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Response functions linking regression predictors to properties of the response distribution are fundamental components in many statistical models. However, the choice of these functions is typically based on the domain of the modeled…

Methodology · Statistics 2025-02-04 Paul F. V. Wiemann , Thomas Kneib , Julien Hambuckers

This paper studies prediction summary measures for a prediction function under a general setting in which the model is allowed to be misspecified and the prediction function is not required to be the conditional mean response. We show that…

Statistics Theory · Mathematics 2016-11-10 Gang Li , Xiaoyan Wang

This paper investigates the nonparametric estimation of a circular regression function in an errors-in-variables framework. Two settings are studied, depending on whether the covariates are circular or linear. Adaptive estimators are…

Statistics Theory · Mathematics 2025-08-27 Tien Dat Nguyen , Thanh Mai Pham Ngoc

In this work, we consider a multivariate regression model with one-sided errors. We assume for the regression function to lie in a general H\"{o}lder class and estimate it via a nonparametric local polynomial approach that consists of…

Statistics Theory · Mathematics 2021-02-11 Leonie Selk , Charles Tillier , Orlando Marigliano

We study estimation of a multivariate function $f:\mathbf{R}^d\to\mathbf{R}$ when the observations are available from the function $Af$, where $A$ is a known linear operator. Both the Gaussian white noise model and density estimation are…

Statistics Theory · Mathematics 2010-01-14 Jussi Klemelä , Enno Mammen

In this paper, we prove that functional sliced inverse regression (FSIR) achieves the optimal (minimax) rate for estimating the central space in functional sufficient dimension reduction problems. First, we provide a concentration…

Statistics Theory · Mathematics 2025-04-16 Rui Chen , Songtao Tian , Dongming Huang , Qian Lin , Jun S. Liu

The panel data regression models have gained increasing attention in different areas of research including but not limited to econometrics, environmental sciences, epidemiology, behavioral and social sciences. However, the presence of…

Methodology · Statistics 2020-11-24 Beste Hamiye Beyaztas , Soutir Bandyopadhyay

This paper considers the problem of directly generalizing the R-estimator under a linear model formulation with right-censored outcomes. We propose a natural generalization of the rank and corresponding estimating equation for the…

Methodology · Statistics 2026-01-13 Glen A. Satten , Mo Li , Ni Zhao , Robert L. Strawderman

This study introduces a debiasing method for regression estimators, including high-dimensional and nonparametric regression estimators. For example, nonparametric regression methods allow for the estimation of regression functions in a…

Machine Learning · Statistics 2024-11-27 Masahiro Kato

We construct bootstrap confidence intervals for a monotone regression function. It has been shown that the ordinary nonparametric bootstrap, based on the nonparametric least squares estimator (LSE) $\hat f_n$ is inconsistent in this…

Statistics Theory · Mathematics 2023-05-24 Piet Groeneboom , Geurt Jongbloed

Generalized linear models are flexible tools for the analysis of diverse datasets, but the classical formulation requires that the parametric component is correctly specified and the data contain no atypical observations. To address these…

Methodology · Statistics 2023-04-21 Ioannis Kalogridis , Gerda Claeskens , Stefan Van Aelst

This paper focuses on the problem of testing the null hypothesis that the regression functions of several populations are equal under a general nonparametric homoscedastic regression model. It is well known that linear kernel regression…

Methodology · Statistics 2023-09-01 Graciela Boente , Juan Carlos Pardo-Fernández

In this paper, we introduce a novel method to generate interpretable regression function estimators. The idea is based on called data-dependent coverings. The aim is to extract from the data a covering of the feature space instead of a…

Statistics Theory · Mathematics 2021-01-27 Vincent Margot , Jean-Patrick Baudry , Frédéric Guilloux , Olivier Wintenberger

Shape restrictions on functional regression coefficients such as non-negativity, monotonicity, convexity or concavity are often available in the form of a prior knowledge or required to maintain a structural consistency in functional…

Methodology · Statistics 2022-09-13 Rahul Ghosal , Sujit Ghosh , Jacek Urbanek , Jennifer A. Schrack , Vadim Zipunnikov

It is often of interest to assess whether a function-valued statistical parameter, such as a density function or a mean regression function, is equal to any function in a class of candidate null parameters. This can be framed as a…

Methodology · Statistics 2023-06-14 Aaron Hudson

In this paper the regression discontinuity design is adapted to the survival analysis setting with right-censored data, studied in an intensity based counting process framework. In particular, a local polynomial regression version of the…

Methodology · Statistics 2022-10-07 Emil Aas Stoltenberg

We study the relative-error property testing model for Boolean functions that was recently introduced in the work of Chen et al. (SODA 2025). In relative-error testing, the testing algorithm gets uniform random satisfying assignments as…

Computational Complexity · Computer Science 2025-04-15 Xi Chen , William Pires , Toniann Pitassi , Rocco A. Servedio

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…

Methodology · Statistics 2017-11-15 Behdad Mostafaiy , MohammadReza FaridRohani , Shojaeddin Chenouri

A variance reduction technique in nonparametric smoothing is proposed: at each point of estimation, form a linear combination of a preliminary estimator evaluated at nearby points with the coefficients specified so that the asymptotic bias…

Statistics Theory · Mathematics 2007-08-22 Ming-Yen Cheng , Liang Peng , Jyh-Shyang Wu

Stacking regressions is an ensemble technique that forms linear combinations of different regression estimators to enhance predictive accuracy. The conventional approach uses cross-validation data to generate predictions from the…

Machine Learning · Statistics 2024-10-10 Xin Chen , Jason M. Klusowski , Yan Shuo Tan