English
Related papers

Related papers: Quantile Functional Regression using Quantlets

200 papers

Big data analytics has opened new avenues in economic research, but the challenge of analyzing datasets with tens of millions of observations is substantial. Conventional econometric methods based on extreme estimators require large amounts…

Econometrics · Economics 2023-11-02 Sokbae Lee , Yuan Liao , Myung Hwan Seo , Youngki Shin

Nonparametric regression is a standard statistical tool with increased importance in the Big Data era. Boundary points pose additional difficulties but local polynomial regression can be used to alleviate them. Local linear regression, for…

Other Statistics · Statistics 2017-04-04 Srinjoy Das , Dimitris N. Politis

We propose a novel test procedure for comparing mean functions across two groups within the reproducing kernel Hilbert space (RKHS) framework. Our proposed method is adept at handling sparsely and irregularly sampled functional data when…

Methodology · Statistics 2025-01-29 Chi Zhang , Peijun Sang , Yingli Qin

Spatial functional data arise in many settings, such as particulate matter curves observed at monitoring stations and age population curves at each areal unit. Most existing functional regression models have limited applicability because…

Methodology · Statistics 2025-04-25 Heesang Lee , Dagun Oh , Sunhwa Choi , Jaewoo Park

Probabilistic regression models the entire predictive distribution of a response variable, offering richer insights than classical point estimates and directly allowing for uncertainty quantification. While diffusion-based generative models…

Machine Learning · Computer Science 2025-10-07 Carlo Kneissl , Christopher Bülte , Philipp Scholl , Gitta Kutyniok

Progression of chronic disease is often manifested by repeated occurrences of disease-related events over time. Delineating the heterogeneity in the risk of such recurrent events can provide valuable scientific insight for guiding…

Methodology · Statistics 2018-11-16 Huijuan Ma , Limin Peng , Chiung-Yu Huang , Haoda Fu

Change-plane analysis is a pivotal tool for identifying subgroups within a heterogeneous population, yet it presents challenges when applied to functional data. In this paper, we consider a change-plane model within the framework of…

Methodology · Statistics 2025-03-11 Xin Guan , Yiyuan Li , Xu Liu , Jinhong You

The Fr\'echet regression is a useful method for modeling random objects in a general metric space given Euclidean covariates. However, the conventional approach could be sensitive to outlying objects in the sense that the distance from the…

Computation · Statistics 2026-01-21 Hao Li , Shonosuke Sugasawa , Shota Katayama

The classical concept of inequality curves and measures is extended to conditional inequality curves and measures and a curve of conditional inequality measures is introduced. This extension provides a more nuanced analysis of inequality in…

Statistics Theory · Mathematics 2025-04-23 Alicja Jokiel-Rokita , Sylwester Piątek , Rafał Topolnicki

Regression is an essential and fundamental methodology in statistical analysis. The majority of the literature focuses on linear and nonlinear regression in the context of the Euclidean space. However, regression models in non-Euclidean…

Methodology · Statistics 2024-09-06 Jinzhao Liu , Chao Liu , Jian Qing Shi , Tom Nye

The quantile varying coefficient (VC) model can flexibly capture dynamical patterns of regression coefficients. In addition, due to the quantile check loss function, it is robust against outliers and heavy-tailed distributions of the…

Methodology · Statistics 2023-07-11 Fei Zhou , Jie Ren , Shuangge Ma , Cen Wu

Rigorous guarantees about the performance of predictive algorithms are necessary in order to ensure their responsible use. Previous work has largely focused on bounding the expected loss of a predictor, but this is not sufficient in many…

Machine Learning · Computer Science 2022-12-29 Jake C. Snell , Thomas P. Zollo , Zhun Deng , Toniann Pitassi , Richard Zemel

Hypothesis tests in models whose dimension far exceeds the sample size can be formulated much like the classical studentized tests only after the initial bias of estimation is removed successfully. The theory of debiased estimators can be…

Machine Learning · Statistics 2017-02-22 Jelena Bradic , Mladen Kolar

As a competitive alternative to least squares regression, quantile regression is popular in analyzing heterogenous data. For quantile regression model specified for one single quantile level $\tau$, major difficulties of semiparametric…

Methodology · Statistics 2017-05-29 Kani Chen , Yuanyuan Lin , Zhanfeng Wang , Zhiliang Ying

We propose to smooth the entire objective function, rather than only the check function, in a linear quantile regression context. Not only does the resulting smoothed quantile regression estimator yield a lower mean squared error and a more…

Econometrics · Economics 2019-08-16 Marcelo Fernandes , Emmanuel Guerre , Eduardo Horta

We introduce a novel function-on-function linear quantile regression model to characterize the entire conditional distribution of a functional response for a given functional predictor. Tensor cubic $B$-splines expansion is used to…

Methodology · Statistics 2025-04-01 Ufuk Beyaztas , Han Lin Shang , Semanur Saricam

Quantile regression, the prediction of conditional quantiles, finds applications in various fields. Often, some or all of the variables are discrete. The authors propose two new quantile regression approaches to handle such mixed…

Methodology · Statistics 2017-05-24 Niklas Schallhorn , Daniel Kraus , Thomas Nagler , Claudia Czado

Many applications of LLM-based text regression require predicting a full conditional distribution rather than a single point value. We study distributional regression under empirical-quantile supervision, where each input is paired with…

Computation and Language · Computer Science 2026-04-23 Yilun Zhu , Yuan Zhuang , Nikhita Vedula , Dushyanta Dhyani , Shaoyuan Xu , Moyan Li , Mohsen Bayati , Bryan Wang , Shervin Malmasi

Quantile regression has been successfully used to study heterogeneous and heavy-tailed data. Varying-coefficient models are frequently used to capture changes in the effect of input variables on the response as a function of an index or…

Methodology · Statistics 2021-10-18 Ran Dai , Mladen Kolar

We propose a novel quantile function-based approach for neuroimaging classification using Wasserstein-Fr\'echet regression, specifically applied to the detection of mild traumatic brain injury (mTBI) based on the MEG and MRI data.…

Applications · Statistics 2025-09-01 Jie Li , Gary Green , Jian Zhang