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In this paper, a practical estimation method for a regression model is proposed using semiparametric efficient score functions applicable to data with various shapes of errors. First, I derive semiparametric efficient score vectors for a…

Methodology · Statistics 2023-01-23 Mijeong Kim

We study non-parametric regression estimates for random fields. The data satisfies certain strong mixing conditions and is defined on the regular $N$-dimensional lattice structure. We show consistency and obtain rates of convergence. The…

Statistics Theory · Mathematics 2018-07-06 Johannes T. N. Krebs

In compositional data, an observation is a vector with non-negative components which sum to a constant, typically 1. Data of this type arise in many areas, such as geology, archaeology, biology, economics and political science amongst…

Methodology · Statistics 2015-11-25 Michail Tsagris

The goal of this presentation is to build an efficient non-parametric Bayes classifier in the presence of large numbers of predictors. When analyzing such data, parametric models are often too inflexible while non-parametric procedures tend…

Methodology · Statistics 2013-01-07 Abhishek Bhattacharya

No matter the nature of the response and/or explanatory variables in a regression model, some basic issues such as the existence of an effect of the predictor on the response, or the assessment of a common shape across groups of…

Applications · Statistics 2020-09-01 María Alonso-Pena , Jose Ameijeiras-Alonso , Rosa M. Crujeiras

Methods utilizing instrumental variables have been a fundamental statistical approach to estimation in the presence of unmeasured confounding, usually occurring in non-randomized observational data common to fields such as economics and…

Methodology · Statistics 2022-10-06 Charles Spanbauer , Wei Pan

The method of instrumental variables provides a fundamental and practical tool for causal inference in many empirical studies where unmeasured confounding between the treatments and the outcome is present. Modern data such as the genetical…

Methodology · Statistics 2022-10-28 Ziang Niu , Yuwen Gu , Wei Li

We consider nonparametric estimation of mean regression and conditional variance (or volatility) functions in nonlinear stochastic regression models. Simultaneous confidence bands are constructed and the coverage probabilities are shown to…

Statistics Theory · Mathematics 2008-08-08 Zhibiao Zhao , Wei Biao Wu

Compositional observations are an increasingly prevalent data source in spatial statistics. Analysis of such data is typically done on log-ratio transformations or via Dirichlet regression. However, these approaches often make unnecessarily…

Methodology · Statistics 2025-05-27 Michael R. Schwob , Mevin B. Hooten , Nicholas M. Calzada , Timothy H. Keitt

We consider nonparametric prediction with multiple covariates, in particular categorical or functional predictors, or a mixture of both. The method proposed bases on an extension of the Nadaraya-Watson estimator where a kernel function is…

Methodology · Statistics 2022-08-05 Leonie Selk , Jan Gertheiss

We present algorithms for nonparametric regression in settings where the data are obtained sequentially. While traditional estimators select bandwidths that depend upon the sample size, for sequential data the effective sample size is…

Methodology · Statistics 2012-07-03 Haijie Gu , John Lafferty

In this paper, we propose a compositional nonparametric method in which a model is expressed as a labeled binary tree of $2k+1$ nodes, where each node is either a summation, a multiplication, or the application of one of the $q$ basis…

Machine Learning · Statistics 2019-05-28 Yixi Xu , Jean Honorio , Xiao Wang

A fast and flexible $k$NN procedure is developed for dealing with a semiparametric functional regression model involving both partial-linear and single-index components. Rates of uniform consistency are presented. Simulated experiments…

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

Compositional data consist of known compositions vectors whose components are positive and defined in the interval (0,1) representing proportions or fractions of a "whole". The sum of these components must be equal to one. Compositional…

Applications · Statistics 2015-07-02 Taciana K. O. Shimizu , Francisco Louzada , Adriano K. Suzuki , Ricardo S. Ehlers

Compositional data are non-negative data collected in a rectangular matrix with a constant row sum. Due to the non-negativity the focus is on conditional proportions that add up to 1 for each row. A row of conditional proportions is called…

Machine Learning · Statistics 2021-09-13 Zhenwei Yang , Ayoub Bagheri , P. G. M van der Heijden

We consider nonparametric estimation of a regression curve when the data are observed with multiplicative distortion which depends on an observed confounding variable. We suggest several estimators, ranging from a relatively simple one that…

Statistics Theory · Mathematics 2016-01-13 Aurore Delaigle , Peter Hall , Wen-Xin Zhou

Motivated by the pressing request of methods able to create prediction sets in a general regression framework for a multivariate functional response and pushed by new methodological advancements in non-parametric prediction for functional…

Methodology · Statistics 2021-06-04 Jacopo Diquigiovanni , Matteo Fontana , Simone Vantini

Generalized linear models are flexible tools for the analysis of diverse datasets, but the classical formulation requires that the parametric component is correctly specified and the data contain no atypical observations. To address these…

Methodology · Statistics 2023-04-21 Ioannis Kalogridis , Gerda Claeskens , Stefan Van Aelst

We consider the problem of predicting a real random variable from a functional explanatory variable. The problem is attacked by mean of nonparametric kernel approach which has been recently adapted to this functional context. We derive…

Statistics Theory · Mathematics 2016-08-16 Frédéric Ferraty , André Mas , Philippe Vieu

For the last two decades, high-dimensional data and methods have proliferated throughout the literature. Yet, the classical technique of linear regression has not lost its usefulness in applications. In fact, many high-dimensional…

Statistics Theory · Mathematics 2021-05-18 Arun Kumar Kuchibhotla , Lawrence D. Brown , Andreas Buja , Edward I. George , Linda Zhao