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Linear regression is a fundamental and popular statistical method. There are various kinds of linear regression, such as mean regression and quantile regression. In this paper, we propose a new one called distribution regression, which…

Methodology · Statistics 2017-12-27 Xin Chen , Xuejun Ma , Wang Zhou

Best linear unbiased prediction is well known for its wide range of applications including small area estimation. While the theory is well established for mixed linear models and under normality of the error and mixing distributions, the…

Statistics Theory · Mathematics 2007-06-13 Soumendra N. Lahiri , Tapabrata Maiti , Myron Katzoff , Van Parsons

In this paper, different strands of literature are combined in order to obtain algorithms for semi-parametric estimation of discrete choice models that include the modelling of unobserved heterogeneity by using mixing distributions for the…

Methodology · Statistics 2022-12-12 Dietmar Bauer , Sebastian Büscher , Manuel Batram

Difficulties may arise when analyzing longitudinal data using mixed-effects models if there are nonparametric functions present in the linear predictor component. This study extends the use of semiparametric mixed-effects modeling in cases…

Methodology · Statistics 2024-02-05 Mozhgan Taavoni , Mohammad Arashi

We propose a structure of a semiparametric two-component mixture model when one component is parametric and the other is defined through linear constraints on its distribution function. Estimation of a two-component mixture model with an…

Methodology · Statistics 2017-12-22 Diaa Al Mohamad , Assia Boumahdaf

We study targeted maximum likelihood estimation (TMLE) of the average treatment effect in a semiparametric regression model whose mean function is indexed by a finite-dimensional parameter, while the additive error distribution is left…

Methodology · Statistics 2026-04-20 Mijeong Kim

Nonlinear mixed effects models have received a great deal of attention in the statistical literature in recent years because of their flexibility in handling longitudinal studies, including human immunodeficiency virus viral dynamics,…

Methodology · Statistics 2021-09-28 Fernanda L. Schumacher , Dipak K. Dey , Victor H. Lachos

Consider a semi-supervised setting with a labeled dataset of binary responses and predictors and an unlabeled dataset with only the predictors. Logistic regression is equivalent to an exponential tilt model in the labeled population. For…

Machine Learning · Statistics 2023-11-16 Ye Tian , Xinwei Zhang , Zhiqiang Tan

Binomial data with unknown sizes often appear in biological and medical sciences and are usually overdispersed. All previous methods used parametric models and only considered overdispersion due to the variation of sizes. The proposed…

Statistics Theory · Mathematics 2007-06-13 Wei Zhang

The density ratio model (DRM) provides a flexible and useful platform for combining information from multiple sources. In this paper, we consider statistical inference under two-sample DRMs with additional parameters defined through and/or…

Statistics Theory · Mathematics 2021-03-01 Meng Yuan , Pengfei Li , Changbao Wu

This paper develops asymptotic theory for estimation of parameters in regression models for binomial response time series where serial dependence is present through a latent process. Use of generalized linear model (GLM) estimating…

Statistics Theory · Mathematics 2016-06-06 W. T. M. Dunsmuir , J. Y. He

We introduce a general framework for regression in the errors-in-variables regime, allowing for full flexibility about the dimensionality of the data, observational error probability density types, the (nonlinear) model type and the…

Methodology · Statistics 2024-11-19 Wolfgang Hoegele , Sarah Brockhaus

We consider the situation where the observed sample contains some observations whose class of origin is known (that is, they are classified with respect to the g underlying classes of interest), and where the remaining observations in the…

Machine Learning · Statistics 2020-04-15 Geoffrey J. McLachlan , Daniel Ahfock

Semiparametric regression offers a flexible framework for modeling non-linear relationships between a response and covariates. A prime example are generalized additive models where splines (say) are used to approximate non-linear functional…

Statistics Theory · Mathematics 2018-10-05 Francis K. C. Hui , Chong You , Han Lin Shang , Samuel Müller

In a mixture of linear regression model, the regression coefficients are treated as random vectors that may follow either a continuous or discrete distribution. We propose two Expectation-Maximization (EM) algorithms to estimate this prior…

Methodology · Statistics 2025-10-17 Andrew Welbaum , Wanli Qiao

We consider a general multivariate model where univariate marginal distributions are known up to a parameter vector and we are interested in estimating that parameter vector without specifying the joint distribution, except for the…

General Economics · Economics 2024-02-01 Ivan Medovikov , Valentyn Panchenko , Artem Prokhorov

Statistical models incorporating change points are common in practice, especially in the area of biomedicine. This approach is appealing in that a specific parameter is introduced to account for the abrupt change in the response variable…

Statistics Theory · Mathematics 2008-12-18 Hongling Zhou , Kung-Yee Liang

In this article, we propose two classes of semiparametric mixture regression models with single-index for model based clustering. Unlike many semiparametric/nonparametric mixture regression models that can only be applied to low dimensional…

Methodology · Statistics 2017-08-15 Sijia Xiang , Weixin Yao

We establish the asymptotic normality of the regression estimator in a fixed-design setting when the errors are given by a field of dependent random variables. The result applies to martingale-difference or strongly mixing random fields. On…

Statistics Theory · Mathematics 2009-07-10 Mohamed El Machkouri , Radu Stoica

The purpose of this article is to develop a general parametric estimation theory that allows the derivation of the limit distribution of estimators in non-regular models where the true parameter value may lie on the boundary of the…

Statistics Theory · Mathematics 2022-11-28 Junichiro Yoshida , Nakahiro Yoshida