Related papers: Inference for Fr\'echet Regression
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…
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…
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.…
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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…
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…
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…
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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…
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…
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…
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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…
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…
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…
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,…
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…