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We consider nonparametric estimation of a regression curve when the data are observed with multiplicative distortion which depends on an observed confounding variable. We suggest several estimators, ranging from a relatively simple one that…

Statistics Theory · Mathematics 2016-01-13 Aurore Delaigle , Peter Hall , Wen-Xin Zhou

This paper develops a novel nonparametric significance test based on a tailored nonparametric-type projected weighting function that exhibits appealing theoretical and numerical properties. We derive the asymptotic properties of the…

Econometrics · Economics 2026-02-18 Xiaojun Song , Jichao Yuan

It is well known that nonparametric regression estimation and inference procedures are subject to the curse of dimensionality. Moreover, model interpretability usually decreases with the data dimension. Therefore, model-free variable…

Methodology · Statistics 2025-05-22 Daniel Diz-Castro , Manuel Febrero-Bande , Wenceslao González-Manteiga

Nonparametric regression models offer a way to understand and quantify relationships between variables without having to identify an appropriate family of possible regression functions. Although many estimation methods for these models have…

Methodology · Statistics 2023-04-07 Matias Salibian-Barrera

Selection of covariates is crucial in the estimation of average treatment effects given observational data with high or even ultra-high dimensional pretreatment variables. Existing methods for this problem typically assume sparse linear…

Methodology · Statistics 2023-03-20 Juan Chen , Yingchun Zhou

In multivariate nonparametric regression the additive models are very useful when a suitable parametric model is difficult to find. The backfitting algorithm is a powerful tool to estimate the additive components. However, due to complexity…

Methodology · Statistics 2019-06-18 Abhijit Mandal

Ultrahigh dimensional data sets are becoming increasingly prevalent in areas such as bioinformatics, medical imaging, and social network analysis. Sure independent screening of such data is commonly used to analyze such data. Nevertheless,…

Methodology · Statistics 2020-10-15 Randall Reese , Xiaotian Dai , Guifang Fu

A collection of quantile curves provides a complete picture of conditional distributions. Properly centered and scaled versions of estimated curves at various quantile levels give rise to the so-called quantile regression process (QRP). In…

Statistics Theory · Mathematics 2017-07-25 Shih-Kang Chao , Stanislav Volgushev , Guang Cheng

We consider nonparametric regression with functional covariates, that is, they are elements of an infinite-dimensional Hilbert space. A locally polynomial estimator is constructed, where an orthonormal basis and various tuning parameters…

Statistics Theory · Mathematics 2025-04-09 Moritz Jirak , Alois Kneip , Alexander Meister , Mario Pahl

Conditional multidimensional scaling seeks for a low-dimensional configuration from pairwise dissimilarities, in the presence of other known features. By taking advantage of available data of the known features, conditional multidimensional…

Machine Learning · Statistics 2025-09-23 Anh Tuan Bui

Variable screening has been a useful research area that deals with ultrahigh-dimensional data. When there exist both marginally and jointly dependent predictors to the response, existing methods such as conditional screening or iterative…

Methodology · Statistics 2023-07-10 Lei Fang , Qingcong Yuan , Xiangrong Yin , Chenglong Ye

This study extends the Bayesian nonparametric instrumental variable regression model to determine the structural effects of covariates on the conditional quantile of the response variable. The error distribution is nonparametrically…

Methodology · Statistics 2016-08-30 Genya Kobayashi , Kota Ogasawara

Growth charts are often more informative when they are customized per subject, taking into account prior measurements and possibly other covariates of the subject. We study a global semiparametric quantile regression model that has the…

Statistics Theory · Mathematics 2007-06-13 Ying Wei , Xuming He

As computer resources become increasingly limited, traditional statistical methods face challenges in analyzing massive data, especially in functional data analysis. To address this issue, subsampling offers a viable solution by…

Methodology · Statistics 2024-07-01 Jingxiang Pan , Xiaohui Yuan , Xiaohui Yuan

Quantile regression, the prediction of conditional quantiles, finds applications in various fields. Often, some or all of the variables are discrete. The authors propose two new quantile regression approaches to handle such mixed…

Methodology · Statistics 2017-05-24 Niklas Schallhorn , Daniel Kraus , Thomas Nagler , Claudia Czado

We consider a nonparametric regression setup, where the covariate is a random element in a complete separable metric space, and the parameter of interest associated with the conditional distribution of the response lies in a separable…

Statistics Theory · Mathematics 2018-11-16 Joydeep Chowdhury , Probal Chaudhuri

In a recent paper Birke and Bissantz (2008) considered the problem of nonparametric estimation in inverse regression models with convolution-type operators. For multivariate predictors nonparametric methods suffer from the curse of…

Statistics Theory · Mathematics 2013-03-19 T. Hildebrandt , N. Bissantz , H. Dette

This paper investigates the identification of quantiles and quantile regression parameters when observations are set valued. We define the identification set of quantiles of random sets in a way that extends the definition of quantiles for…

Methodology · Statistics 2020-04-10 Arie Beresteanu , Yuya Sasaki

This paper proposes a novel parameter selection strategy for kernel-based gradient descent (KGD) algorithms, integrating bias-variance analysis with the splitting method. We introduce the concept of empirical effective dimension to quantify…

Machine Learning · Statistics 2026-03-05 Xiaotong Liu , Yunwen Lei , Xiangyu Chang , Shao-Bo Lin

We propose new parametric frameworks of regression analysis with the conditional mode of a bounded response as the focal point of interest. Covariate effects estimation and prediction based on the maximum likelihood method under two new…

Methodology · Statistics 2020-06-22 Haiming Zhou , Xianzheng Huang