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We consider the estimation of the slope function in functional linear regression, where scalar responses are modeled in dependence of random functions. Cardot and Johannes [J. Multivariate Anal. 101 (2010) 395-408] have shown that a…

Statistics Theory · Mathematics 2013-02-19 Fabienne Comte , Jan Johannes

We consider nonparametric regression in the context of functional data, that is, when a random sample of functions is observed on a fine grid. We obtain a functional asymptotic normality result allowing to build simultaneous confidence…

Methodology · Statistics 2015-03-13 David A. Degras

To meet the demanding of spectral reconstruction in the visible and near-infrared wavelength, the spectral reconstruction method for typical surface types is discussed based on the USGS /ASTER spectral library and principal component…

Image and Video Processing · Electrical Eng. & Systems 2019-06-19 Weizhen Hou , Yilan Mao , Chi Xu , Zhengqiang Li , Donghui Li , Yan Ma , Hua Xu

We propose a stable version of Principal Component Analysis (PCA) in the general framework of a separable Hilbert space. It consists in interpreting the projection on the first eigenvectors as a step function applied to the spectrum of the…

Statistics Theory · Mathematics 2017-04-03 Ilaria Giulini

Functional principal component analysis (FPCA) has been widely used to capture major modes of variation and reduce dimensions in functional data analysis. However, standard FPCA based on the sample covariance estimator does not work well in…

Methodology · Statistics 2021-01-19 Guangxing Wang , Sisheng Liu , Fang Han , Chongzhi Di

Principal component analysis (PCA) has been widely applied to dimensionality reduction and data pre-processing for different applications in engineering, biology and social science. Classical PCA and its variants seek for linear projections…

Machine Learning · Computer Science 2017-07-11 Xiaojun Chang , Feiping Nie , Yi Yang , Heng Huang

This article proposes a novel estimator for regression coefficients in clustered data that explicitly accounts for within-cluster dependence. We study the asymptotic properties of the proposed estimator under both finite and infinite…

Methodology · Statistics 2026-02-05 Subhodeep Dey , Gopal K. Basak , Samarjit Das

This paper introduces a straightforward sieve-based approach for estimating and conducting inference on regression parameters in panel data models with interactive fixed effects. The method's key assumption is that factor loadings can be…

Econometrics · Economics 2025-02-26 Georg Keilbar , Juan M. Rodriguez-Poo , Alexandra Soberon , Weining Wang

This paper studies a \textit{partial functional partially linear single-index model} that consists of a functional linear component as well as a linear single-index component. This model generalizes many well-known existing models and is…

Statistics Theory · Mathematics 2017-03-09 Qingguo Tang , Linglong Kong , David Ruppert , Rohana J. Karunamuni

Functional data analysis is a fast evolving branch of statistics. Estimation procedures for the popular functional linear model either suffer from lack of robustness or are computationally burdensome. To address these shortcomings, a…

Methodology · Statistics 2021-08-27 Ioannis Kalogridis , Stefan Van Aelst

Motivated by risk assessment of coastal flooding, we consider time-consuming simulators with a spatial output. The aim is to perform sensitivity analysis (SA), quantifying the influence of input parameters on the output. There are three…

We propose a multiple imputation method based on principal component analysis (PCA) to deal with incomplete continuous data. To reflect the uncertainty of the parameters from one imputation to the next, we use a Bayesian treatment of the…

Methodology · Statistics 2015-08-20 Vincent Audigier , François Husson , Julie Josse

Based on a progressively type-II censored sample from the exponential distribution with unknown location and scale parameter, confidence bands are proposed for the underlying distribution function by using confidence regions for the…

Statistics Theory · Mathematics 2021-06-08 Stefan Bedbur , Fabian Mies

Let $Y$ be a stochastic process on $[0,1]$ satisfying $dY(t) = n^{1/2} f(t) dt + dW(t)$, where $n \ge 1$ is a given scale parameter (``sample size''), $W$ is standard Brownian motion and $f$ is an unknown function. Utilizing suitable…

Statistics Theory · Mathematics 2013-12-24 Lutz Duembgen

We present a new method for generating confidence sets within the split conformal prediction framework. Our method performs a trainable transformation of any given conformity score to improve conditional coverage while ensuring exact…

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

Methods for supervised principal component analysis (SPCA) aim to incorporate label information into principal component analysis (PCA), so that the extracted features are more useful for a prediction task of interest. Prior work on SPCA…

Machine Learning · Statistics 2022-08-18 Alexander Ritchie , Laura Balzano , Daniel Kessler , Chandra S. Sripada , Clayton Scott

Functional Data Analysis represents a field of growing interest in statistics. Despite several studies have been proposed leading to fundamental results, the problem of obtaining valid and efficient prediction sets has not been thoroughly…

Methodology · Statistics 2021-04-13 Jacopo Diquigiovanni , Matteo Fontana , Simone Vantini

In functional linear regression, the parameters estimation involves solving a non necessarily well-posed problem and it has points of contact with a range of methodologies, including statistical smoothing, deconvolution and projection on…

Statistics Theory · Mathematics 2018-01-04 Andrea Ghiglietti , Francesca Ieva , Anna Maria Paganoni , Giacomo Aletti

Many statistical estimation techniques for high-dimensional or functional data are based on a preliminary dimension reduction step, which consists in projecting the sample $\bX_1, \hdots, \bX_n$ onto the first $D$ eigenvectors of the…

Statistics Theory · Mathematics 2010-04-26 Gérard Biau , André Mas