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Structural vector autoregressive (SVAR) models are widely used to analyze the simultaneous relationships between multiple time-dependent data. Various statistical inference methods have been studied to overcome the identification problems…

Econometrics · Economics 2025-03-18 Masato Shimokawa , Kou Fujimori

We consider an enlarged dimension reduction space in functional inverse regression. Our operator and functional analysis based approach facilitates a compact and rigorous formulation of the functional inverse regression problem. It also…

Statistics Theory · Mathematics 2015-03-13 Ting-Li Chen , Su-Yun Huang , Yanyuan Ma , I-Ping Tu

The issue of spatial confounding between the spatial random effect and the fixed effects in regression analyses has been identified as a concern in the statistical literature. Multiple authors have offered perspectives and potential…

Methodology · Statistics 2023-01-18 Kori Khan , Catherine A. Calder

Motivated by risk assessment of coastal flooding, we consider time-consuming simulators with a spatial output. The aim is to perform sensitivity analysis (SA), quantifying the influence of input parameters on the output. There are three…

Linear quantile regression is a powerful tool to investigate how predictors may affect a response heterogeneously across different quantile levels. Unfortunately, existing approaches find it extremely difficult to adjust for any dependency…

Methodology · Statistics 2019-10-30 Xu Chen , Surya T. Tokdar

In this paper, we propose a Spatial Robust Mixture Regression model to investigate the relationship between a response variable and a set of explanatory variables over the spatial domain, assuming that the relationships may exhibit complex…

Methodology · Statistics 2021-09-30 Wennan Chang , Pengtao Dang , Changlin Wan , Xiaoyu Lu , Yue Fang , Tong Zhao , Yong Zang , Bo Li , Chi Zhang , Sha Cao

Accurate prediction of spatially dependent functional data is critical for various engineering and scientific applications. In this study, a spatial functional deep neural network model was developed with a novel non-linear modeling…

Methodology · Statistics 2025-04-18 Merve Basaran , Ufuk Beyaztas , Han Lin Shang , Zaher Mundher Yaseen

Spatial econometric research typically relies on the assumption that the spatial dependence structure is known in advance and is represented by a deterministic spatial weights matrix. Contrary to classical approaches, we investigate the…

Computation · Statistics 2023-10-24 Miryam S. Merk , Philipp Otto

Spatial regression or geographically weighted regression models have been widely adopted to capture the effects of auxiliary information on a response variable of interest over a region. In contrast, relationships between response and…

Methodology · Statistics 2021-04-29 Shonosuke Sugasawa , Daisuke Murakami

Although spatial models for areal data are widely used in multilevel settings, the conditions under which spatial and nonspatial random effects yield equivalent posterior inference for regression coefficients have never been formally…

Methodology · Statistics 2026-05-12 Shuqi Lin , Joshua L. Warren

To better understand the spatial structure of large panels of economic and financial time series and provide a guideline for constructing semiparametric models, this paper first considers estimating a large spatial covariance matrix of the…

Machine Learning · Statistics 2015-03-19 Song Song

This paper introduces a multivariate spatiotemporal autoregressive conditional heteroscedasticity (ARCH) model based on a vec-representation. The model includes instantaneous spatial autoregressive spill-over effects in the conditional…

Methodology · Statistics 2022-04-27 Philipp Otto

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

In the last two decades, considerable research has been devoted to a phenomenon known as spatial confounding. Spatial confounding is thought to occur when there is multicollinearity between a covariate and the random effect in a spatial…

Methodology · Statistics 2024-06-25 Kori Khan , Candace Berrett

Accurately forecasting urban development and its environmental and climate impacts critically depends on realistic models of the spatial structure of the built environment, and of its dependence on key factors such as population and…

Machine Learning · Computer Science 2019-07-24 Adrian Albert , Jasleen Kaur , Emanuele Strano , Marta Gonzalez

The function-on-function regression model is fundamental for analyzing relationships between functional covariates and responses. However, most existing function-on-function regression methodologies assume independence between observations,…

Methodology · Statistics 2025-12-02 Ufuk Beyaztas , Han Lin Shang , Gizel Bakicierler Sezer

This handbook chapter provides an essential introduction to the field of spatial econometrics, offering a comprehensive overview of techniques and methodologies for analysing spatial data in the social sciences. Spatial econometrics…

Econometrics · Economics 2025-03-20 Tobias Rüttenauer

Spatial confounding is a persistent challenge in spatial statistics, influencing the validity of statistical inference in models that analyze spatially-structured data. The concept has been interpreted in various ways but is broadly defined…

In this paper, we propose a Bayesian matrix-variate spatiotemporal modeling framework for jointly analyzing multiple response variables observed at spatial locations over time. The approach relaxes the standard assumption of spatial…

Methodology · Statistics 2026-04-23 Rodrigo de Souza Bulhões , Marina Silva Paez , Dani Gamerman

We discuss scalar-on-function regression models where all parameters of the assumed response distribution can be modeled depending on covariates. We thus combine signal regression models with generalized additive models for location, scale…

Computation · Statistics 2016-05-16 Sarah Brockhaus , Andreas Fuest , Andreas Mayr , Sonja Greven
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