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We consider a high-dimensional linear regression problem. Unlike many papers on the topic, we do not require sparsity of the regression coefficients; instead, our main structural assumption is a decay of eigenvalues of the covariance matrix…

Statistics Theory · Mathematics 2021-10-01 Igor Silin , Jianqing Fan

This paper considers an estimation of semiparametric functional (varying)-coefficient quantile regression with spatial data. A general robust framework is developed that treats quantile regression for spatial data in a natural…

Statistics Theory · Mathematics 2014-02-06 Zudi Lu , Qingguo Tang , Longsheng Cheng

We consider nonparametric estimation of a regression function for a situation where precisely measured predictors are used to estimate the regression curve for coarsened, that is, less precise or contaminated predictors. Specifically, while…

Statistics Theory · Mathematics 2008-12-18 Aurore Delaigle , Peter Hall , Hans-Georg Müller

We consider the problem of estimating the value of a linear functional in nonparametric instrumental regression, where in the presence of an instrument W a response Y is modeled in dependence of an endogenous explanatory variable Z. The…

Statistics Theory · Mathematics 2009-02-13 Christoph Breunig , Jan Johannes

In this work, we consider a multivariate regression model with one-sided errors. We assume for the regression function to lie in a general H\"{o}lder class and estimate it via a nonparametric local polynomial approach that consists of…

Statistics Theory · Mathematics 2021-02-11 Leonie Selk , Charles Tillier , Orlando Marigliano

In this article we derive an unbiased expression for the expected mean-squared error associated with continuously differentiable estimators of the noncentrality parameter of a chi-square random variable. We then consider the task of…

Applications · Statistics 2012-10-15 Florian Luisier , Thierry Blu , Patrick J. Wolfe

For finding the numerical solution of operator equations in many applications a decomposition in subspaces is needed. Therefore, it is necessary to extend the known method of matrix representation to the utilization of fusion frames. In…

Functional Analysis · Mathematics 2020-07-14 Peter Balazs , Mitra Shamsabadi , Ali Akbar Arefijamaal , Chilles Gardon

The linear regression models are widely used statistical techniques in numerous practical applications. The standard regression model requires several assumptions about the regres- sors and the error term. The regression parameters are…

Methodology · Statistics 2016-10-23 P. Vellaisamy

This paper considers the problem of inference in a linear regression model with outliers where the number of outliers can grow with sample size but their proportion goes to 0. We apply the square-root lasso estimator penalizing the l1-norm…

Statistics Theory · Mathematics 2019-06-05 Jad Beyhum

We consider the standard non-parametric regression model with Gaussian errors but where the data consist of different samples. The question to be answered is whether the samples can be adequately represented by the same regression function.…

Statistics Theory · Mathematics 2008-09-17 A. Kovac , P. L. Davies

We prove asymptotic equivalence of nonparametric additive regression and an appropriate Gaussian white noise experiment in which a multidimensional shifted Wiener process is observed, whose dimension equals the number of additive…

Statistics Theory · Mathematics 2026-02-12 Moritz Jirak , Alexander Meister , Angelika Rohde

We present a new method for estimating the frontier of a multidimensional sample. The estimator is based on a kernel regression on the power-transformed data. We assume that the exponent of the transformation goes to infinity while the…

Methodology · Statistics 2011-03-31 Stéphane Girard , Pierre Jacob

We prove the statistical consistency of kernel Partial Least Squares Regression applied to a bounded regression learning problem on a reproducing kernel Hilbert space. Partial Least Squares stands out of well-known classical approaches as…

Methodology · Statistics 2010-08-13 Gilles Blanchard , Nicole Kraemer

Estimating the dissipativity of nonlinear systems from empirical data is useful for the analysis and control of nonlinear systems, especially when an accurate model is unavailable. Based on a Koopman operator model of the nonlinear system…

Systems and Control · Electrical Eng. & Systems 2026-04-03 Xiuzhen Ye , Wentao Tang

A difficulty in MSE estimation occurs because we do not specify a full distribution for the survey weights. This obfuscates the use of fully parametric bootstrap procedures. To overcome this challenge, we develop a novel MSE estimator. We…

Methodology · Statistics 2022-10-25 Yanghyeon Cho , Emily Berg

Kernel embeddings have emerged as a powerful tool for representing probability measures in a variety of statistical inference problems. By mapping probability measures into a reproducing kernel Hilbert space (RKHS), kernel embeddings enable…

Machine Learning · Statistics 2024-10-31 Dino Sejdinovic

It is often of interest to make inference on an unknown function that is a local parameter of the data-generating mechanism, such as a density or regression function. Such estimands can typically only be estimated at a…

Methodology · Statistics 2021-05-17 Aaron Hudson , Marco Carone , Ali Shojaie

In this paper, we propose a new semiparametric regression estimator by using a hybrid technique of a parametric approach and a nonparametric penalized spline method. The overall shape of the true regression function is captured by the…

Statistics Theory · Mathematics 2012-02-17 Takuma Yoshida , Kanta Naito

We propose methods for estimating correspondence between two point sets under the presence of outliers in both the source and target sets. The proposed algorithms expand upon the theory of the regression without correspondence problem to…

Machine Learning · Statistics 2019-10-29 Amin Nejatbakhsh , Erdem Varol

We study the functional linear regression model with a scalar response and a Hilbert space-valued predictor, a canonical example of an ill-posed inverse problem. We show that the functional partial least squares (PLS) estimator attains…

Statistics Theory · Mathematics 2025-05-08 Andrii Babii , Marine Carrasco , Idriss Tsafack