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Many scientific analyses require simultaneous comparison of multiple functionals of an unknown signal at once, calling for multidimensional confidence regions with guaranteed simultaneous frequentist under structural constraints (e.g.,…

Statistics Theory · Mathematics 2025-10-14 Pau Batlle , Pratik Patil , Michael Stanley , Javier Ruiz Lupon , Houman Owhadi , Mikael Kuusela

We propose a pointwise inference algorithm for high-dimensional linear models with time-varying coefficients. The method is based on a novel combination of the nonparametric kernel smoothing technique and a Lasso bias-corrected ridge…

Methodology · Statistics 2017-03-17 Xiaohui Chen , Yifeng He

Samples of curves, or functional data, usually present phase variability in addition to amplitude variability. Existing functional regression methods do not handle phase variability in an efficient way. In this paper we propose a functional…

Methodology · Statistics 2013-10-09 Daniel Gervini

The semivarying coefficient models are widely used in the application of finance, economics, medical science and many other areas. The functional coefficients are commonly estimated by local smoothing methods, e.g. local linear estimator.…

Methodology · Statistics 2020-01-01 Heng Peng , Chuanlong Xie , Jingxin Zhao

A new sparse semiparametric model is proposed, which incorporates the influence of two functional random variables in a scalar response in a flexible and interpretable manner. One of the functional covariates is included through a…

Methodology · Statistics 2024-01-29 Silvia Novo , Philippe Vieu , Germán Aneiros

In this paper we study covariance estimation with missing data. We consider missing data mechanisms that can be independent of the data, or have a time varying dependency. Additionally, observed variables may have arbitrary (non uniform)…

Statistics Theory · Mathematics 2021-06-17 Eduardo Pavez , Antonio Ortega

We consider covariate adjusted regression (CAR), a regression method for situations where predictors and response are observed after being distorted by a multiplicative factor. The distorting factors are unknown functions of an observable…

Statistics Theory · Mathematics 2016-08-16 Damla Şentürk , Hans-Georg Müller

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…

Methodology · Statistics 2017-12-13 Anirvan Chakraborty , Victor M. Panaretos

This article develops flexible methodology to study the association between scalar outcomes and functional predictors observed over time, at many instances, in longitudinal studies. We propose a parsimonious modeling framework to study…

Applications · Statistics 2018-01-25 Md Nazmul Islam , Ana-Maria Staicu , Eric van Heugten

We investigate how to improve efficiency using regression adjustments with covariates in covariate-adaptive randomizations (CARs) with imperfect subject compliance. Our regression-adjusted estimators, which are based on the doubly robust…

Econometrics · Economics 2023-06-19 Liang Jiang , Oliver B. Linton , Haihan Tang , Yichong Zhang

The use of principal component methods to analyze functional data is appropriate in a wide range of different settings. In studies of ``functional data analysis,'' it has often been assumed that a sample of random functions is observed…

Statistics Theory · Mathematics 2016-08-16 Peter Hall , Hans-Georg Müller , Jane-Ling Wang

In 2023, the U.S. Food and Drug Administration issued guidance for adjustment of covariates in randomized clinical trials, emphasizing its role in enhancing precision and power through prognostic baseline variables. Despite its potential,…

Methodology · Statistics 2026-05-28 Kelly Van Lancker , Iván Díaz , Stijn Vansteelandt

Joint models of longitudinal and event-time data have been extensively studied and applied in many different fields. Estimation of joint models is challenging, most present procedures are computational expensive and have a strict…

Methodology · Statistics 2018-09-05 Yanqiao Zheng , Xiaobing Zhao , Xiaoqi Zhang

The complexity of semiparametric models poses new challenges to statistical inference and model selection that frequently arise from real applications. In this work, we propose new estimation and variable selection procedures for the…

Statistics Theory · Mathematics 2011-03-09 Bo Kai , Runze Li , Hui Zou

The functional linear model is an important extension of the classical regression model allowing for scalar responses to be modeled as functions of stochastic processes. Yet, despite the usefulness and popularity of the functional linear…

Methodology · Statistics 2025-11-27 Ioannis Kalogridis , Stanislav Nagy

Reliable uncertainty estimates are an important tool for helping autonomous agents or human decision makers understand and leverage predictive models. However, existing approaches to estimating uncertainty largely ignore the possibility of…

Machine Learning · Computer Science 2020-05-22 Sangdon Park , Osbert Bastani , James Weimer , Insup Lee

Real-time monitoring in modern medical research introduces functional longitudinal data, characterized by continuous-time measurements of outcomes, treatments, and confounders. This complexity leads to uncountably infinite…

Methodology · Statistics 2025-08-15 Andrew Ying

The focus of this paper is to extend Fisher's linear discriminant analysis (LDA) to both densely re-corded functional data and sparsely observed longitudinal data for general $c$-category classification problems. We propose an efficient…

Methodology · Statistics 2017-09-07 Lu-Hung Chen , Ci-Ren Jiang

We consider high-dimensional measurement errors with high-frequency data. Our objective is on recovering the high-dimensional cross-sectional covariance matrix of the random errors with optimality. In this problem, not all components of the…

Statistics Theory · Mathematics 2024-04-03 Jinyuan Chang , Qiao Hu , Cheng Liu , Cheng Yong Tang

Corrupted data sets containing noisy or missing observations are prevalent in various contemporary applications such as economics, finance and bioinformatics. Despite the recent methodological and algorithmic advances in high-dimensional…

Methodology · Statistics 2020-05-12 J. Wu , Z. Zheng , Y. Li , Y. Zhang