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A residual-based empirical distribution function is proposed to estimate the distribution function of the errors of a heteroskedastic nonparametric regression with responses missing at random based on completely observed data, and this…

Methodology · Statistics 2016-10-28 Justin Chown

This work is about recovering an analysis-sparse vector, i.e. sparse vector in some transform domain, from under-sampled measurements. In real-world applications, there often exist random analysis-sparse vectors whose distribution in the…

Information Theory · Computer Science 2022-12-29 Raziyeh Takbiri , Sajad Daei

We construct an efficient estimator for the error distribution function of the nonparametric regression model Y = r(Z) + e. Our estimator is a kernel smoothed empirical distribution function based on residuals from an under-smoothed local…

Statistics Theory · Mathematics 2018-10-26 Ursula U. Müller , Anton Schick , Wolfgang Wefelmeyer

`Distribution regression' refers to the situation where a response Y depends on a covariate P where P is a probability distribution. The model is Y=f(P) + mu where f is an unknown regression function and mu is a random error. Typically, we…

Machine Learning · Statistics 2013-02-04 Barnabas Poczos , Alessandro Rinaldo , Aarti Singh , Larry Wasserman

The distributional single index model is a semiparametric regression model in which the conditional distribution functions $P(Y \leq y | X = x) = F_0(\theta_0(x), y)$ of a real-valued outcome variable $Y$ depend on $d$-dimensional…

Statistics Theory · Mathematics 2024-01-23 Fadoua Balabdaoui , Alexander Henzi , Lukas Looser

We present a framework for performing regression when both covariate and response are probability distributions on a compact interval $\Omega\subset\mathbb{R}$. Our regression model is based on the theory of optimal transportation and links…

Methodology · Statistics 2021-12-21 Laya Ghodrati , Victor M. Panaretos

We consider the problem of consistently estimating the conditional distribution $P(Y \in A |X)$ of a functional data object $Y=(Y(t): t\in[0,1])$ given covariates $X$ in a general space, assuming that $Y$ and $X$ are related by a functional…

Statistics Theory · Mathematics 2021-05-05 Siegfried Hörmann , Thomas Kuenzer , Gregory Rice

Understanding variable dependence, particularly eliciting their statistical properties given a set of covariates, provides the mathematical foundation in practical operations management such as risk analysis and decision-making given…

Methodology · Statistics 2023-09-06 Yunyun Wang , Tatsushi Oka , Dan Zhu

In regression analysis under artificial neural networks, the prediction performance depends on determining the appropriate weights between layers. As randomly initialized weights are updated during back-propagation using the gradient…

Machine Learning · Computer Science 2020-09-09 Eunho Koo , Hyungjun Kim

The problem of modeling the relationship between univariate distributions and one or more explanatory variables has found increasing interest. Traditional functional data methods cannot be applied directly to distributional data because of…

Methodology · Statistics 2025-02-04 Yidong Zhou , Hans-Georg Müller

In this paper, we propose a new distribution with unitary support which can be characterized as a ratio of the type $W=X_1/(X_1+X_2)$, where $(X_1, X_2)^\top$ follows a bivariate extreme distribution with Fr\'echet margins, that is, $X_1$…

Methodology · Statistics 2025-01-03 Roberto Vila , Felipe Quintino

Distribution-on-distribution regression considers the problem of formulating and estimating a regression relationship where both covariate and response are probability distributions. The optimal transport distributional regression model…

Statistics Theory · Mathematics 2022-06-06 Laya Ghodrati , Victor M. Panaretos

We propose a novel $\ell_1+\ell_2$-penalty, which we refer to as the Generalized Elastic Net, for regression problems where the feature vectors are indexed by vertices of a given graph and the true signal is believed to be smooth or…

Methodology · Statistics 2025-10-07 Huy Tran , Sansen Wei , Claire Donnat

In this paper considering the transformation $X=\frac{Y}{1+Y}$, where $Y \sim\text{Lindley}(\theta)$, we propose the unit-Lindley distribution and investigate some of its mathematical properties. A important fact associated with this new…

Methodology · Statistics 2018-01-09 J. Mazucheli , A. F. B. Menezes , S. Chakraborty

This paper aims to build an estimate of an unknown density of the data with measurement error as a linear combination of functions from a dictionary. Inspired by the penalization approach, we propose the weighted Elastic-net penalized…

Statistics Theory · Mathematics 2020-07-07 Xiaowei Yang , Huiming Zhang , Haoyu Wei , Shouzheng Zhang

For a set of binary response variables, conditional mean models characterize the expected value of a response variable given the others and are popularly applied in longitudinal and network data analyses. The quadratic exponential binary…

Methodology · Statistics 2025-10-02 Ong Wei Yong , Lee Shao-Man , Hsueh Chia-Ming , Chang Sheng-Mao

Consider the nonparametric regression model Y=m(X)+E, where the function m is smooth but unknown, and E is independent of X. An estimator of the density of the error term E is proposed and its weak consistency is obtained. The contribution…

Statistics Theory · Mathematics 2011-12-25 Rawane Samb

This paper focuses on the estimation of distributional treatment effects in randomized experiments that use covariate-adaptive randomization (CAR). These include designs such as Efron's biased-coin design and stratified block randomization,…

Econometrics · Economics 2025-06-09 Undral Byambadalai , Tomu Hirata , Tatsushi Oka , Shota Yasui

This paper deals with the estimation of reliability $R=P(Y<X)$ when $X$ is a random strength of a component subjected to a random stress $Y$ and $(X,Y)$ follows a bivariate Rayleigh distribution. The maximum likelihood estimator of $R$ and…

Statistics Theory · Mathematics 2014-05-20 Abbas Pak , Nayereh Bagheri Khoolenjani , Ali Akbar Jafari

We commonly encounter the problem of identifying an optimally weight adjusted version of the empirical distribution of observed data, adhering to predefined constraints on the weights. Such constraints often manifest as restrictions on the…

Machine Learning · Statistics 2024-01-17 Abhisek Chakraborty , Anirban Bhattacharya , Debdeep Pati
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