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Regressing a scalar response on a random function is nowadays a common situation. In the nonparametric setting, this paper paves the way for making the local linear regression based on a projection approach a prominent method for solving…

Methodology · Statistics 2019-07-19 Frédéric Ferraty , Stanislav Nagy

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

In this paper, we focus on distributed estimation and support recovery for high-dimensional linear quantile regression. Quantile regression is a popular alternative tool to the least squares regression for robustness against outliers and…

Machine Learning · Statistics 2024-06-04 Caixing Wang , Ziliang Shen

Quantile regression models provide a wide picture of the conditional distributions of the response variable by capturing the effect of the covariates at different quantile levels. In most applications, the parametric form of those…

Methodology · Statistics 2017-11-03 T. Rodrigues , J. -L. Dortet-Bernadet , Y. Fan

We study a functional linear regression model that deals with functional responses and allows for both functional covariates and high-dimensional vector covariates. The proposed model is flexible and nests several functional regression…

Statistics Theory · Mathematics 2022-08-24 Daren Wang , Zifeng Zhao , Yi Yu , Rebecca Willett

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

We propose a prediction procedure for the functional linear quantile regression model by using partial quantile covariance techniques and develop a simple partial quantile regression (SIMPQR) algorithm to efficiently extract partial…

Methodology · Statistics 2015-11-03 Dengdeng Yu , Linglong Kong , Ivan Mizera

Distribution regression seeks to estimate the conditional distribution of a multivariate response given a continuous covariate. This approach offers a more complete characterization of dependence than traditional regression methods.…

Statistics Theory · Mathematics 2025-06-10 Rong Tang , Yun Yang

The functional linear model is an important extension of the classical regression model allowing for scalar responses to be modeled as functions of stochastic processes. Yet, despite the usefulness and popularity of the functional linear…

Methodology · Statistics 2025-11-27 Ioannis Kalogridis , Stanislav Nagy

The regression of a functional response on a set of scalar predictors can be a challenging task, especially if there is a large number of predictors, or the relationship between those predictors and the response is nonlinear. In this work,…

Machine Learning · Statistics 2023-08-24 Sidi Wu , Cédric Beaulac , Jiguo Cao

In this study, we propose a function-on-function linear quantile regression model that allows for more than one functional predictor to establish a more flexible and robust approach. The proposed model is first transformed into a…

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

High-dimensional data sets are often available in genome-enabled predictions. Such data sets include nonlinear relationships with complex dependence structures. For such situations, vine copula based (quantile) regression is an important…

Methodology · Statistics 2024-01-24 Özge Sahin , Claudia Czado

In this paper, we study the estimation of partially linear models for spatial data distributed over complex domains. We use bivariate splines over triangulations to represent the nonparametric component on an irregular two-dimensional…

Statistics Theory · Mathematics 2021-06-03 Li Wang , Guannan Wang , Min-Jun Lai , Lei Gao

When facing multivariate covariates, general semiparametric regression techniques come at hand to propose flexible models that are unexposed to the curse of dimensionality. In this work a semiparametric copula-based estimator for…

Methodology · Statistics 2016-03-25 Mickael De Backer , Anouar El Ghouch , Ingrid Van Keilegom

In dealing with high-dimensional data sets, factor models are often useful for dimension reduction. The estimation of factor models has been actively studied in various fields. In the first part of this paper, we present a new approach to…

Statistical Finance · Quantitative Finance 2017-11-27 Joongyeub Yeo , George Papanicolaou

In practice functional data are sampled on a discrete set of observation points and often susceptible to noise. We consider in this paper the setting where such data are used as explanatory variables in a regression problem. If the primary…

Methodology · Statistics 2021-12-14 Siegfried Hörmann , Fatima Jammoul

We extend generalized functional linear models under independence to a situation in which a functional covariate is related to a scalar response variable that exhibits spatial dependence-a complex yet prevalent phenomenon. For estimation,…

Methodology · Statistics 2026-05-22 Sooran Kim , Mark S. Kaiser , Xiongtao Dai

We consider functional linear regression models where functional outcomes are associated with scalar predictors by coefficient functions with shape constraints, such as monotonicity and convexity, that apply to sub-domains of interest. To…

Methodology · Statistics 2025-05-09 Kyunghee Han , Yeonjoo Park , Soo-Young Kim

We consider the functional regression model with multivariate response and functional predictors. Compared to fitting each individual response variable separately, taking advantage of the correlation between the response variables can…

Methodology · Statistics 2026-02-04 Ruiyan Luo , Xin Qi

While covariance matrices have been widely studied in many scientific fields, relatively limited progress has been made on estimating conditional covariances that permits a large covariance matrix to vary with high-dimensional subject-level…

Methodology · Statistics 2025-05-28 Rakheon Kim , Jingfei Zhang
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