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Related papers: Multi-Kink Quantile Regression for Longitudinal Da…

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The existing theory of penalized quantile regression for longitudinal data has focused primarily on point estimation. In this work, we investigate statistical inference. We propose a wild residual bootstrap procedure and show that it is…

Econometrics · Economics 2022-05-10 Carlos Lamarche , Thomas Parker

Flexible estimation of multiple conditional quantiles is of interest in numerous applications, such as studying the effect of pregnancy-related factors on low and high birth weight. We propose a Bayesian non-parametric method to…

Methodology · Statistics 2021-10-22 Steven G. Xu , Brian J. Reich

High-fidelity (HF) data are often expensive to collect and therefore scarce, making conditional quantiles difficult to estimate accurately. We propose a two-stage, model-agnostic method for multi-fidelity quantile regression. The central…

Methodology · Statistics 2026-05-12 Yixiang Liu , Yao Zhang

The multinomial probit model is a typical statistical model for multiple-choice data applied in many research areas. When we are interested in some quantiles of relative utilities for understanding the distribution of these utilities, the…

Methodology · Statistics 2025-08-20 Masaaki Okabe , Koki Matsuoka , Jun Tsuchida , Hiroshi Yadohisa

We propose a statistical method for clustering of multivariate longitudinal data into homogeneous groups. This method relies on a time-varying extension on the classical K-means algorithm, where a multivariate vector autoregressive model is…

Methodology · Statistics 2014-04-25 Antonello Maruotti , Maurizio Vichi

Difficulties may arise when analyzing longitudinal data using mixed-effects models if there are nonparametric functions present in the linear predictor component. This study extends the use of semiparametric mixed-effects modeling in cases…

Methodology · Statistics 2024-02-05 Mozhgan Taavoni , Mohammad Arashi

Quantile regression is a method to estimate the quantiles of the conditional distribution of a response variable, and as such it permits a much more accurate portrayal of the relationship between the response variable and observed…

Data Structures and Algorithms · Computer Science 2014-01-08 Jiyan Yang , Xiangrui Meng , Michael W. Mahoney

Biomechanics and human movement research often involves measuring multiple kinematic or kinetic variables regularly throughout a movement, yielding data that present as smooth, multivariate, time-varying curves and are naturally amenable to…

We develop a general framework for distribution-free predictive inference in regression, using conformal inference. The proposed methodology allows for the construction of a prediction band for the response variable using any estimator of…

Methodology · Statistics 2017-03-09 Jing Lei , Max G'Sell , Alessandro Rinaldo , Ryan J. Tibshirani , Larry Wasserman

This paper addresses estimation in a longitudinal regression model for association between a scalar outcome and a set of longitudinally-collected functional covariates or predictor curves. The framework consists of estimating a time-varying…

Applications · Statistics 2020-06-30 Madan G. Kundu , Jaroslaw Harezlak , Timothy W. Randolph

We revisit the classical problem of comparing regression functions, a fundamental question in statistical inference with broad relevance to modern applications such as data integration, transfer learning, and causal inference. Existing…

Methodology · Statistics 2025-10-29 Jian Yan , Zhuoxi Li , Yang Ning , Yong Chen

Whereas confidence intervals are used to assess uncertainty due to unmeasured individuals, confounding intervals can be used to assess uncertainty due to unmeasured attributes. Previously, we have introduced a methodology for computing…

Methodology · Statistics 2025-08-13 Brian Knaeble , R Mitchell Hughes

In order for clinicians to manage disease progression and make effective decisions about drug dosage, treatment regimens or scheduling follow up appointments, it is necessary to be able to identify both short and long-term trends in…

Quantitative Methods · Quantitative Biology 2016-12-06 Norman Poh , Simon Bull , Santosh Tirunagari , Nicholas Cole , Simon de Lusignan

Quantile regression is a technique to estimate conditional quantile curves. It provides a comprehensive picture of a response contingent on explanatory variables. In a flexible modeling framework, a specific form of the conditional quantile…

Statistics Theory · Mathematics 2012-08-31 Vladimir Spokoiny , Weining Wang , Wolfgang Karl Härdle

With the development of big data and machine learning, privacy concerns have become increasingly critical, especially when handling heterogeneous datasets containing sensitive personal information. Differential privacy provides a rigorous…

Machine Learning · Statistics 2025-08-08 Ziliang Shen , Caixing Wang , Shaoli Wang , Yibo Yan

We introduce a novel \textit{k}-nearest neighbor (\textit{k}-NN) regression method for joint estimation of the conditional mean and variance. The proposed algorithm preserves the computational efficiency and manifold-learning capabilities…

Conformal prediction is a technique for constructing prediction intervals that attain valid coverage in finite samples, without making distributional assumptions. Despite this appeal, existing conformal methods can be unnecessarily…

Methodology · Statistics 2019-05-09 Yaniv Romano , Evan Patterson , Emmanuel J. Candès

In this paper, we propose a class of low-rank panel quantile regression models which allow for unobserved slope heterogeneity over both individuals and time. We estimate the heterogeneous intercept and slope matrices via nuclear norm…

Econometrics · Economics 2022-10-21 Yiren Wang , Liangjun Su , Yichong Zhang

The literature on regression kink designs develops identification results for average effects of continuous treatments (Card, Lee, Pei, and Weber, 2015), average effects of binary treatments (Dong, 2018), and quantile-wise effects of…

Methodology · Statistics 2020-12-16 Heng Chen , Harold D. Chiang , Yuya Sasaki

Joint models for longitudinal and survival data have gained a lot of attention in recent years, with the development of myriad extensions to the basic model, including those which allow for multivariate longitudinal data, competing risks…

Methodology · Statistics 2020-03-09 Katya Mauff , Ewout Steyerberg , Isabella Kardys , Eric Boersma , Dimitris Rizopoulos
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