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This paper develops a threshold regression model where an unknown relationship between two variables nonparametrically determines the threshold. We allow the observations to be cross-sectionally dependent so that the model can be applied to…

Econometrics · Economics 2021-01-29 Yoonseok Lee , Yulong Wang

While matrix variate regression models have been studied in many existing works, classical statistical and computational methods for the analysis of the regression coefficient estimation are highly affected by high dimensional and noisy…

Machine Learning · Statistics 2022-05-17 Hsin-Hsiung Huang , Feng Yu , Xing Fan , Teng Zhang

Standard nonlinear regression is commonly used when modeling indifference points due to its ability to closely follow observed data, resulting in a good model fit. However, standard nonlinear regression currently lacks a reasonable…

Methodology · Statistics 2024-06-07 Mingang Kim , Mikhail N. Koffarnus , Christopher T Franck

Traditional nonparametric estimation methods often lead to a slow convergence rate in large dimensions and require unrealistically enormous sizes of datasets for reliable conclusions. We develop an approach based on partial derivatives,…

Methodology · Statistics 2024-08-20 Xiaowu Dai

We study nonparametric covariance function estimation for functional data observed with noise at discrete locations on a $d$-dimensional domain. Estimating the covariance function from discretely observed data is a challenging nonparametric…

Statistics Theory · Mathematics 2026-03-25 Yoshikazu Terada , Atsutomo Yara

In this paper, a nonparametric estimator is proposed for estimating the L1-median for multivariate conditional distribution when the covariates take values in an infinite dimensional space. The multivariate case is more appropriate to…

Statistics Theory · Mathematics 2016-11-26 Mohamed Chaouch , Naâmane Laïb

We consider the model of nonregular nonparametric regression where smoothness constraints are imposed on the regression function $f$ and the regression errors are assumed to decay with some sharpness level at their endpoints. The aim of…

Statistics Theory · Mathematics 2014-10-02 Moritz Jirak , Alexander Meister , Markus Reiß

In this paper, we consider a partial deconvolution kernel estimator for nonparametric regression when some covariates are measured with error while others are observed without error. We focus on a general and realistic setting in which the…

Statistics Theory · Mathematics 2026-01-29 Baba Thiam

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.…

Reliable inference for spatial regression remains challenging because it requires the correct specification of the spatial dependence structure, the mean trend, and the error distribution. Existing parametric testing methods rely on…

Methodology · Statistics 2026-05-12 Kanghyun Wi , Hyoeun Kim , Tomáš Mrkvička , Jorge Mateu , Jaewoo Park

We consider component-wise equivariant estimation of order restricted location/scale parameters of a general bivariate distribution under quite general conditions on underlying distributions and the loss function. This paper unifies various…

Statistics Theory · Mathematics 2022-07-05 Naresh Garg , Neeraj Misra

Convex regression is a method for estimating the convex function from a data set. This method has played an important role in operations research, economics, machine learning, and many other areas. However, it has been empirically observed…

Methodology · Statistics 2024-10-17 Zhiqiang Liao , Sheng Dai , Eunji Lim , Timo Kuosmanen

The propensity score is widely used for causal inference in observational studies, but common parametric estimators can produce biased and inefficient effect estimates when model assumptions are violated. Nonparametric approaches reduce…

Methodology · Statistics 2026-04-09 Maosen Peng , Yan Li , Chong Wu , Liang Li

In this paper, utilizing recent theoretical results in high dimensional statistical modeling, we propose a model-free yet computationally simple approach to estimate the partially linear model $Y=X\beta+g(Z)+\varepsilon$. Motivated by the…

Methodology · Statistics 2014-01-13 Xia Cui , Ying Lu , Heng Peng

The nested error regression model is a useful tool for analyzing clustered (grouped) data, and is especially used in small area estimation. The classical nested error regression model assumes normality of random effects and error terms, and…

Methodology · Statistics 2016-05-16 Shonosuke Sugasawa , Tatsuya Kubokawa

Estimation of the mean and covariance parameters for functional data is a critical task, with local linear smoothing being a popular choice. In recent years, many scientific domains are producing multivariate functional data for which $p$,…

Statistics Theory · Mathematics 2024-09-24 Alexander Petersen

A dimension reduction-based adaptive-to-model test is proposed for significance of a subset of covariates in the context of a nonparametric regression model. Unlike existing local smoothing significance tests, the new test behaves like a…

Methodology · Statistics 2016-11-06 Xuehu Zhu , Lixing Zhu

Relative error approaches are more of concern compared to absolute error ones such as the least square and least absolute deviation, when it needs scale invariant of output variable, for example with analyzing stock and survival data. An…

Methodology · Statistics 2017-04-21 Zhanfeng Wang , Zhuojian Chen , Zimu Chen

The cause of failure in cohort studies that involve competing risks is frequently incompletely observed. To address this, several methods have been proposed for the semiparametric proportional cause-specific hazards model under a missing at…

Methodology · Statistics 2020-02-24 Giorgos Bakoyannis , Ying Zhang , Constantin T. Yiannoutsos

For a high-dimensional linear model with a finite number of covariates measured with error, we study statistical inference on the parameters associated with the error-prone covariates, and propose a new corrected decorrelated score test and…

Methodology · Statistics 2020-01-29 Mengyan Li , Runze Li , Yanyuan Ma
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