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A robust estimation framework for binary regression models is studied, aiming to extend traditional approaches like logistic regression models. While previous studies largely focused on logistic models, we explore a broader class of models…

Methodology · Statistics 2025-02-24 Kenichi Hayashi , Shinto Eguchi

Convex and penalized robust regression methods often suffer from a persistent bias induced by large outliers, limiting their effectiveness in adversarial or heavy-tailed settings. In this work, we study a smooth redescending non-convex…

Statistics Theory · Mathematics 2025-12-01 Ilyes Hammouda , Mohamed Ndaoud , Abd-Krim Seghouane

We propose a minimum distance estimation method for robust regression in sparse high-dimensional settings. The traditional likelihood-based estimators lack resilience against outliers, a critical issue when dealing with high-dimensional…

Methodology · Statistics 2013-07-12 Aurélie C. Lozano , Nicolai Meinshausen

Function-on-function linear regression is important for understanding the relationship between the response and the predictor that are both functions. In this article, we propose a reproducing kernel Hilbert space approach to…

Statistics Theory · Mathematics 2021-09-29 Holger Dette , Jiajun Tang

This paper presents a new methodology, called AFSSEN, to simultaneously select significant predictors and produce smooth estimates in a high-dimensional function-on-scalar linear model with a sub-Gaussian errors. Outcomes are assumed to lie…

Methodology · Statistics 2019-05-27 Ardalan Mirshani , Matthew Reimherr

Spatial econometric research typically relies on the assumption that the spatial dependence structure is known in advance and is represented by a deterministic spatial weights matrix. Contrary to classical approaches, we investigate the…

Computation · Statistics 2023-10-24 Miryam S. Merk , Philipp Otto

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…

Methodology · Statistics 2023-09-13 Cole Manschot , Emily C. Hector

Functional quantile regression (FQR) is a useful alternative to mean regression for functional data as it provides a comprehensive understanding of how scalar predictors influence the conditional distribution of functional responses. In…

Methodology · Statistics 2023-11-08 Yusha Liu , Meng Li , Jeffrey S. Morris

We consider the estimation of the value of a linear functional of the slope parameter in functional linear regression, where scalar responses are modeled in dependence of random functions. The theory in this paper covers in particular…

Statistics Theory · Mathematics 2011-12-19 J. Johannes , R. Schenk

Robust M-estimation uses loss functions, such as least absolute deviation (LAD), quantile loss and Huber's loss, to construct its objective function, in order to for example eschew the impact of outliers, whereas the difficulty in analysing…

Econometrics · Economics 2023-01-18 Chaohua Dong , Jiti Gao , Yundong Tu , Bin Peng

We propose a novel sampling-based federated learning framework for statistical inference on M-estimators with non-smooth objective functions, which frequently arise in modern statistical applications such as quantile regression and AUC…

Methodology · Statistics 2025-05-06 Xiudi Li , Lu Tian , Tianxi Cai

Multiplicative errors in addition to spatially referenced observations often arise in geodetic applications, particularly in surface estimation with light detection and ranging (LiDAR) measurements. However, spatial regression involving…

Methodology · Statistics 2023-09-06 Hojun You , Wei-Ying Wu , Chae Young Lim , Kyubaek Yoon , Jongeun Choi

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…

Methodology · Statistics 2026-02-02 Shivam Kumar , Haotian Xu , Haeran Cho , Daren Wang

Irregular functional data in which densely sampled curves are observed over different ranges pose a challenge for modeling and inference, and sensitivity to outlier curves is a concern in applications. Motivated by applications in…

Methodology · Statistics 2021-05-14 Yeonjoo Park , Xiaohui Chen , Douglas G. Simpson

Estimating location is a central problem in functional data analysis, yet most current estimation procedures either unrealistically assume completely observed trajectories or lack robustness with respect to the many kinds of anomalies one…

Methodology · Statistics 2022-03-24 Ioannis Kalogridis , Stefan Van Aelst

The quality of numerical reconstructions for unknown parameters in inverse problems depends fundamentally on the selection of experimental data. To ensure a robust reconstruction, it is crucial to select data that are sensitive to the…

Numerical Analysis · Mathematics 2026-04-14 Kathrin Hellmuth , Christian Klingenberg , Qin Li

A robust estimator is proposed for the parameters that characterize the linear regression problem. It is based on the notion of shrinkages, often used in Finance and previously studied for outlier detection in multivariate data. A thorough…

Methodology · Statistics 2020-02-07 Elisa Cabana , Rosa E. Lillo , Henry Laniado

Studies in environmental and epidemiological sciences are often spatially varying and observational in nature with the aim of establishing cause and effect relationships. One of the major challenges with such studies is the presence of…

Methodology · Statistics 2023-05-16 Sayli Pokal , Yawen Guan , Honglang Wang , Yuzhen Zhou

We consider (robust) inference in the context of a factor model for tensor-valued sequences. We study the consistency of the estimated common factors and loadings space when using estimators based on minimising quadratic loss functions.…

Methodology · Statistics 2023-08-29 Matteo Barigozzi , Yong He , Lingxiao Li , Lorenzo Trapani

We present two innovative functional partial quantile regression algorithms designed to accurately and efficiently estimate the regression coefficient function within the function-on-function linear quantile regression model. Our algorithms…

Methodology · Statistics 2025-10-14 Muge Mutis , Ufuk Beyaztas , Filiz Karaman , Han Lin Shang