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In this paper, we consider an unknown functional estimation problem in a general nonparametric regression model with the feature of having both multiplicative and additive noise.We propose two new wavelet estimators in this general context.…

Statistics Theory · Mathematics 2020-12-25 Christophe Chesneau , Salima El Kolei , Junke Kou , Fabien Navarro

This paper analyzes the classical linear regression model with measurement errors in all the variables. First, we provide necessary and sufficient conditions for identification of the coefficients. We show that the coefficients are not…

Methodology · Statistics 2023-06-22 Dan Ben-Moshe

This paper is concerned with general nonlinear regression models where the predictor variables are subject to Berkson-type measurement errors. The measurement errors are assumed to have a general parametric distribution, which is not…

Statistics Theory · Mathematics 2009-08-21 Liqun Wang

We consider the problem of estimating a regression function when a covariate is measured with error. Using the local polynomial estimator of Delaigle, Fan, and Carroll (2009) as a benchmark, we propose an alternative way of solving the…

Methodology · Statistics 2017-01-24 Xianzheng Huang , Haiming Zhou

We address the problem of learning an unknown smooth function and its derivatives from noisy pointwise evaluations under the supremum norm. While classical nonparametric regression provides a strong theoretical foundation, traditional…

Machine Learning · Computer Science 2026-03-10 Davide Maran , Marcello Restelli

Statistical inferences for high-dimensional regression models have been extensively studied for their wide applications ranging from genomics, neuroscience, to economics. However, in practice, there are often potential unmeasured…

Methodology · Statistics 2023-09-12 Jing Ouyang , Kean Ming Tan , Gongjun Xu

We study a linear high-dimensional regression model in a semi-supervised setting, where for many observations only the vector of covariates $X$ is given with no response $Y$. We do not make any sparsity assumptions on the vector of…

Statistics Theory · Mathematics 2021-09-03 Ilan Livne , David Azriel , Yair Goldberg

We study semiparametric varying-coefficient partially linear models when some linear covariates are not observed, but ancillary variables are available. Semiparametric profile least-square based estimation procedures are developed for…

Statistics Theory · Mathematics 2009-03-04 Yong Zhou , Hua Liang

This paper studies the non-parametric estimation and uniform inference for the conditional quantile regression function (CQRF) with covariates exposed to measurement errors. We consider the case that the distribution of the measurement…

Methodology · Statistics 2025-04-03 Haoze Hou , Wei Huang , Zheng Zhang

For nonparametric regression with one-sided errors and a boundary curve model for Poisson point processes we consider the problem of efficient estimation for linear functionals. The minimax optimal rate is obtained by an unbiased estimation…

Statistics Theory · Mathematics 2015-09-25 Markus Reiß , Leonie Selk

In this paper, we consider a generalized multivariate regression problem where the responses are monotonic functions of linear transformations of predictors. We propose a semi-parametric algorithm based on the ordering of the responses…

Machine Learning · Statistics 2016-02-22 Milad Kharratzadeh , Mark Coates

Two-sample testing is a fundamental problem in statistics. Despite its long history, there has been renewed interest in this problem with the advent of high-dimensional and complex data. Specifically, in the machine learning literature,…

Methodology · Statistics 2019-11-19 Ilmun Kim , Ann B. Lee , Jing Lei

The main purpose is to estimate the regression function of a real random variable with functional explanatory variable by using a recursive nonparametric kernel approach. The mean square error and the almost sure convergence of a family of…

Statistics Theory · Mathematics 2013-08-07 Aboubacar Amiri , Christophe Crambes , Baba Thiam

This paper is concerned with a semiparametric partially linear regression model with unknown regression coefficients, an unknown nonparametric function for the non-linear component, and unobservable Gaussian distributed random errors. We…

Statistics Theory · Mathematics 2016-08-16 Irène Gannaz

We investigate the nonparametric estimation for regression in a fixed-design setting when the errors are given by a field of dependent random variables. Sufficient conditions for kernel estimators to converge uniformly are obtained. These…

Statistics Theory · Mathematics 2007-06-13 Mohamed El Machkouri

The paper introduces a new regression model designed for situations where both the response and covariates are non-stationary extremes. This method is specifically designed for situations where both the response variable and covariates are…

Methodology · Statistics 2025-06-26 Amina El Bernoussi , Mohamed El Arrouchi

In system identification, estimating parameters of a model using limited observations results in poor identifiability. To cope with this issue, we propose a new method to simultaneously select and estimate sensitive parameters as key model…

Statistical learning evolves quickly with more and more sophisticated models proposed to incorporate the complicated data structure from modern scientific and business problems. Varying index coefficient models extend varying coefficient…

Statistics Theory · Mathematics 2019-03-05 Li Jialiang , Lv Jing

Univariate and multivariate general linear regression models, subject to linear inequality constraints, arise in many scientific applications. The linear inequality restrictions on model parameters are often available from phenomenological…

Methodology · Statistics 2021-12-07 Solmaz Seifollahi , Kaniav Kamary , Hossein Bevrani

This paper investigates the large sample properties of local regression distribution estimators, which include a class of boundary adaptive density estimators as a prime example. First, we establish a pointwise Gaussian large sample…

Econometrics · Economics 2021-01-29 Matias D. Cattaneo , Michael Jansson , Xinwei Ma