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The purpose of this article is to provide an adaptive estimator of the baseline function in the Cox model with high-dimensional covariates. We consider a two-step procedure : first, we estimate the regression parameter of the Cox model via…

Statistics Theory · Mathematics 2015-03-04 Agathe Guilloux , Sarah Lemler , Marie-Luce Taupin

Similar to variable selection in the linear regression model, selecting significant components in the popular additive regression model is of great interest. However, such components are unknown smooth functions of independent variables,…

Methodology · Statistics 2011-01-04 Xia Cui , Heng Peng , Songqiao Wen , Lixing Zhu

We propose generalized additive partial linear models for complex data which allow one to capture nonlinear patterns of some covariates, in the presence of linear components. The proposed method improves estimation efficiency and increases…

Statistics Theory · Mathematics 2014-05-26 Li Wang , Lan Xue , Annie Qu , Hua Liang

We propose a nonparametric method for dynamic prediction in event history analysis with high-dimensional, time-dependent covariates. The approach estimates future conditional hazards by combining landmarking supermodels with gradient…

Statistics Theory · Mathematics 2026-01-27 Oliver Lunding Sandqvist

The functional linear regression model is a common tool to determine the relationship between a scalar outcome and a functional predictor seen as a function of time. This paper focuses on the Bayesian estimation of the support of the…

Methodology · Statistics 2017-01-09 Paul-Marie Grollemund , Christophe Abraham , Meïli Baragatti , Pierre Pudlo

We consider the analysis of continuous repeated measurement outcomes that are collected through time, also known as longitudinal data. A standard framework for analysing data of this kind is a linear Gaussian mixed-effects model within…

Methodology · Statistics 2018-04-10 Özgür Asar , David Bolin , Peter J. Diggle , Jonas Wallin

Joint models for a wide class of response variables and longitudinal measurements consist on a mixed-effects model to fit longitudinal trajectories whose random effects enter as covariates in a generalized linear model for the primary…

Methodology · Statistics 2014-07-03 Rolando De la Cruz , Cristian Meza , Ana Arribas-Gil , Raymond J. Carroll

Linear mixed effects models are widely used in statistical modelling. We consider a mixed effects model with Bayesian variable selection in the random effects using spike-and-slab priors and developed a variational Bayes inference scheme…

Methodology · Statistics 2024-08-15 M-Z. Spyropoulou , J. Hopker , J. E. Griffin

We propose a comprehensive framework for additive regression models for non-Gaussian functional responses, allowing for multiple (partially) nested or crossed functional random effects with flexible correlation structures for, e.g.,…

Methodology · Statistics 2016-05-09 Fabian Scheipl , Jan Gertheiss , Sonja Greven

Tensor regression methods have been widely used to predict a scalar response from covariates in the form of a multiway array. In many applications, the regions of tensor covariates used for prediction are often spatially connected with…

Methodology · Statistics 2024-04-02 Shuoli Chen , Kejun He , Shiyuan He , Yang Ni , Raymond K. W. Wong

We present a Bayesian approach for modeling multivariate, dependent functional data. To account for the three dominant structural features in the data--functional, time dependent, and multivariate components--we extend hierarchical dynamic…

Methodology · Statistics 2019-07-02 Daniel R. Kowal , David S. Matteson , David Ruppert

Mixtures of linear mixed models are widely used for modelling longitudinal data for which observation times differ between subjects. In typical applications, temporal trends are described using a basis expansion, with basis coefficients…

Methodology · Statistics 2025-11-25 Lucas Kock , Nadja Klein , David J. Nott

We discuss Bayesian nonparametric procedures for the regression analysis of compositional responses, that is, data supported on a multivariate simplex. The procedures are based on a modified class of multivariate Bernstein polynomials and…

Methodology · Statistics 2021-08-31 Claudia Wehrhahn , Andrés F. Barrientos , Alejandro Jara

This paper deals with estimation with functional covariates. More precisely, we aim at estimating the regression function $m$ of a continuous outcome $Y$ against a standard Wiener coprocess $W$. Following Cadre and Truquet (2015) and Cadre,…

Statistics Theory · Mathematics 2020-11-23 Karine Bertin , Nicolas Klutchnikoff

Observations which are realizations from some continuous process are frequent in sciences, engineering, economics, and other fields. We consider linear models, with possible random effects, where the responses are random functions in a…

Statistics Theory · Mathematics 2016-11-30 Giacomo Aletti , Caterina May , Chiara Tommasi

We present a new backfitting algorithm estimating the complex structured non-parametric survival model of Scheike (2001) without having to use smoothing. The considered model is a non-parametric survival model with two time-scales that are…

Methodology · Statistics 2019-04-03 Munir Hiabu , Jens P. Nielsen , Thomas H. Scheike

This paper proposes a debiased estimator for causal effects in high-dimensional generalized linear models with binary outcomes and general link functions. The estimator augments a regularized regression plug-in with weights computed from a…

Econometrics · Economics 2025-10-21 Jing Kong

Linear mixed models are a versatile statistical tool to study data by accounting for fixed effects and random effects from multiple sources of variability. In many situations, a large number of candidate fixed effects is available and it is…

Methodology · Statistics 2022-09-09 Emanuele Degani , Luca Maestrini , Dorota Toczydłowska , Matt P. Wand

The aim of this article is to propose a novel kernel estimator of the baseline function in a general high-dimensional Cox model, for which we derive non-asymptotic rates of convergence. To construct our estimator, we first estimate the…

Applications · Statistics 2015-07-07 Agathe Guilloux , Sarah Lemler , Marie-Luce Taupin

We use Bayesian model selection paradigms, such as group least absolute shrinkage and selection operator priors, to facilitate generalized additive model selection. Our approach allows for the effects of continuous predictors to be…

Methodology · Statistics 2023-09-29 Virginia X. He , Matt P. Wand