Related papers: Envelope-based partial least squares in functional…
In functional linear regression, the parameters estimation involves solving a non necessarily well-posed problem and it has points of contact with a range of methodologies, including statistical smoothing, deconvolution and projection on…
Functional data analysis is a fast evolving branch of modern statistics and the functional linear model has become popular in recent years. However, most estimation methods for this model rely on generalized least squares procedures and…
The functional linear model is an important extension of the classical regression model allowing for scalar responses to be modeled as functions of stochastic processes. Yet, despite the usefulness and popularity of the functional linear…
A partial least squares regression is proposed for estimating the function-on-function regression model where a functional response and multiple functional predictors consist of random curves with quadratic and interaction effects. The…
Envelopes were recently proposed as methods for reducing estimative variation in multivariate linear regression. Estimation of an envelope usually involves optimization over Grassmann manifolds. We propose a fast and widely applicable…
Dimension reduction provides a useful tool for analyzing high dimensional data. The recently developed \textit{Envelope} method is a parsimonious version of the classical multivariate regression model through identifying a minimal reducing…
Envelope methods offer targeted dimension reduction for various models. The overarching goal is to improve efficiency in multivariate parameter estimation by projecting the data onto a lower-dimensional subspace known as the envelope.…
Recently, Su and Cook proposed a dimension reduction technique called the inner envelope which can be substantially more efficient than the original envelope or existing dimension reduction techniques for multivariate regression. However,…
The function-on-function linear regression model in which the response and predictors consist of random curves has become a general framework to investigate the relationship between the functional response and functional predictors.…
The research is about a systematic investigation on the following issues. First, we construct different outcome regression-based estimators for conditional average treatment effect under, respectively, true (oracle), parametric,…
People employ the function-on-function regression to model the relationship between two random curves. Fitting this model, widely used strategies include algorithms falling into the framework of functional partial least squares (typically…
When multiple measures are collected repeatedly over time, redundancy typically exists among responses. The envelope method was recently proposed to reduce the dimension of responses without loss of information in regression with…
In this study, we propose a function-on-function linear quantile regression model that allows for more than one functional predictor to establish a more flexible and robust approach. The proposed model is first transformed into a…
Functional linear regression has recently attracted considerable interest. Many works focus on asymptotic inference. In this paper we consider in a non asymptotic framework a simple estimation procedure based on functional Principal…
We propose a principal components regression method based on maximizing a joint pseudo-likelihood for responses and predictors. Our method uses both responses and predictors to select linear combinations of the predictors relevant for the…
A constrained multivariate linear model is a multivariate linear model with the columns of its coefficient matrix constrained to lie in a known subspace. This class of models includes those typically used to study growth curves and…
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…
Envelope methodology is succinctly pitched as a class of procedures for increasing efficiency in multivariate analyses without altering traditional objectives \citep[first sentence of page 1]{cook2018introduction}. This description is true…
We endeavour to estimate numerous multi-dimensional means of various probability distributions on a common space based on independent samples. Our approach involves forming estimators through convex combinations of empirical means derived…
We study regression discontinuity designs in which many predetermined covariates, possibly much more than the number of observations, can be used to increase the precision of treatment effect estimates. We consider a two-step estimator…