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A basic issue in both teaching of and practice of statistics is the interplay between modelling assumptions and inference performance. The general message conveyed is that stronger assumptions lead to better statistical performance of the…

Statistics Theory · Mathematics 2026-03-20 Morten Byholt , Nils Lid Hjort

Quantile regression is a technique to estimate conditional quantile curves. It provides a comprehensive picture of a response contingent on explanatory variables. In a flexible modeling framework, a specific form of the conditional quantile…

Statistics Theory · Mathematics 2012-08-31 Vladimir Spokoiny , Weining Wang , Wolfgang Karl Härdle

In this work, we consider a multivariate regression model with one-sided errors. We assume for the regression function to lie in a general H\"{o}lder class and estimate it via a nonparametric local polynomial approach that consists of…

Statistics Theory · Mathematics 2021-02-11 Leonie Selk , Charles Tillier , Orlando Marigliano

We consider an empirical likelihood inference for parameters defined by general estimating equations when some components of the random observations are subject to missingness. As the nature of the estimating equations is wide-ranging, we…

Statistics Theory · Mathematics 2009-03-05 Dong Wang , Song Xi Chen

In recent years, transfer learning has garnered significant attention. Its ability to leverage knowledge from related studies to improve generalization performance in a target study has made it highly appealing. This paper focuses on…

Machine Learning · Statistics 2025-10-30 Chao Wang , Caixing Wang , Xin He , Xingdong Feng

We propose a novel approach to model selection for simulator-based statistical models. The proposed approach defines a mixture of candidate models, and then iteratively updates the weight coefficients for those models as well as the…

Machine Learning · Statistics 2019-02-08 Takafumi Kajihara , Motonobu Kanagawa , Yuuki Nakaguchi , Kanishka Khandelwal , Kenji Fukumiziu

We consider the prediction problem of a continuous-time stochastic process on an entire time-interval in terms of its recent past. The approach we adopt is based on functional kernel nonparametric regression estimation techniques where…

Statistics Theory · Mathematics 2007-06-13 Anestis Antoniadis , Efstathios Paparoditis , Theofanis Sapatinas

The analysis of human microbiome data is often based on dimension-reduced graphical displays and clustering derived from vectors of microbial abundances in each sample. Common to these ordination methods is the use of biologically motivated…

Applications · Statistics 2017-01-11 Timothy W. Randolph , Sen Zhao , Wade Copeland , Meredith Hullar , Ali Shojaie

Quantile regression models provide a wide picture of the conditional distributions of the response variable by capturing the effect of the covariates at different quantile levels. In most applications, the parametric form of those…

Methodology · Statistics 2017-11-03 T. Rodrigues , J. -L. Dortet-Bernadet , Y. Fan

Independence testing plays a central role in statistical and causal inference from observational data. Standard independence tests assume that the data samples are independent and identically distributed (i.i.d.) but that assumption is…

Machine Learning · Statistics 2022-07-04 Ragib Ahsan , Zahra Fatemi , David Arbour , Elena Zheleva

Many scientific problems require identifying a small set of covariates that are associated with a target response and estimating their effects. Often, these effects are nonlinear and include interactions, so linear and additive methods can…

Computation · Statistics 2022-12-02 Raj Agrawal , Tamara Broderick

We propose a kernel-based nonparametric estimator for the causal effect when the cause is corrupted by error. We do so by generalizing estimation in the instrumental variable setting. Despite significant work on regression with measurement…

Machine Learning · Computer Science 2022-06-22 Yuchen Zhu , Limor Gultchin , Arthur Gretton , Matt Kusner , Ricardo Silva

The traditional kernel density estimator of an unknown density is by construction completely nonparametric, in the sense that it has no preferences and will work reasonably well for all shapes. The present paper develops a class of…

Methodology · Statistics 2026-05-05 Nils Lid Hjort , Ingrid Kristine Glad

In many situations it could be interesting to ascertain whether nonparametric regression curves can be grouped, especially when confronted with a considerable number of curves. The proposed testing procedure allows to determine groups with…

Methodology · Statistics 2021-02-02 Nora M. Villanueva , Marta Sestelo , Celestino Ordóñez , Javier Roca-Pardiñas

Quantile regression is a powerful tool for detecting exposure-outcome associations given covariates across different parts of the outcome's distribution, but has two major limitations when the aim is to infer the effect of an exposure.…

We investigate a series of learning kernel problems with polynomial combinations of base kernels, which will help us solve regression and classification problems. We also perform some numerical experiments of polynomial kernels with…

Machine Learning · Computer Science 2017-12-27 Chen Li , Luca Venturi , Ruitu Xu

This paper investigates nonlinear panel regression models with interactive fixed effects and introduces a general framework for parameter estimation under potentially non-convex objective functions. We propose a computationally feasible…

Econometrics · Economics 2025-12-01 Kan Yao

We study uniform consistency in nonparametric mixture models as well as closely related mixture of regression (also known as mixed regression) models, where the regression functions are allowed to be nonparametric and the error…

Statistics Theory · Mathematics 2022-12-29 Bryon Aragam , Ruiyi Yang

This paper tackles the problem of selecting among several linear estimators in non-parametric regression; this includes model selection for linear regression, the choice of a regularization parameter in kernel ridge regression, spline…

Statistics Theory · Mathematics 2011-09-15 Sylvain Arlot , Francis Bach

Random forests are a powerful method for non-parametric regression, but are limited in their ability to fit smooth signals, and can show poor predictive performance in the presence of strong, smooth effects. Taking the perspective of random…

Machine Learning · Statistics 2020-09-08 Rina Friedberg , Julie Tibshirani , Susan Athey , Stefan Wager
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