Related papers: Shape-constrained Estimation in Functional Regress…
We develop a Fisher-consistent redescending robust estimator for the spatial scalar-on-function regression model, where a scalar response depends on both a functional predictor and a spatial autoregressive lag. Existing estimation…
Statistical inference based on optimal transport offers a different perspective from that of maximum likelihood, and has increasingly gained attention in recent years. In this paper, we study univariate nonparametric shape-constrained…
For highly skewed or fat-tailed distributions, mean or median-based methods often fail to capture the central tendencies in the data. Despite being a viable alternative, estimating the conditional mode given certain covariates (or mode…
Monotonicity is a key qualitative prediction of a wide array of economic models derived via robust comparative statics. It is therefore important to design effective and practical econometric methods for testing this prediction in empirical…
Nonparametric regression models with locally stationary covariates have received increasing interest in recent years. As a nice relief of "curse of dimensionality" induced by large dimension of covariates, additive regression model is…
Contamination of covariates by measurement error is a classical problem in multivariate regression, where it is well known that failing to account for this contamination can result in substantial bias in the parameter estimators. The nature…
In this paper, we study the estimation and inference of change points under a functional linear regression model with changes in the slope function. We present a novel Functional Regression Binary Segmentation (FRBS) algorithm which is…
We consider the problem of estimating the region on which a non-parametric regression function is at its baseline level in two dimensions. The baseline level typically corresponds to the minimum/maximum of the function and estimating such…
The frequency response function (FRF) is an established way to describe the outcome of experiments in posture control literature. The FRF is an empirical transfer function between an input stimulus and the induced body segment sway profile,…
Grouped data are commonly encountered in applications. The Bernstein polynomial model is proposed as an approximate model in this paper for estimating a univariate density function based on grouped data. The coefficients of the Bernstein…
A constrained multivariate linear model is a multivariate linear model with the columns of its coefficient matrix constrained to lie in a known subspace. This class of models includes those typically used to study growth curves and…
Spatial functional data arise in many settings, such as particulate matter curves observed at monitoring stations and age population curves at each areal unit. Most existing functional regression models have limited applicability because…
We develop a new approximative estimation method for conditional Shapley values obtained using a linear regression model. We develop a new estimation method and outperform existing methodology and implementations. Compared to the sequential…
In many applications there is interest in estimating the relation between a predictor and an outcome when the relation is known to be monotone or otherwise constrained due to the physical processes involved. We consider one such…
The paper considers nonparametric kernel density/regression estimation from a stochastic optimization point of view. The estimation problem is represented through a family of stochastic optimization problems. Recursive constrained…
We propose a functional accelerated failure time model to characterize effects of both functional and scalar covariates on the time to event of interest, and provide regularity conditions to guarantee model identifiability. For efficient…
Functional data analysis is a fast evolving branch of statistics. Estimation procedures for the popular functional linear model either suffer from lack of robustness or are computationally burdensome. To address these shortcomings, a…
Given noisy data, function estimation is considered when the unknown function is known apriori to consist of a small number of regions where the function is either convex or concave. When the regions are known apriori, the estimate is…
In the first part of this work, we develop a novel scheme for solving nonparametric regression problems. That is the approximation of possibly low regular and noised functions from the knowledge of their approximate values given at some…
In this paper, we study a novel approach for the estimation of quantiles when facing potential right censoring of the responses. Contrary to the existing literature on the subject, the adopted strategy of this paper is to tackle censoring…