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Multi-output Gaussian process (MOGP) regression allows modelling dependencies among multiple correlated response variables. Similarly to standard Gaussian processes, MOGPs are sensitive to model misspecification and outliers, which can…

Testing for series correlation among error terms is a basic problem in linear regression model diagnostics. The famous Durbin-Watson test and Durbin's h-test rely on certain model assumptions about the response and regressor variables. The…

Statistics Theory · Mathematics 2019-01-18 Yanqing Yin

Sample quantiles, such as the median, are often better suited than the sample mean for summarising location characteristics of a data set. Similarly, linear combinations of sample quantiles and ratios of such linear combinations, e.g. the…

Methodology · Statistics 2024-10-16 Luke A. Prendergast , Shenal Dedduwakumara , Robert G. Staudte

This paper investigates improved testing inferences under a general multivariate elliptical regression model. The model is very flexible in terms of the specification of the mean vector and the dispersion matrix, and of the choice of the…

Statistics Theory · Mathematics 2016-11-01 T. F. N. Melo , S. L. P. Ferrari , A. G. Patriota

robustloggamma is an R package for robust estimation and inference in the generalized loggamma model. We briefly introduce the model, the estimation procedures and the computational algorithms. Then, we illustrate the use of the package…

Computation · Statistics 2015-12-08 Claudio Agostinelli , Alfio Marazzi , Victor J. Yohai , Alex Randriamiharisoa

This paper proposes a general modeling framework that allows for uncertainty quantification at the individual covariate level and spatial referencing, operating withing a double generalized linear model (DGLM). DGLMs provide a general…

Methodology · Statistics 2023-02-14 Aritra Halder , Shariq Mohammed , Kun Chen , Dipak K. Dey

We introduce the R package nlpsem, a comprehensive toolkit for analyzing longitudinal processes within the structural equation modeling (SEM) framework, incorporating individual measurement occasions. This package emphasizes nonlinear…

Methodology · Statistics 2025-12-02 Jin Liu

There remains an open question about the usefulness and the interpretation of Machine learning (MLE) approaches for discrimination of spatial patterns of brain images between samples or activation states. In the last few decades, these…

Machine Learning · Statistics 2022-09-22 JM Gorriz , R. Martin-Clemente , C. G. Puntonet , A. Ortiz , J. Ramirez , J. Suckling

The cgam package contains routines to fit the generalized additive model where the components may be modeled with shape and smoothness assumptions. The main routine is cgam and nineteen symbolic routines are provided to indicate the…

Applications · Statistics 2018-12-20 Xiyue Liao , Mary C. Meyer

High-dimensional logistic regression is widely used in analyzing data with binary outcomes. In this paper, global testing and large-scale multiple testing for the regression coefficients are considered in both single- and two-regression…

Methodology · Statistics 2020-11-23 Rong Ma , T. Tony Cai , Hongzhe Li

Latent factor models that integrate data from multiple sources/studies or modalities have garnered considerable attention across various disciplines. However, existing methods predominantly focus either on multi-study integration or…

Methodology · Statistics 2025-07-15 Wei Liu , Qingzhi Zhong

We propose the Gaussian-Linear Hidden Markov model (GLHMM), a generalisation of different types of HMMs commonly used in neuroscience. In short, the GLHMM is a general framework where linear regression is used to flexibly parameterise the…

Neurons and Cognition · Quantitative Biology 2024-10-02 Diego Vidaurre , Laura Masaracchia , Nick Y. Larsen , Lenno R. P. T Ruijters , Sonsoles Alonso , Christine Ahrends , Mark W. Woolrich

A new class of copulas, termed the MGL copula class, is introduced. The new copula originates from extracting the dependence function of the multivariate generalized log-Moyal-gamma distribution whose marginals follow the univariate…

Methodology · Statistics 2021-08-23 Zhengxiao Li , Jan Beirlant , Liang Yang

Univariate regression models have rich literature for counting data. However, this is not the case for multivariate count data. Therefore, we present the Multivariate Generalized Linear Mixed Models framework that deals with a multivariate…

The challenge of location testing for high-dimensional data in statistical inference is notable. Existing literature suggests various methods, many of which impose strong regularity conditions on underlying covariance matrices to ensure…

Applications · Statistics 2024-10-23 Pengfei Wang , Tianming Zhu , Jin-Ting Zhang

Two-sample testing is a fundamental problem in statistics. Despite its long history, there has been renewed interest in this problem with the advent of high-dimensional and complex data. Specifically, in the machine learning literature,…

Methodology · Statistics 2019-11-19 Ilmun Kim , Ann B. Lee , Jing Lei

Estimating heterogeneous treatment effects (HTEs) is crucial for precision medicine. While multiple studies can improve the generalizability of results, leveraging them for estimation is statistically challenging. Existing approaches often…

Methodology · Statistics 2025-12-22 Cathy Shyr , Boyu Ren , Prasad Patil , Giovanni Parmigiani

There has been increasing interest in investigating the behaviours of large language models (LLMs) and LLM-powered chatbots by treating an LLM as a participant in a psychological experiment. We therefore developed an R package called…

Computation and Language · Computer Science 2024-05-14 Xufeng Duan , Shixuan Li , Zhenguang G. Cai1

We study the problem of estimating the parameters of a regression model from a set of observations, each consisting of a response and a predictor. The response is assumed to be related to the predictor via a regression model of unknown…

Machine Learning · Statistics 2016-05-19 Carlos Alberto Gomez-Uribe

This paper presents a novel method for statistical inference in high-dimensional binary models with unspecified structure, where we leverage a (potentially misspecified) sparsity-constrained working generalized linear model (GLM) to…

Methodology · Statistics 2025-10-03 Xiaotian Hou , Peng Wang , Minge Xie , Linjun Zhang