Related papers: Statistical Inference for Functional Linear Quanti…
We study a non linear regression model with functional data as inputs and scalar response. We propose a pointwise estimate of the regression function that maps a Hilbert space onto the real line by a local linear method. We provide the…
In functional linear regression, the parameters estimation involves solving a non necessarily well-posed problem and it has points of contact with a range of methodologies, including statistical smoothing, deconvolution and projection on…
In this paper, we establish minimax optimal rates of convergence for prediction in a semi-functional linear model that consists of a functional component and a less smooth nonparametric component. Our results reveal that the smoother…
We propose a novel Bayesian methodology for inference in functional linear and logistic regression models based on the theory of reproducing kernel Hilbert spaces (RKHS's). We introduce general models that build upon the RKHS generated by…
We present two innovative functional partial quantile regression algorithms designed to accurately and efficiently estimate the regression coefficient function within the function-on-function linear quantile regression model. Our algorithms…
Quantiles and expected shortfalls are commonly used risk measures in financial risk management. The two measurements are correlated while have distinguished features. In this project, our primary goal is to develop stable and practical…
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…
In this paper we consider the linear regression model $Y =S X+\varepsilon $ with functional regressors and responses. We develop new inference tools to quantify deviations of the true slope $S$ from a hypothesized operator $S_0$ with…
We develop methodology for testing hypotheses regarding the slope function in functional linear regression for time series via a reproducing kernel Hilbert space approach. In contrast to most of the literature, which considers tests for the…
We develop semiparametrically efficient inference for kernel measures of noise heterogeneity in additive noise models. In many applications, the regression function is estimated using flexible machine learning methods. Downstream procedures…
Functional linear and single-index models are core regression methods in functional data analysis and are widely used for performing regression in a wide range of applications when the covariates are random functions coupled with scalar…
This paper considers the partially functional linear model (PFLM) where all predictive features consist of a functional covariate and a high dimensional scalar vector. Over an infinite dimensional reproducing kernel Hilbert space, the…
The main purpose is to estimate the regression function of a real random variable with functional explanatory variable by using a recursive nonparametric kernel approach. The mean square error and the almost sure convergence of a family of…
In this article, we introduce a kernel-based consensual aggregation method for regression problems. We aim to flexibly combine individual regression estimators $r_1, r_2, \ldots, r_M$ using a weighted average where the weights are defined…
Many scientific studies collect data where the response and predictor variables are both functions of time, location, or some other covariate. Understanding the relationship between these functional variables is a common goal in these…
In this paper, we propose a novel approach to fit a functional linear regression in which both the response and the predictor are functions of a common variable such as time. We consider the case that the response and the predictor…
As with classic statistics, functional regression models are invaluable in the analysis of functional data. While there are now extensive tools with accompanying theory available for linear models, there is still a great deal of work to be…
This paper addresses the problem of regression to reconstruct functions, which are observed with superimposed errors at random locations. We address the problem in reproducing kernel Hilbert spaces. It is demonstrated that the estimator,…
In this paper we present a nonparametric method for extending functional regression methodology to the situation where more than one functional covariate is used to predict a functional response. Borrowing the idea from Kadri et al.…
The functional generalized additive model (FGAM) provides a more flexible nonlinear functional regression model than the well-studied functional linear regression model. This paper restricts attention to the FGAM with identity link and…