Related papers: Semi-functional partial linear regression with mea…
An appeal for symmetry is made to build established notions of specific representation and specific nonlinearity of measurement (often called model error) into a canonical linear regression model. Additive components are derived from the…
We develop semiparametrically efficient inference for kernel measures of noise heterogeneity in additive noise models. In many applications, the regression function is estimated using flexible machine learning methods. Downstream procedures…
Model averaging has demonstrated superior performance for ensemble forecasting in high-dimensional framework, its extension to incomplete datasets remains a critical but underexplored challenge. Moreover, identifying the parsimonious model…
In this paper, we consider a functional linear regression model, where both the covariate and the response variable are functional random variables. We address the problem of optimal nonparametric estimation of the conditional expectation…
In this paper, we propose new semiparametric procedures for making inference on linear functionals and their functions of two semicontinuous populations. The distribution of each population is usually characterized by a mixture of a…
In this paper, we consider the situation in which the observations follow an isotonic generalized partly linear model. Under this model, the mean of the responses is modelled, through a link function, linearly on some covariates and…
This paper studies linear reconstruction of partially observed functional data which are recorded on a discrete grid. We propose a novel estimation approach based on approximate factor models with increasing rank taking into account…
Nonparametric regression imputation is commonly used in missing data analysis. However, it suffers from the ``curse of dimension". The problem can be alleviated by the explosive sample size in the era of big data, while the large-scale data…
In this paper, we establish minimax optimal rates of convergence for prediction in a semi-functional linear model that consists of a functional component and a less smooth nonparametric component. Our results reveal that the smoother…
We investigate a semiparametric regression model where one gets noisy non linear non invertible functions of the observations. We focus on the application to bearings-only tracking. We first investigate the least squares estimator and prove…
We focus on semiparametric regression that has played a central role in statistics, and exploit the powerful learning ability of deep neural networks (DNNs) while enabling statistical inference on parameters of interest that offers…
Under a partially linear models we study a family of robust estimates for the regression parameter and the regression function when some of the predictor variables take values on a Riemannian manifold. We obtain the consistency and the…
We introduce a new sufficient dimension reduction framework that targets a statistical functional of interest, and propose an efficient estimator for the semiparametric estimation problems of this type. The statistical functional covers a…
In this paper, we propose an empirical likelihood-based weighted estimator of regression parameter in quantile regression model with nonignorable missing covariates. The proposed estimator is computationally simple and achieves…
Inference on the parametric part of a semiparametric model is no trivial task. If one approximates the infinite dimensional part of the semiparametric model by a parametric function, one obtains a parametric model that is in some sense…
Extremile regression, as a least squares analog of quantile regression, is potentially useful tool for modeling and understanding the extreme tails of a distribution. However, existing extremile regression methods, as nonparametric…
Penalized estimation principle is fundamental to high-dimensional problems. In the literature, it has been extensively and successfully applied to various models with only structural parameters. As a contrast, in this paper, we apply this…
A partial least squares regression is proposed for estimating the function-on-function regression model where a functional response and multiple functional predictors consist of random curves with quadratic and interaction effects. The…
We consider the problem of simultaneous variable selection and estimation in additive, partially linear models for longitudinal/clustered data. We propose an estimation procedure via polynomial splines to estimate the nonparametric…
This paper describes an estimator of the additive components of a nonparametric additive model with a known link function. When the additive components are twice continuously differentiable, the estimator is asymptotically normally…