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The subject of this paper is the problem of nonparametric estimation of a continuous distribution function from observations with measurement errors. We study minimax complexity of this problem when unknown distribution has a density…

Statistics Theory · Mathematics 2012-02-27 I. Dattner , A. Goldenshluger , A. Juditsky

High-dimensional covariates often admit linear factor structure. To effectively screen correlated covariates in high-dimension, we propose a conditional variable screening test based on non-parametric regression using neural networks due to…

Econometrics · Economics 2024-08-21 Jianqing Fan , Weining Wang , Yue Zhao

Marginal structural models are a popular method for estimating causal effects in the presence of time-varying exposures. In spite of their popularity, no scalable non-parametric estimator exist for marginal structural models with…

Methodology · Statistics 2024-09-30 Axel Martin , Michele Santacatterina , Iván Díaz

This paper considers the problem of adaptive estimation of a template in a randomly shifted curve model. Using the Fourier transform of the data, we show that this problem can be transformed into a stochastic linear inverse problem. Our aim…

Statistics Theory · Mathematics 2009-11-10 Jérémie Bigot , Sébastien Gadat , Clément Marteau

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…

Statistics Theory · Mathematics 2019-08-14 Holger Dette , Subhra Sankar Dhar , Weichi Wu

Fr\'echet regression extends the principles of linear regression to accommodate responses valued in generic metric spaces. While this approach has primarily focused on exploring relationships between Euclidean predictors and non-Euclidean…

Statistics Theory · Mathematics 2026-02-25 Chang Jun Im , Jeong Min Jeon

This paper proposes consistent estimators for transformation parameters in semiparametric models. The problem is to find the optimal transformation into the space of models with a predetermined regression structure like additive or…

Statistics Theory · Mathematics 2008-12-18 Oliver Linton , Stefan Sperlich , Ingrid Van Keilegom

In this paper, we consider adaptive estimation of an unknown planar compact, convex set from noisy measurements of its support function on a uniform grid. Both the problem of estimating the support function at a point and that of estimating…

Statistics Theory · Mathematics 2015-08-18 Tony Cai , Adityanand Guntuboyina , Yuting Wei

We consider a longitudinal data structure consisting of baseline covariates, time-varying treatment variables, intermediate time-dependent covariates, and a possibly time dependent outcome. Previous studies have shown that estimating the…

Statistics Theory · Mathematics 2018-10-09 Linh Tran , Maya Petersen , Joshua Schwab , Mark J van der Laan

In practice, data often contain discrete variables. But most of the popular nonparametric estimation methods have been developed in a purely continuous framework. A common trick among practitioners is to make discrete variables continuous…

Methodology · Statistics 2018-01-08 Thomas Nagler

New local linear estimators are proposed for a wide class of nonparametric regression models. The estimators are uniformly consistent regardless of satisfying traditional conditions of depen\-dence of design elements. The estimators are the…

Statistics Theory · Mathematics 2022-07-05 Yuliana Linke , Igor Borisov , Pavel Ruzankin , Vladimir Kutsenko , Elena Yarovaya , Svetlana Shalnova

We construct confidence sets for the regression function in nonparametric binary regression with an unknown design density. These confidence sets are adaptive in $L^2$ loss over a continuous class of Sobolev type spaces. Adaptation holds in…

Statistics Theory · Mathematics 2016-08-04 Rajarshi Mukherjee , Subhabrata Sen

Due to the curse of dimensionality, estimation in a multidimensional nonparametric regression model is in general not feasible. Hence, additional restrictions are introduced, and the additive model takes a prominent place. The restrictions…

Statistics Theory · Mathematics 2007-06-13 M. Studer , B. Seifert , T. Gasser

In semivarying coefficient models for longitudinal/clustered data, usually of primary interest is usually the parametric component which involves unknown constant coefficients. First, we study semiparametric efficiency bound for estimation…

Methodology · Statistics 2015-09-15 Ming-Yen Cheng , Toshio Honda , Jialiang Li

Given observations from a circular random variable contaminated by an additive measurement error, we consider the problem of minimax optimal goodness-of-fit testing in a non-asymptotic framework. We propose direct and indirect testing…

Statistics Theory · Mathematics 2020-07-14 Sandra Schluttenhofer , Jan Johannes

Adaptive estimation of a quadratic functional over both Besov and $L_p$ balls is considered. A collection of nonquadratic estimators are developed which have useful bias and variance properties over individual Besov and $L_p$ balls. An…

Statistics Theory · Mathematics 2007-06-13 T. Tony Cai , Mark G. Low

We consider the regression model with errors-in-variables where we observe $n$ i.i.d. copies of $(Y,Z)$ satisfying $Y=f(X)+\xi, Z=X+\sigma\epsilon$, involving independent and unobserved random variables $X,\xi,\epsilon$. The density $g$ of…

Statistics Theory · Mathematics 2008-02-11 Fabienne Comte , Marie-Luce Taupin

This paper presents adaptive observers for online state and parameter estimation of a class of nonlinear systems motivated by biophysical models of neuronal circuits. We first present a linear-in-the-parameters design that solves a…

Systems and Control · Electrical Eng. & Systems 2024-02-19 Thiago B. Burghi , Rodolphe Sepulchre

The interpretation of coefficients from multivariate linear regression relies on the assumption that the conditional expectation function is linear in the variables. However, in many cases the underlying data generating process is…

Econometrics · Economics 2025-12-16 Nadav Kunievsky

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