English
Related papers

Related papers: Mean and Covariance Estimation for Functional Snip…

200 papers

This paper deals with the Fisher-consistency, weak continuity and differentiability of estimating functionals corresponding to a class of both linear and nonlinear regression high breakdown M estimates, which includes S and MM estimates. A…

Statistics Theory · Mathematics 2012-11-26 María V. Fasano , Ricardo A. Maronna , Mariela Sued , Víctor J. Yohai

This paper studies linear reconstruction of partially observed functional data which are recorded on a discrete grid. We propose a novel estimation approach based on approximate factor models with increasing rank taking into account…

Statistics Theory · Mathematics 2024-05-22 Maximilian Ofner , Siegfried Hörmann

We study covariance matrix estimation for the case of partially observed random vectors, where different samples contain different subsets of vector coordinates. Each observation is the product of the variable of interest with a $0-1$…

Machine Learning · Statistics 2018-04-06 Eduardo Pavez , Antonio Ortega

Coarse data arise when learners observe only partial information about samples; namely, a set containing the sample rather than its exact value. This occurs naturally through measurement rounding, sensor limitations, and lag in economic…

Machine Learning · Computer Science 2026-02-27 Alkis Kalavasis , Anay Mehrotra , Manolis Zampetakis , Felix Zhou , Ziyu Zhu

In this paper, a shrinkage estimator for the population mean is proposed under known quadratic loss functions with unknown covariance matrices. The new estimator is non-parametric in the sense that it does not assume a specific parametric…

Methodology · Statistics 2014-11-07 Cheng Wang , Tiejun Tong , Longbing Cao , Baiqi Miao

The assumption of separability is a simplifying and very popular assumption in the analysis of spatio-temporal or hypersurface data structures. It is often made in situations where the covariance structure cannot be easily estimated, for…

Methodology · Statistics 2019-01-03 Pramita Bagchi , Holger Dette

In computational neuroscience, it is important to estimate well the proportion of signal variance in the total variance of neural activity measurements. This explainable variance measure helps neuroscientists assess the adequacy of…

Applications · Statistics 2014-01-14 Yuval Benjamini , Bin Yu

Covariate-adaptive randomization is widely used in clinical trials to balance prognostic factors, and regression adjustments are often adopted to further enhance the estimation and inference efficiency. In practice, the covariates may…

Methodology · Statistics 2025-08-15 Wanjia Fu , Yingying Ma , Hanzhong Liu

Truncated conditional expectation functions are objects of interest in a wide range of economic applications, including income inequality measurement, financial risk management, and impact evaluation. They typically involve truncating the…

Econometrics · Economics 2021-09-14 Tomasz Olma

We construct an unbiased estimator for function value evaluated at the solution of a partial differential equation with random coefficients. We show that the variance and expected computational cost of our estimator are finite and our…

Probability · Mathematics 2019-04-23 Jose Blanchet , Fengpei Li , Xiaoou Li

When predicting scalar responses in the situation where the explanatory variables are functions, it is sometimes the case that some functional variables are related to responses linearly while other variables have more complicated…

Methodology · Statistics 2012-11-29 Heng Lian

Given data $y$ and $k$ covariates $x$ the problem is to decide which covariates to include when approximating $y$ by a linear function of the covariates. The decision is based on replacing subsets of the covariates by i.i.d. normal random…

Statistics Theory · Mathematics 2016-05-09 Laurie Davies

This paper examines robust functional data analysis for discretely observed data, where the underlying process encompasses various distributions, such as heavy tail, skewness, or contaminations. We propose a unified robust concept of…

Methodology · Statistics 2023-05-26 Lingxuan Shao , Fang Yao

Recent technological developments have enabled us to collect complex and high-dimensional data in many scientific fields, such as population health, meteorology, econometrics, geology, and psychology. It is common to encounter such datasets…

Methodology · Statistics 2020-03-16 Ufuk Beyaztas , Han Lin Shang

The problem of estimating the mean of random functions based on discretely sampled data arises naturally in functional data analysis. In this paper, we study optimal estimation of the mean function under both common and independent designs.…

Statistics Theory · Mathematics 2012-02-24 T. Tony Cai , Ming Yuan

Functional data, with basic observational units being functions (e.g., curves, surfaces) varying over a continuum, are frequently encountered in various applications. While many statistical tools have been developed for functional data…

Methodology · Statistics 2016-06-10 Jingjing Yang , Hongxiao Zhu , Taeryon Choi , Dennis D. Cox

This article studies a trimmed version of the Nadaraya-Watson estimator to estimate the unknown non-parametric regression function. The characterization of the estimator through minimization problem is established, and its pointwise…

Statistics Theory · Mathematics 2019-09-27 Subhra Sankar Dhar , Prashant Jha , Prabrisha Rakhshit

The classical concept of inequality curves and measures is extended to conditional inequality curves and measures and a curve of conditional inequality measures is introduced. This extension provides a more nuanced analysis of inequality in…

Statistics Theory · Mathematics 2025-04-23 Alicja Jokiel-Rokita , Sylwester Piątek , Rafał Topolnicki

This article presents an Analysis of Variance model for functional data that explicitly incorporates phase variability through a time-warping component, allowing for a unified approach to estimation and inference in presence of amplitude…

Methodology · Statistics 2013-11-11 Daniel Gervini , Patrick A. Carter

The function-on-function linear regression model in which the response and predictors consist of random curves has become a general framework to investigate the relationship between the functional response and functional predictors.…

Methodology · Statistics 2021-11-03 Ufuk Beyaztas , Han Lin Shang