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Estimation of mean and covariance functions is fundamental for functional data analysis. While this topic has been studied extensively in the literature, a key assumption is that there are enough data in the domain of interest to estimate…

Methodology · Statistics 2020-09-01 Zhenhua Lin , Jane-Ling Wang , Qixian Zhong

In Selk and Gertheiss (2022) a nonparametric prediction method for models with multiple functional and categorical covariates is introduced. The dependent variable can be categorical (binary or multi-class) or continuous, thus both…

Statistics Theory · Mathematics 2023-04-04 Leonie Selk

Multidimensional function data arise from many fields nowadays. The covariance function plays an important role in the analysis of such increasingly common data. In this paper, we propose a novel nonparametric covariance function estimation…

Methodology · Statistics 2021-09-14 Jiayi Wang , Raymond K. W. Wong , Xiaoke Zhang

The focus of this paper is to extend Fisher's linear discriminant analysis (LDA) to both densely re-corded functional data and sparsely observed longitudinal data for general $c$-category classification problems. We propose an efficient…

Methodology · Statistics 2017-09-07 Lu-Hung Chen , Ci-Ren Jiang

We consider regression models with parametric (linear or nonlinear) regression function and allow responses to be ``missing at random.'' We assume that the errors have mean zero and are independent of the covariates. In order to estimate…

Statistics Theory · Mathematics 2009-08-24 Ursula U. Müller

Local variable selection aims to test for the effect of covariates on an outcome within specific regions. We outline a challenge that arises in the presence of non-linear effects and model misspecification. Specifically, for common…

Methodology · Statistics 2024-08-02 David Rossell , Arnold Kisuk Kseung , Ignacio Saez , Michele Guindani

We consider the problem of simultaneous variable selection and estimation in additive, partially linear models for longitudinal/clustered data. We propose an estimation procedure via polynomial splines to estimate the nonparametric…

Statistics Theory · Mathematics 2013-02-04 Shujie Ma , Qiongxia Song , Li Wang

We study the problem of change point localisation and inference for sequentially collected fragmented functional data, where each curve is observed only over discrete grids randomly sampled over a short fragment. The sequence of underlying…

Methodology · Statistics 2024-05-10 Gengyu Xue , Haotian Xu , Yi Yu

Efficient estimation under bias sampling, censoring or truncation is a difficult question which has been partially answered and the usual estimators are not always consistent. Several biased designs are considered for models with variables…

Statistics Theory · Mathematics 2007-10-22 Odile Pons

We develop a generalization of correlated trend-cycle decompositions that avoids prior assumptions about the long-run dynamic characteristics by modelling the permanent component as a fractionally integrated process and incorporating a…

Econometrics · Economics 2020-05-26 Tobias Hartl , Rolf Tschernig , Enzo Weber

How can we discern whether the covariance operator of a stochastic process is of reduced rank, and if so, what its precise rank is? And how can we do so at a given level of confidence? This question is central to a great deal of methods for…

Methodology · Statistics 2020-08-11 Anirvan Chakraborty , Victor M. Panaretos

High-dimensional functional data are becoming increasingly common in fields such as environmental monitoring and neuroimaging. This paper studies high-dimensional functional linear regression models that relate a scalar response to…

Methodology · Statistics 2026-05-08 Xingche Guo , Yehua Li , Pang Du

Covariance function estimation is a fundamental task in multivariate functional data analysis and arises in many applications. In this paper, we consider estimating sparse covariance functions for high-dimensional functional data, where the…

Statistics Theory · Mathematics 2022-07-15 Qin Fang , Shaojun Guo , Xinghao Qiao

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

Many experiments record sequential trajectories where each trajectory consists of oscillations and fluctuations around zero. Such trajectories can be viewed as zero-mean functional data. When there are structural breaks (on the sequence of…

Methodology · Statistics 2022-05-11 Shuhao Jiao , Ron D. Frostig , Hernando Ombao

In many applications, input data are sampled functions taking their values in infinite dimensional spaces rather than standard vectors. This fact has complex consequences on data analysis algorithms that motivate modifications of them. In…

Statistics Theory · Mathematics 2007-05-23 Fabrice Rossi , Nathalie Villa

A new partial functional linear regression model for panel data with time varying parameters is introduced. The parameter vector of the multivariate model component is allowed to be completely time varying while the function-valued…

Methodology · Statistics 2018-07-18 Dominik Liebl , Fabian Walders

It is the main goal of this article to address the bipartite ranking issue from the perspective of functional data analysis (FDA). Given a training set of independent realizations of a (possibly sampled) second-order random function with a…

Machine Learning · Statistics 2013-12-19 Stéphan Clémençon , Marine Depecker

We enlarge the number of available functional depths by introducing the kernelized functional spatial depth (KFSD). KFSD is a local-oriented and kernel-based version of the recently proposed functional spatial depth (FSD) that may be useful…

Methodology · Statistics 2015-01-09 Carlo Sguera , Pedro Galeano , Rosa Lillo

A new sparse semiparametric model is proposed, which incorporates the influence of two functional random variables in a scalar response in a flexible and interpretable manner. One of the functional covariates is included through a…

Methodology · Statistics 2024-01-29 Silvia Novo , Philippe Vieu , Germán Aneiros