Related papers: Quadratic inference with dense functional response…
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…
We propose a novel nonparametric regression framework subject to the positive definiteness constraint. It offers a highly modular approach for estimating covariance functions of stationary processes. Our method can impose positive…
This paper studies the non-parametric estimation and uniform inference for the conditional quantile regression function (CQRF) with covariates exposed to measurement errors. We consider the case that the distribution of the measurement…
We consider nonparametric estimation of the mean and covariance functions for functional/longitudinal data. Strong uniform convergence rates are developed for estimators that are local-linear smoothers. Our results are obtained in a unified…
Estimation and inference with modern longitudinal data from wearable devices, which consist of biological signals at high-frequency time points, is burdened by massive computational costs. We propose a distributed estimation and inference…
Regression analysis of correlated data, where multiple correlated responses are recorded on the same unit, is ubiquitous in many scientific areas. With the advent of new technologies, in particular high-throughput omics profiling assays,…
Linear regression on network-linked observations has been an essential tool in modeling the relationship between response and covariates with additional network structures. Previous methods either lack inference tools or rely on restrictive…
In this article we propose a new variable selection method for analyzing data collected from longitudinal sample surveys. The procedure is based on the survey-weighted quadratic inference function, which was recently introduced as an…
We consider the problem of estimating a dose-response curve. Continuous treatments arise often in practice, e.g. in the form of time spent on an operation, distance traveled to a location or dosage of a drug. Letting $A$ denote a continuous…
We introduce a new model of linear regression for random functional inputs taking into account the first order derivative of the data. We propose an estimation method which comes down to solving a special linear inverse problem. Our…
Weighting methods are essential tools for estimating causal effects in observational studies, with the goal of balancing pre-treatment covariates across treatment groups. Traditional approaches pursue this objective indirectly, for example,…
We consider functional linear regression models where functional outcomes are associated with scalar predictors by coefficient functions with shape constraints, such as monotonicity and convexity, that apply to sub-domains of interest. To…
A new single-index model that reflects the time-dynamic effects of the single index is proposed for longitudinal and functional response data, possibly measured with errors, for both longitudinal and time-invariant covariates. With…
We present a method for estimating sparse high-dimensional inverse covariance and partial correlation matrices, which exploits the connection between the inverse covariance matrix and linear regression. The method is a two-stage estimation…
A new sparse semiparametric model is proposed, which incorporates the influence of two functional random variables in a scalar response in a flexible and interpretable manner. One of the functional covariates is included through a…
Motivated by the simultaneous association analysis with the presence of latent confounders, this paper studies the large-scale hypothesis testing problem for the high-dimensional confounded linear models with both non-asymptotic and…
Big data analytics has opened new avenues in economic research, but the challenge of analyzing datasets with tens of millions of observations is substantial. Conventional econometric methods based on extreme estimators require large amounts…
Regression models with both high-dimensional responses and covariates have attracted growing attention. Standard multivariate regression models become inadequate when the response variables depend not only on observed covariates but also on…
Stepped-wedge designs are increasingly used in randomized experiments to accommodate logistical and ethical constraints by staggering treatment roll-out over time. Despite their popularity, existing analytical methods largely rely on…
In many longitudinal settings, time-varying covariates may not be measured at the same time as responses and are often prone to measurement error. Naive last-observation-carried-forward methods incur estimation biases, and existing…