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The paper considers functional linear regression, where scalar responses $Y_1,\ldots,Y_n$ are modeled in dependence of i.i.d. random functions $X_1,\ldots,X_n$. We study a generalization of the classical functional linear regression model.…

Statistics Theory · Mathematics 2016-01-13 Alois Kneip , Dominik Poß , Pascal Sarda

We study a functional linear regression model that deals with functional responses and allows for both functional covariates and high-dimensional vector covariates. The proposed model is flexible and nests several functional regression…

Statistics Theory · Mathematics 2022-08-24 Daren Wang , Zifeng Zhao , Yi Yu , Rebecca Willett

In this article we propose a locally adaptive strategy for estimating a function from its Exponential Radon Transform (ERT) data, without prior knowledge of the smoothness of functions that are to be estimated. We build a non-parametric…

Statistics Theory · Mathematics 2020-11-16 Anuj Abhishek , Sakshi Arya

We study optimal procedures for estimating a linear functional based on observational data. In many problems of this kind, a widely used assumption is strict overlap, i.e., uniform boundedness of the importance ratio, which measures how…

Statistics Theory · Mathematics 2023-01-18 Wenlong Mou , Peng Ding , Martin J. Wainwright , Peter L. Bartlett

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

We introduce a new model of linear regression for random functional inputs taking into account the first order derivative of the data. We propose an estimation method which comes down to solving a special linear inverse problem. Our…

Statistics Theory · Mathematics 2016-08-16 André Mas , Besnik Pumo

This paper deals with the problem of estimating a slope parameter in a simple linear regression model, where independent variables have functional measurement errors. Measurement errors in independent variables, as is well known, cause…

Statistics Theory · Mathematics 2018-04-10 Hisayuki Tsukuma

This paper investigates the nonparametric estimation of a circular regression function in an errors-in-variables framework. Two settings are studied, depending on whether the covariates are circular or linear. Adaptive estimators are…

Statistics Theory · Mathematics 2025-08-27 Tien Dat Nguyen , Thanh Mai Pham Ngoc

In this contribution we introduce weakly locally stationary time series through the local approximation of the non-stationary covariance structure by a stationary one. This allows us to define autoregression coefficients in a non-stationary…

Statistics Theory · Mathematics 2018-01-16 François Roueff , Andres Sanchez-Perez

Functional linear regression has recently attracted considerable interest. Many works focus on asymptotic inference. In this paper we consider in a non asymptotic framework a simple estimation procedure based on functional Principal…

Statistics Theory · Mathematics 2013-01-16 Elodie Brunel , André Mas , Angelina Roche

In this paper, we study nonparametric estimation of instrumental variable (IV) regressions. Recently, many flexible machine learning methods have been developed for instrumental variable estimation. However, these methods have at least one…

Machine Learning · Statistics 2023-02-13 Andrew Bennett , Nathan Kallus , Xiaojie Mao , Whitney Newey , Vasilis Syrgkanis , Masatoshi Uehara

In functional data analysis, functional linear regression has attracted significant attention recently. Herein, we consider the case where both the response and covariates are functions. There are two available approaches for addressing…

Methodology · Statistics 2021-09-28 Mauro Bernardi , Antonio Canale , Marco Stefanucci

The ill-posedness of the inverse problem of recovering a regression function in a nonparametric instrumental variable model leads to estimators that may suffer from a very slow, logarithmic rate of convergence. In this paper, we show that…

Applications · Statistics 2017-09-27 Denis Chetverikov , Daniel Wilhelm

We consider the problem of estimating the regression function in functional linear regression models by proposing a new type of projection estimators which combine dimension reduction and thresholding. The introduction of a threshold rule…

Methodology · Statistics 2009-12-19 Herve Cardot , Jan Johannes

We propose inferential tools for functional linear quantile regression where the conditional quantile of a scalar response is assumed to be a linear functional of a functional covariate. In contrast to conventional approaches, we employ…

Statistics Theory · Mathematics 2022-02-25 Peijun Sang , Zuofeng Shang , Pang Du

We consider the model of nonregular nonparametric regression where smoothness constraints are imposed on the regression function $f$ and the regression errors are assumed to decay with some sharpness level at their endpoints. The aim of…

Statistics Theory · Mathematics 2014-10-02 Moritz Jirak , Alexander Meister , Markus Reiß

In this work we consider the problem of estimating function-on-scalar regression models when the functions are observed over multi-dimensional or manifold domains and with potentially multivariate output. We establish the minimax rates of…

Statistics Theory · Mathematics 2019-02-21 Matthew Reimherr , Bharath Sriperumbudur , Hyun Bin Kang

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

The functional linear model extends the notion of linear regression to the case where the response and covariates are iid elements of an infinite dimensional Hilbert space. The unknown to be estimated is a Hilbert-Schmidt operator, whose…

Statistics Theory · Mathematics 2016-12-22 Tung Pham , Victor Panaretos

We consider a wavelet thresholding approach to adaptive variance function estimation in heteroscedastic nonparametric regression. A data-driven estimator is constructed by applying wavelet thresholding to the squared first-order differences…

Statistics Theory · Mathematics 2008-10-28 T. Tony Cai , Lie Wang