics Theory · Mathematics 2023-01-31 Dengdeng Yu , Matthew Pietrosanu , Ivan Mizera , Bei Jiang , Linglong Kong , Wei Tu

This paper presents tests to formally choose between regression models using different derivatives of a functional covariate in scalar-on-function regression. We demonstrate that for linear regression, models using different derivatives can…

Methodology · Statistics 2020-08-19 Giles Hooker , Hanlin Shang

The functional linear model is a popular tool to investigate the relationship between a scalar/functional response variable and a scalar/functional covariate. We generalize this model to a functional linear mixed-effects model when repeated…

Methodology · Statistics 2016-01-07 Baisen Liu , Jiguo Cao

A partial least squares regression is proposed for estimating the function-on-function regression model where a functional response and multiple functional predictors consist of random curves with quadratic and interaction effects. The…

Methodology · Statistics 2020-12-11 Ufuk Beyaztas , Han Lin Shang

This paper examines the problem of nonparametric testing for the no-effect of a random covariate (or predictor) on a functional response. This means testing whether the conditional expectation of the response given the covariate is almost…

Statistics Theory · Mathematics 2014-11-25 Valentin Patilea , Cesar Sanchez-Sellero , Matthieu Saumard

In this paper, we study the estimation and inference of the quantile treatment effect under covariate-adaptive randomization. We propose two estimation methods: (1) the simple quantile regression and (2) the inverse propensity score…

Methodology · Statistics 2020-02-26 Yichong Zhang , Xin Zheng

In this paper we present a nonparametric method for extending functional regression methodology to the situation where more than one functional covariate is used to predict a functional response. Borrowing the idea from Kadri et al.…

Machine Learning · Statistics 2013-01-16 Hachem Kadri , Philippe Preux , Emmanuel Duflos , Stéphane Canu

We propose three novel consistent specification tests for quantile regression models which generalize former tests in three ways. First, we allow the covariate effects to be quantile-dependent and nonlinear. Second, we allow parameterizing…

Methodology · Statistics 2021-12-07 Tim Kutzker , Nadja Klein , Dominik Wied

We consider linear models with scalar responses and covariates from a separable Hilbert space. The aim is to detect change points in the error distribution, based on sequential residual empirical distribution functions. Expansions for those…

Statistics Theory · Mathematics 2024-11-08 Natalie Neumeyer , Leonie Selk

The scalar-on-function regression model has become a popular analysis tool to explore the relationship between a scalar response and multiple functional predictors. Most of the existing approaches to estimate this model are based on the…

Methodology · Statistics 2022-03-11 Ufuk Beyaztas , Han Lin Shang

In supervised learning, the output variable to be predicted is often represented as a function, such as a spectrum or probability distribution. Despite its importance, functional output regression remains relatively unexplored. In this…

Machine Learning · Statistics 2025-03-19 Minoru Kusaba , Megumi Iwayama , Ryo Yoshida

In this work, a goodness-of-fit test for the null hypothesis of a functional linear model with scalar response is proposed. The test is based on a generalization to the functional framework of a previous one, designed for the…