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In a recent paper (Efron (2004)), Efron pointed out that an important issue in large-scale multiple hypothesis testing is that the null distribution may be unknown and need to be estimated. Consider a Gaussian mixture model, where the null…

Statistics Theory · Mathematics 2009-11-20 Jiashun Jin , Jie Peng , Pei Wang

A method for estimating nonlinear regression errors and their distributions without performing regression is presented. Assuming continuity of the modeling function the variance is given in terms of conditional probabilities extracted from…

Machine Learning · Statistics 2014-04-15 Hong Pi , Carsten Peterson

New procedures for detecting a change in the cross-sectional mean of panel data are proposed. The procedures rely on estimating nuisance parameters using certain cross-sectional means across panels using a weighted least squares regression.…

Methodology · Statistics 2026-05-07 Charl Pretorius , Heinrich Roodt

In this paper we explore partial coherence as a tool for evaluating causal influence of one signal sequence on another. In some cases the signal sequence is sampled from a time- or space-series. The key idea is to establish a connection…

Signal Processing · Electrical Eng. & Systems 2021-12-09 Louis L. Scharf , Yuan Wang

This paper considers the topic of finding prior distributions when a major component of the statistical model depends on a nonlinear function. Using results on how to construct uniform distributions in general metric spaces, we propose a…

Computation · Statistics 2014-05-09 Björn Bornkamp

We propose a general nonparametric Bayesian framework for binary regression, which is built from modeling for the joint response-covariate distribution. The observed binary responses are assumed to arise from underlying continuous random…

Methodology · Statistics 2016-09-06 Maria DeYoreo , Athanasios Kottas

Estimating linear regression using least squares and reporting robust standard errors is very common in financial economics, and indeed, much of the social sciences and elsewhere. For thick tailed predictors under heteroskedasticity this…

Methodology · Statistics 2020-08-17 Neil Shephard

Considering a regression model, we address the question of testing the nullity of the regression function. The testing procedure is available when the variance of the observations is unknown and does not depend on any prior information on…

Statistics Theory · Mathematics 2019-04-08 Thi Thien Trang Bui

This article studies global testing of the slope function in functional linear regression model in the framework of reproducing kernel Hilbert space. We propose a new testing statistic based on smoothness regularization estimators. The…

Statistics Theory · Mathematics 2021-10-13 Jianjun Xu , Wenquan Cui

We develop a general estimation and inference procedure for the common parameters in linear panel data regression models with nonparametric two-way specification of unobserved heterogeneity. The procedure takes as input any first-step…

Econometrics · Economics 2026-05-08 Hugo Freeman , Dennis Kristensen

A tacit assumption in classical linear regression problems is the full knowledge of the existing link between the covariates and responses. In Unlinked Linear Regression (ULR) this link is either partially or completely missing. While the…

Statistics Theory · Mathematics 2025-07-22 Fadoua Balabdaoui , Martin Slawski , Jonathan Steffani

Recently, several authors have re-examined the power of the classical F-test in linear regression in a `large-p, large-n' framework (cf. Zhong and Chen (2011), Wang and Cui (2013)). They highlight the loss of power as the number of…

Statistics Theory · Mathematics 2016-11-08 Lukas Steinberger

Functional linear regression analysis aims to model regression relations which include a functional predictor. The analog of the regression parameter vector or matrix in conventional multivariate or multiple-response linear regression…

Statistics Theory · Mathematics 2011-02-28 Yichao Wu , Jianqing Fan , Hans-Georg Müller

We study partially linear models when the outcome of interest and some of the covariates are observed in two different datasets that cannot be linked. This type of data combination problem arises very frequently in empirical microeconomics.…

Econometrics · Economics 2023-08-23 Xavier D'Haultfœuille , Christophe Gaillac , Arnaud Maurel

In many remote sensing applications one wants to estimate variables or parameters of interest from observations. When the target variable is available at a resolution that matches the remote sensing observations, standard algorithms such as…

This book is meant to provide an introduction to linear models and the theories behind them. Our goal is to give a rigorous introduction to the readers with prior exposure to ordinary least squares. In machine learning, the output is…

Machine Learning · Computer Science 2025-05-12 Jun Lu

Transfer learning, also referred as knowledge transfer, aims at reusing knowledge from a source dataset to a similar target one. While many empirical studies illustrate the benefits of transfer learning, few theoretical results are…

Statistics Theory · Mathematics 2021-02-19 David Obst , Badih Ghattas , Jairo Cugliari , Georges Oppenheim , Sandra Claudel , Yannig Goude

High-dimensional group inference is an essential part of statistical methods for analysing complex data sets, including hierarchical testing, tests of interaction, detection of heterogeneous treatment effects and inference for local…

Methodology · Statistics 2020-12-01 Zijian Guo , Claude Renaux , Peter Bühlmann , T. Tony Cai

We introduce a new procedure for testing the significance of a set of regression coefficients in a Gaussian linear model with $n \geq d$. Our method, the $L$-test, provides the same statistical validity guarantee as the classical $F$-test,…

Methodology · Statistics 2025-12-01 Danielle Paulson , Souhardya Sengupta , Lucas Janson

The incorporation of unlabeled data in regression and classification analysis is an increasing focus of the applied statistics and machine learning literatures, with a number of recent examples demonstrating the potential for unlabeled data…

Methodology · Statistics 2009-09-29 Feng Liang , Sayan Mukherjee , Mike West