Related papers: A multivariate spatial regression model using sign…
Within the statistical literature, a significant gap exists in methods capable of modeling asymmetric multivariate spatial effects that elucidate the relationships underlying complex spatial phenomena. For such a phenomenon, observations at…
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…
In this work we propose a generalized additive functional regression model for partially observed functional data. Our approach accommodates functional predictors of varying dimensions without requiring imputation of missing observations.…
This paper considers an estimation of semiparametric functional (varying)-coefficient quantile regression with spatial data. A general robust framework is developed that treats quantile regression for spatial data in a natural…
A new multivariate stochastic volatility estimation procedure for financial time series is proposed. A Wishart autoregressive process is considered for the volatility precision covariance matrix, for the estimation of which a two step…
Conditional autoregressive (CAR) models are commonly used to capture spatial correlation in areal unit data, and are typically specified as a prior distribution for a set of random effects, as part of a hierarchical Bayesian model. The…
This article is devoted to some time-changed stochastic models based on multivariate stable processes. The considered models have several advantages in comparison with classical time-changed Brownian motions - for instance, it turns out…
Point process modeling is gaining increasing attention, as point process type data are emerging in numerous scientific applications. In this article, motivated by a neuronal spike trains study, we propose a novel point process regression…
In this paper we present a nonparametric method for extending functional regression methodology to the situation where more than one functional covariate is used to predict a functional response. Borrowing the idea from Kadri et al.…
In this work, we propose an observation system based on the available data which solution is one-be-one mapping to the forward problem(with the unknown initial function) solution. It implies their solutions share the same linear structure…
Prediction is a classic challenge in spatial statistics and the inclusion of spatial covariates can greatly improve predictive performance when incorporated into a model with latent spatial effects. It is desirable to develop flexible…
We summarize properties of the spatial sign covariance matrix and especially look at the relationship between its eigenvalues and those of the shape matrix of an elliptical distribution. The explicit relationship known in the bivariate case…
We consider an analysis of variance type problem, where the sample observations are random elements in an infinite dimensional space. This scenario covers the case, where the observations are random functions. For such a problem, we propose…
Spatially misaligned data, where the response and covariates are observed at different spatial locations, commonly arise in many environmental studies. Much of the statistical literature on handling spatially misaligned data has been…
Reliable inference for spatial regression remains challenging because it requires the correct specification of the spatial dependence structure, the mean trend, and the error distribution. Existing parametric testing methods rely on…
For many survey-based spatial modelling problems, responses are observed as spatially aggregated over survey regions due to limited resources. Covariates, from weather models and satellite imageries, can be observed at many different…
We develop a Fisher-consistent redescending robust estimator for the spatial scalar-on-function regression model, where a scalar response depends on both a functional predictor and a spatial autoregressive lag. Existing estimation…
A spatial curve dynamical model framework is adopted for functional prediction of counts in a spatiotemporal log-Gaussian Cox process model. Our spatial functional estimation approach handles both wavelet-based heterogeneity analysis in…
The classical Mat\'ern model has been a staple in spatial statistics. Novel data-rich applications in environmental and physical sciences, however, call for new, flexible vector-valued spatial and space-time models. Therefore, the extension…
We propose a new variable selection procedure for a functional linear model with multiple scalar responses and multiple functional predictors. This method is based on basis expansions of the involved functional predictors and coefficients…