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A new sparse semiparametric model is proposed, which incorporates the influence of two functional random variables in a scalar response in a flexible and interpretable manner. One of the functional covariates is included through a…

Methodology · Statistics 2024-01-29 Silvia Novo , Philippe Vieu , Germán Aneiros

The quantile spectrum was introduced in Li (2012; 2014) as an alternative tool for spectral analysis of time series. It has the capability of providing a richer view of time series data than that offered by the ordinary spectrum especially…

Methodology · Statistics 2026-03-26 Ta-Hsin Li

Spline quantile regression (SQR) is a method introduced recently by Li and Megiddo (2026) for linear quantile regression where the regression coefficients are treated as smooth functions of the quantile level. With the coefficients…

Methodology · Statistics 2026-03-25 Ta-Hsin Li

The quantile residual lifetime (QRL) regression is an attractive tool for assessing covariate effects on the distribution of residual life expectancy, which is often of interest in clinical studies. When the study subjects are exposed to…

Methodology · Statistics 2025-03-04 Tonghui Yu , Liming Xiang , Jong-Hyeon Jeong

In this paper, we propose a novel approach to fit a functional linear regression in which both the response and the predictor are functions of a common variable such as time. We consider the case that the response and the predictor…

Methodology · Statistics 2017-11-15 Behdad Mostafaiy , MohammadReza FaridRohani , Shojaeddin Chenouri

A functional (lagged) time series regression model involves the regression of scalar response time series on a time series of regressors that consists of a sequence of random functions. In practice, the underlying regressor curve time…

Methodology · Statistics 2020-07-28 Tomáš Rubín , Victor M. Panaretos

We propose a prediction procedure for the functional linear quantile regression model by using partial quantile covariance techniques and develop a simple partial quantile regression (SIMPQR) algorithm to efficiently extract partial…

Methodology · Statistics 2015-11-03 Dengdeng Yu , Linglong Kong , Ivan Mizera

We study a non linear regression model with functional data as inputs and scalar response. We propose a pointwise estimate of the regression function that maps a Hilbert space onto the real line by a local linear method. We provide the…

Statistics Theory · Mathematics 2013-02-20 Alain Berlinet , Abdallah Elamine , André Mas

We propose a generalized partially linear functional single index risk score model for repeatedly measured outcomes where the index itself is a function of time. We fuse the nonparametric kernel method and regression spline method, and…

Statistics Theory · Mathematics 2015-10-15 Fei Jiang , Yanyuan Ma , Yuanjia Wang

Along with the widespread adoption of high-dimensional data, traditional statistical methods face significant challenges in handling problems with high correlation of variables, heavy-tailed distribution, and coexistence of sparse and dense…

Methodology · Statistics 2025-08-04 Xiaoyang Wei , Yanlin Tang , Xu Guo , Meiling Hao , Yanmei Shi

In this manuscript, we study quantile regression in partial functional linear model where response is scalar and predictors include both scalars and multiple functions. Wavelet basis are adopted to better approximate functional slopes while…

Statistics Theory · Mathematics 2017-12-05 Dengdeng Yu , Li Zhang , Ivan Mizera , Bei Jiang , Linglong Kong

This paper introduces a novel spatial scalar-on-function quantile regression model that extends classical scalar-on-function models to account for spatial dependence and heterogeneous conditional distributions. The proposed model…

Methodology · Statistics 2025-10-21 Muge Mutis , Ufuk Beyaztas , Filiz Karaman , Han Lin Shang

Quantile regression is an effective technique to quantify uncertainty, fit challenging underlying distributions, and often provide full probabilistic predictions through joint learnings over multiple quantile levels. A common drawback of…

Machine Learning · Computer Science 2022-02-24 Youngsuk Park , Danielle Maddix , François-Xavier Aubet , Kelvin Kan , Jan Gasthaus , Yuyang Wang

We propose nonparametric methods for functional linear regression which are designed for sparse longitudinal data, where both the predictor and response are functions of a covariate such as time. Predictor and response processes have smooth…

Statistics Theory · Mathematics 2016-08-16 Fang Yao , Hans-Georg Müller , Jane-Ling Wang

We study a scalar-on-function historical linear regression model which assumes that the functional predictor does not influence the response when the time passes a certain cutoff point. We approach this problem from the perspective of…

Methodology · Statistics 2018-09-14 Tianyu Guan , Zhenhua Lin , Jiguo Cao

We develop a modeling framework for dynamic function-on-scalars regression, in which a time series of functional data is regressed on a time series of scalar predictors. The regression coefficient function for each predictor is allowed to…

Methodology · Statistics 2018-10-25 Daniel R. Kowal

A functional time series approach is proposed for investigating spatial correlation in daily maximum temperature forecast errors for 111 cities spread across the U.S. The modelling of spatial correlation is most fruitful for longer forecast…

Methodology · Statistics 2021-11-23 Phillip A. Jang , David S. Matteson

Regressing a scalar response on a random function is nowadays a common situation. In the nonparametric setting, this paper paves the way for making the local linear regression based on a projection approach a prominent method for solving…

Methodology · Statistics 2019-07-19 Frédéric Ferraty , Stanislav Nagy

Quantile regression (QR) is now widely used to analyze the effect of covariates on the conditional distribution of a response variable. It provides a more comprehensive picture of the relationship between a response and covariates compared…

Methodology · Statistics 2025-12-16 Wenwu Gao , Dongyi Zheng , Hanbing Zhu

Quantile regression is a technique to estimate conditional quantile curves. It provides a comprehensive picture of a response contingent on explanatory variables. In a flexible modeling framework, a specific form of the conditional quantile…

Statistics Theory · Mathematics 2012-08-31 Vladimir Spokoiny , Weining Wang , Wolfgang Karl Härdle