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We introduce a novel function-on-function linear quantile regression model to characterize the entire conditional distribution of a functional response for a given functional predictor. Tensor cubic $B$-splines expansion is used to…

Methodology · Statistics 2025-04-01 Ufuk Beyaztas , Han Lin Shang , Semanur Saricam

We propose a flexible dual functional factor model for modelling high-dimensional functional time series. In this model, a high-dimensional fully functional factor parametrisation is imposed on the observed functional processes, whereas a…

Econometrics · Economics 2024-01-15 Chenlei Leng , Degui Li , Hanlin Shang , Yingcun Xia

The increased availability of massive data sets provides a unique opportunity to discover subtle patterns in their distributions, but also imposes overwhelming computational challenges. To fully utilize the information contained in big…

Statistics Theory · Mathematics 2018-04-12 Stanislav Volgushev , Shih-Kang Chao , Guang Cheng

In this paper, we study a functional regression setting where the random response curve is unobserved, and only its dichotomized version observed at a sequence of correlated binary data is available. We propose a practical computational…

Methodology · Statistics 2020-12-07 Fatemeh Asgari , Mohammad Hossein Alamatsaz , Valeria Vitelli , Saeed Hayati

A new sparse semiparametric model is proposed, which incorporates the influence of two functional random variables in a scalar response in a flexible and interpretable manner. One of the functional covariates is included through a…

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

Quantile regression is useful for characterizing the conditional distribution of a response variable and understanding heterogeneity in the covariate effects at different quantiles. The rise of high-dimensional physiological data in…

Methodology · Statistics 2026-03-25 Yuanzhen Yue , Stella Self , Yichao Wu , Jiajia Zhang , Rahul Ghosal

A scalar-response functional model describes the association between a scalar response and a set of functional covariates. An important problem in the functional data literature is to test the nullity or linearity of the effect of the…

Methodology · Statistics 2017-10-17 Merve Yasemin Tekbudak , Marcela Alfaro Córdoba , Arnab Maity , Ana-Maria Staicu

We propose inferential tools for functional linear quantile regression where the conditional quantile of a scalar response is assumed to be a linear functional of a functional covariate. In contrast to conventional approaches, we employ…

Statistics Theory · Mathematics 2022-02-25 Peijun Sang , Zuofeng Shang , Pang Du

We propose a new semi-parametric distributional regression smoother that is based on a copula decomposition of the joint distribution of the vector of response values. The copula is high-dimensional and constructed by inversion of a pseudo…

Methodology · Statistics 2020-06-30 Michael Stanley Smith , Nadja Klein

We study additive function-on-function regression where the mean response at a particular time point depends on the time point itself as well as the entire covariate trajectory. We develop a computationally efficient estimation methodology…

Methodology · Statistics 2016-12-15 Janet S. Kim , Ana-Maria Staicu , Arnab Maity , Raymond J. Carroll , David Ruppert

Function-on-function linear regression is important for understanding the relationship between the response and the predictor that are both functions. In this article, we propose a reproducing kernel Hilbert space approach to…

Statistics Theory · Mathematics 2021-09-29 Holger Dette , Jiajun Tang

As high-dimensional and high-frequency data are being collected on a large scale, the development of new statistical models is being pushed forward. Functional data analysis provides the required statistical methods to deal with large-scale…

Statistics Theory · Mathematics 2020-07-08 Israel Martínez-Hernández , Marc G. Genton

The bilevel functional data under consideration has two sources of repeated measurements. One is to densely and repeatedly measure a variable from each subject at a series of regular time/spatial points, which is named as functional data.…

Methodology · Statistics 2021-11-15 Xiaotian Dai , Guifang Fu

In this paper, we propose a dimension reduction model for spatially dependent variables. Namely, we investigate an extension of the \emph{inverse regression} method under strong mixing condition. This method is based on estimation of the…

Statistics Theory · Mathematics 2008-12-18 Jean-Michel Loubes , Anne-Françoise Yao

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

Quantile regression permits describing how quantiles of a scalar response variable depend on a set of predictors. Because a unique definition of multivariate quantiles is lacking, extending quantile regression to multivariate responses is…

Methodology · Statistics 2021-04-22 Silvia Columbu , Paolo Frumento , Matteo Bottai

This paper considers the quantile regression approach for partially linear spatial autoregressive models with possibly varying coefficients. B-spline is employed for the approximation of varying coefficients. The instrumental variable…

Methodology · Statistics 2016-08-08 Xiaowen Dai , Shaoyang Li , Maozai Tian

This study introduces a novel spatial autoregressive model in which the dependent variable is a function that may exhibit functional autocorrelation with the outcome functions of nearby units. This model can be characterized as a…

Econometrics · Economics 2024-10-02 Tadao Hoshino

Spatial prediction problems often use Gaussian process models, which can be computationally burdensome in high dimensions. Specification of an appropriate covariance function for the model can be challenging when complex non-stationarities…

Methodology · Statistics 2024-09-13 Qi Wang , Paul A. Parker , Robert B. Lund

As medical devices become more complex, they routinely collect extensive and complicated data. While classical regressions typically examine the relationship between an outcome and a vector of predictors, it becomes imperative to identify…

Methodology · Statistics 2024-05-16 Huaqing Jin , Fei Jiang