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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

We consider nonparametric estimation of the mean and covariance functions for functional/longitudinal data. Strong uniform convergence rates are developed for estimators that are local-linear smoothers. Our results are obtained in a unified…

Statistics Theory · Mathematics 2012-11-12 Yehua Li , Tailen Hsing

This paper examines the local linear regression (LLR) estimate of the conditional distribution function $F(y|x)$. We derive three uniform convergence results: the uniform bias expansion, the uniform convergence rate, and the uniform…

Econometrics · Economics 2023-06-07 Haitian Xie

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 consider the recursive estimation of a regression functional where the explanatory variables take values in some functional space. We prove the almost sure convergence of such estimates for dependent functional data. Also we derive the…

Statistics Theory · Mathematics 2013-04-19 Aboubacar Amiri , Baba Thiam

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…

Methodology · Statistics 2025-11-27 Ioannis Kalogridis , Stanislav Nagy

Functional linear regression is an important topic in functional data analysis. It is commonly assumed that samples of the functional predictor are independent realizations of an underlying stochastic process, and are observed over a grid…

Methodology · Statistics 2020-09-15 Cheng Chen , Shaojun Guo , Xinghao Qiao

The classical functional linear regression model (FLM) and its extensions, which are based on the assumption that all individuals are mutually independent, have been well studied and are used by many researchers. This independence…

Computation · Statistics 2018-11-02 Tingting Huang , Gilbert Saporta , Huiwen Wang , Shanshan Wang

In functional data analysis, functional linear regression has attracted significant attention recently. Herein, we consider the case where both the response and covariates are functions. There are two available approaches for addressing…

Methodology · Statistics 2021-09-28 Mauro Bernardi , Antonio Canale , Marco Stefanucci

The standard linear and logistic regression models assume that the response variables are independent, but share the same linear relationship to their corresponding vectors of covariates. The assumption that the response variables are…

Machine Learning · Computer Science 2019-10-09 Constantinos Daskalakis , Nishanth Dikkala , Ioannis Panageas

Predicting scalar outcomes using functional predictors is a classic problem in functional data analysis. In many applications, however, only specific locations or time-points of the functional predictors have an impact on the outcome. Such…

Statistics Theory · Mathematics 2020-07-14 Dominik Poß , Dominik Liebl , Alois Kneip , Hedwig Eisenbarth , Tor D. Wager , Lisa Feldman Barrett

We consider nonparametric regression with functional covariates, that is, they are elements of an infinite-dimensional Hilbert space. A locally polynomial estimator is constructed, where an orthonormal basis and various tuning parameters…

Statistics Theory · Mathematics 2025-04-09 Moritz Jirak , Alois Kneip , Alexander Meister , Mario Pahl

We consider nonparametric functional regression when both predictors and responses are functions. More specifically, we let $(X_1,Y_1),...,(X_n,Y_n)$ be random elements in $\mathcal{F}\times\mathcal{H}$ where $\mathcal{F}$ is a semi-metric…

Statistics Theory · Mathematics 2011-11-29 Heng Lian

This paper studies estimation of linear panel regression models with heterogeneous coefficients, when both the regressors and the residual contain a possibly common, latent, factor structure. Our theory is (nearly) efficient, because based…

Econometrics · Economics 2019-03-01 Marco Avarucci , Paolo Zaffaroni

This paper proposes distributed estimation procedures for three scalar-on-function regression models: the functional linear model (FLM), the functional non-parametric model (FNPM), and the functional partial linear model (FPLM). The…

Computation · Statistics 2026-01-08 Peilun He , Han Lin Shang , Nan Zou

Fully nonparametric methods for regression from functional data have poor accuracy from a statistical viewpoint, reflecting the fact that their convergence rates are slower than nonparametric rates for the estimation of high-dimensional…

Statistics Theory · Mathematics 2012-11-22 Dong Chen , Peter Hall , Hans-Georg Müller

Suppose that $n$ statistical units are observed, each following the model $Y(x_j)=m(x_j)+ \epsilon(x_j),\, j=1,...,N,$ where $m$ is a regression function, $0 \leq x_1 <...<x_N \leq 1$ are observation times spaced according to a sampling…

Statistics Theory · Mathematics 2011-07-21 Karim Benhenni , David Degras

We propose in this work to derive a CLT in the functional linear regression model to get confidence sets for prediction based on functional linear regression. The main difficulty is due to the fact that estimation of the functional…

Statistics Theory · Mathematics 2016-08-16 Hervé Cardot , André Mas , Pascal Sarda

This paper studies optimal estimation of large-dimensional nonlinear factor models. The key challenge is that the observed variables are possibly nonlinear functions of some latent variables where the functional forms are left unspecified.…

Statistics Theory · Mathematics 2023-11-14 Yingjie Feng

We study uniform consistency in nonparametric mixture models as well as closely related mixture of regression (also known as mixed regression) models, where the regression functions are allowed to be nonparametric and the error…

Statistics Theory · Mathematics 2022-12-29 Bryon Aragam , Ruiyi Yang
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