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We consider estimating the parametric components of semi-parametric multiple index models in a high-dimensional and non-Gaussian setting. Such models form a rich class of non-linear models with applications to signal processing, machine…

Statistics Theory · Mathematics 2018-07-19 Zhuoran Yang , Krishnakumar Balasubramanian , Han Liu

In this paper, we introduce a novel high-dimensional Factor-Adjusted sparse Partially Linear regression Model (FAPLM), to integrate the linear effects of high-dimensional latent factors with the nonparametric effects of low-dimensional…

Methodology · Statistics 2025-01-14 Yanmei Shi , Meiling Hao , Yanlin Tang , Xu Guo

In this article, we consider an imputation method to handle missing response values based on semiparametric quantile regression estimation. In the proposed method, the missing response values are generated using the estimated conditional…

Statistics Theory · Mathematics 2014-04-15 Senniang Chen , Cindy L Yu

This paper studies optimal estimation of large-dimensional nonlinear factor models. The key challenge is that the observed variables are possibly nonlinear functions of some latent variables where the functional forms are left unspecified.…

Statistics Theory · Mathematics 2023-11-14 Yingjie Feng

This paper proposes distributed estimation procedures for three scalar-on-function regression models: the functional linear model (FLM), the functional non-parametric model (FNPM), and the functional partial linear model (FPLM). The…

Computation · Statistics 2026-01-08 Peilun He , Han Lin Shang , Nan Zou

The paper deals with generalized functional regression. The aim is to estimate the influence of covariates on observations, drawn from an exponential distribution. The link considered has a semiparametric expression: if we are interested in…

Statistics Theory · Mathematics 2013-09-20 Irène Gannaz

This paper proposes a Kolmogorov-Smirnov type statistic and a Cram\'er-von Mises type statistic to test linearity in semi-functional partially linear regression models. Our test statistics are based on a residual marked empirical process…

Statistics Theory · Mathematics 2022-12-02 Yongzhen Feng , Jie Li , Xiaojun Song

In this paper we give a brief review of semiparametric theory, using as a running example the common problem of estimating an average causal effect. Semiparametric models allow at least part of the data-generating process to be unspecified…

Methodology · Statistics 2017-09-20 Edward H. Kennedy

In this work, we propose a deep learning-based method to perform semiparametric regression analysis for spatially dependent data. To be specific, we use a sparsely connected deep neural network with rectified linear unit (ReLU) activation…

Machine Learning · Statistics 2023-12-19 Kexuan Li , Jun Zhu , Anthony R. Ives , Volker C. Radeloff , Fangfang Wang

Fully nonparametric methods for regression from functional data have poor accuracy from a statistical viewpoint, reflecting the fact that their convergence rates are slower than nonparametric rates for the estimation of high-dimensional…

Statistics Theory · Mathematics 2012-11-22 Dong Chen , Peter Hall , Hans-Georg Müller

We propose a generalized functional linear regression model for a regression situation where the response variable is a scalar and the predictor is a random function. A linear predictor is obtained by forming the scalar product of the…

Statistics Theory · Mathematics 2007-06-13 Hans-Georg Muller , Ulrich Stadtmuller

In this article, we extend predictor envelope models to settings with multivariate outcomes and multiple, functional predictors. We propose a two-step estimation strategy, which first projects the function onto a finite-dimensional…

Methodology · Statistics 2025-05-22 Minxuan Wu , Joseph Antonelli , Zhihua Su

Single-parameter summaries of variable effects in regression settings are desirable for ease of interpretation. However (partially) linear models for example, which would deliver these, may fit poorly to the data. On the other hand, an…

Statistics Theory · Mathematics 2025-07-28 Harvey Klyne , Rajen D. Shah

We study a regression problem where for some part of the data we observe both the label variable ($Y$) and the predictors (${\bf X}$), while for other part of the data only the predictors are given. Such a problem arises, for example, when…

Statistics Theory · Mathematics 2021-04-14 David Azriel , Lawrence D. Brown , Michael Sklar , Richard Berk , Andreas Buja , Linda Zhao

We study the semiparametric efficient estimation of a class of linear functionals in settings where a complete multivariate dataset is supplemented by additional datasets recording subsets of the variables of interest. These datasets are…

Statistics Theory · Mathematics 2025-06-19 Thomas B. Berrett

When the response mechanism is believed to be not missing at random (NMAR), a valid analysis requires stronger assumptions on the response mechanism than standard statistical methods would otherwise require. Semiparametric estimators have…

Methodology · Statistics 2020-05-08 Kosuke Morikawa , Jae Kwang Kim

In this paper, we study the estimation of partially linear models for spatial data distributed over complex domains. We use bivariate splines over triangulations to represent the nonparametric component on an irregular two-dimensional…

Statistics Theory · Mathematics 2021-06-03 Li Wang , Guannan Wang , Min-Jun Lai , Lei Gao

We propose a supervised principal component regression method for relating functional responses with high dimensional predictors. Unlike the conventional principal component analysis, the proposed method builds on a newly defined expected…

Methodology · Statistics 2023-08-17 Xinyi Zhang , Qiang Sun , Dehan Kong

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

We consider the problem of predicting a real random variable from a functional explanatory variable. The problem is attacked by mean of nonparametric kernel approach which has been recently adapted to this functional context. We derive…

Statistics Theory · Mathematics 2016-08-16 Frédéric Ferraty , André Mas , Philippe Vieu