Related papers: Change-plane analysis in functional response quant…
Quantiles and expected shortfalls are commonly used risk measures in financial risk management. The two measurements are correlated while have distinguished features. In this project, our primary goal is to develop stable and practical…
The frequency-domain properties of nonstationary functional time series often contain valuable information. These properties are characterized through its time-varying power spectrum. Practitioners seeking low-dimensional summary measures…
Hypothesis testing procedures are developed to assess linear operator constraints in function-on-scalar regression when incomplete functional responses are observed. The approach enables statistical inferences about the shape and other…
The identification of predictive biomarkers from a large scale of covariates for subgroup analysis has attracted fundamental attention in medical research. In this article, we propose a generalized penalized regression method with a novel…
Many experiments record sequential trajectories where each trajectory consists of oscillations and fluctuations around zero. Such trajectories can be viewed as zero-mean functional data. When there are structural breaks (on the sequence of…
Counterfactual explanations are attracting significant attention due to the flourishing applications of machine learning models in consequential domains. A counterfactual plan consists of multiple possibilities to modify a given instance so…
In this paper, we study the estimation and inference of change points under a functional linear regression model with changes in the slope function. We present a novel Functional Regression Binary Segmentation (FRBS) algorithm which is…
This paper considers joint analysis of multiple functionally related structures in classification tasks. In particular, our method developed is driven by how functionally correlated brain structures vary together between autism and control…
In many biomedical problems, data are often heterogeneous, with samples spanning multiple patient subgroups, where different subgroups may have different disease subtypes, stages, or other medical contexts. These subgroups may be related,…
New procedures for detecting a change in the cross-sectional mean of panel data are proposed. The procedures rely on estimating nuisance parameters using certain cross-sectional means across panels using a weighted least squares regression.…
As a competitive alternative to least squares regression, quantile regression is popular in analyzing heterogenous data. For quantile regression model specified for one single quantile level $\tau$, major difficulties of semiparametric…
Considering a regression model, we address the question of testing the nullity of the regression function. The testing procedure is available when the variance of the observations is unknown and does not depend on any prior information on…
To construct flexible nonlinear predictive distributions, the paper introduces a family of softplus function based regression models that convolve, stack, or combine both operations by convolving countably infinite stacked gamma…
In this paper, we focus on distributed estimation and support recovery for high-dimensional linear quantile regression. Quantile regression is a popular alternative tool to the least squares regression for robustness against outliers and…
We consider covariate adjusted regression (CAR), a regression method for situations where predictors and response are observed after being distorted by a multiplicative factor. The distorting factors are unknown functions of an observable…
Recently, there has been great interest in estimating the conditional average treatment effect using flexible machine learning methods. However, in practice, investigators often have working hypotheses about effect heterogeneity across…
This article studies the problem whether two convex (concave) regression functions modelling the relation between a response and covariate in two samples differ by a shift in the horizontal and/or vertical axis. We consider a nonparametric…
Many machine learning models have important structural tuning parameters that cannot be directly estimated from the data. The common tactic for setting these parameters is to use resampling methods, such as cross--validation or the…
To increase statistical efficiency in a randomized experiment, researchers often use stratification (i.e., blocking) in the design stage. However, conventional practices of stratification fail to exploit valuable information about the…
Detecting and locating changes in highly multivariate data is a major concern in several current statistical applications. In this context, the first contribution of the paper is a novel non-parametric two-sample homogeneity test for…