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The problem of adaptive multivariate function estimation in the single-index regression model with random design and weak assumptions on the noise is investigated. A novel estimation procedure that adapts simultaneously to the unknown index…

Statistics Theory · Mathematics 2014-01-29 Oleg Lepski , Nora Serdyukova

We propose two approaches to estimate semiparametric discrete choice models for bundles. Our first approach is a kernel-weighted rank estimator based on a matching-based identification strategy. We establish its complete asymptotic…

Econometrics · Economics 2024-12-18 Fu Ouyang , Thomas Tao Yang

We propose two approaches to estimate semiparametric discrete choice models for bundles. Our first approach is a kernel-weighted rank estimator based on a matching-based identification strategy. We establish its complete asymptotic…

Econometrics · Economics 2024-12-18 Fu Ouyang , Thomas T. Yang

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…

Machine Learning · Statistics 2026-05-28 Jakub Wornbard , Zikai Shen , Dimitri Meunier , Arthur Gretton

We consider a class of semiparametric regression models which are one-parameter extensions of the Cox [J. Roy. Statist. Soc. Ser. B 34 (1972) 187-220] model for right-censored univariate failure times. These models assume that the hazard…

Statistics Theory · Mathematics 2007-06-13 Michael R. Kosorok , Bee Leng Lee , Jason P. Fine

Density estimation plays a fundamental role in many areas of statistics and machine learning. Parametric, nonparametric and semiparametric density estimation methods have been proposed in the literature. Semiparametric density models are…

Statistics Theory · Mathematics 2019-01-11 Jian Shi , Jiahui Yu , Anna Liu , Yuedong Wang

In this paper we propose a general series method to estimate a semiparametric partially linear varying coefficient model. We establish the consistency and \sqrtn-normality property of the estimator of the finite-dimensional parameters of…

Statistics Theory · Mathematics 2007-06-13 Ibrahim Ahmad , Sittisak Leelahanon , Qi Li

Difference-in-differences (DiD) is a cornerstone of causal inference, yet extending it to functional outcomes is not a routine scalar generalization; rather, it entails three fundamental challenges in identification, inference, and…

Methodology · Statistics 2026-05-29 Junzhu Nie , Chengxiu Ling , Mengfei Ran

In this paper, we introduce new parametric and semiparametric regression techniques for a recurrent event process subject to random right censoring. We develop models for the cumula- tive mean function and provide asymptotically normal…

Statistics Theory · Mathematics 2015-03-17 Olivier Bouaziz , Ségolen Geffray , Olivier Lopez

Generalized partially linear single-index models (GPLSIMs) provide a flexible and interpretable semiparametric framework for longitudinal outcomes by combining a low-dimensional parametric component with a nonparametric index component. For…

Methodology · Statistics 2026-02-19 Tianni Zhang , Yuyao Wang , Yu Lu , Mengfei Ran

The cause of failure in cohort studies that involve competing risks is frequently incompletely observed. To address this, several methods have been proposed for the semiparametric proportional cause-specific hazards model under a missing at…

Methodology · Statistics 2020-02-24 Giorgos Bakoyannis , Ying Zhang , Constantin T. Yiannoutsos

We propose inferential tools for functional linear quantile regression where the conditional quantile of a scalar response is assumed to be a linear functional of a functional covariate. In contrast to conventional approaches, we employ…

Statistics Theory · Mathematics 2022-02-25 Peijun Sang , Zuofeng Shang , Pang Du

Interval censored data commonly arise in medical studies when the event time of interest is only known to lie within an interval. In the presence of a cure subgroup, conventional mixture cure models typically assume a logistic model for the…

Methodology · Statistics 2026-01-21 Xiaoru Huang , Tonghui Yu , Xiaoyu Liu

We consider estimation in the single index model where the link function is monotone. For this model a profile least squares estimator has been proposed to estimate the unknown link function and index. Although it is natural to propose this…

Statistics Theory · Mathematics 2018-10-24 Fadoua Balabdaoui , Piet Groeneboom , Kim Hendrickx

The paper considers functional linear regression, where scalar responses $Y_1,...,Y_n$ are modeled in dependence of random functions $X_1,...,X_n$. We propose a smoothing splines estimator for the functional slope parameter based on a…

Statistics Theory · Mathematics 2009-02-26 Christophe Crambes , Alois Kneip , Pascal Sarda

In this paper we consider the linear regression model $Y =S X+\varepsilon $ with functional regressors and responses. We develop new inference tools to quantify deviations of the true slope $S$ from a hypothesized operator $S_0$ with…

Statistics Theory · Mathematics 2021-08-17 Tim Kutta , Gauthier Dierickx , Holger Dette

We study a functional linear regression model that deals with functional responses and allows for both functional covariates and high-dimensional vector covariates. The proposed model is flexible and nests several functional regression…

Statistics Theory · Mathematics 2022-08-24 Daren Wang , Zifeng Zhao , Yi Yu , Rebecca Willett

We consider the estimation problem in high-dimensional semi-supervised learning. Our goal is to investigate when and how the unlabeled data can be exploited to improve the estimation of the regression parameters of linear model in light of…

Methodology · Statistics 2023-03-21 Siyi Deng , Yang Ning , Jiwei Zhao , Heping Zhang

Theoretical guarantees are established for a standard estimator in a semi-parametric finite mixture model, where each component density is modeled as a product of univariate densities under a conditional independence assumption. The focus…

Statistics Theory · Mathematics 2025-11-07 Marie Du Roy de Chaumaray , Michael Levine , Matthieu Marbac

We propose a roughness regularization approach in making nonparametric inference for generalized functional linear models. In a reproducing kernel Hilbert space framework, we construct asymptotically valid confidence intervals for…

Statistics Theory · Mathematics 2015-07-31 Zuofeng Shang , Guang Cheng