Related papers: Data-driven rate-optimal specification testing in …

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…

We consider nonparametric estimation of a regression curve when the data are observed with multiplicative distortion which depends on an observed confounding variable. We suggest several estimators, ranging from a relatively simple one that…

The integrated conditional moment (ICM) test is a classical and widely used method for assessing the adequacy of regression models. Although it performs well in fixed-dimension settings, its behavior changes dramatically when the predictor…

When reporting the results of clinical studies, some researchers may choose the five-number summary (including the sample median, the first and third quartiles, and the minimum and maximum values) rather than the sample mean and standard…

In the context of nonparametric regression, we study conditions under which the consistency (and rates of convergence) of estimators built from discretely sampled curves can be derived from the consistency of estimators based on the…

We investigate the problem of testing the global null in the high-dimensional regression models when the feature dimension $p$ grows proportionally to the number of observations $n$. Despite a number of prior work studying this problem,…

This paper introduces a new version of the smoothly trimmed mean with a more general version of weights, which can be used as an alternative to the classical trimmed mean. We derive its asymptotic variance and to further investigate its…

Under "measurement constraints," responses are expensive to measure and initially unavailable on most of records in the dataset, but the covariates are available for the entire dataset. Our goal is to sample a relatively small portion of…

Semiparametric regression offers a flexible framework for modeling non-linear relationships between a response and covariates. A prime example are generalized additive models where splines (say) are used to approximate non-linear functional…

Classical tests of goodness-of-fit aim to validate the conformity of a postulated model to the data under study. Given their inferential nature, they can be considered a crucial step in confirmatory data analysis. In their standard…

There has been substantial recent work on methods for estimating the slope function in linear regression for functional data analysis. However, as in the case of more conventional finite-dimensional regression, much of the practical…

Several new methods have been proposed for performing valid inference after model selection. An older method is sampling splitting: use part of the data for model selection and part for inference. In this paper we revisit sample splitting…

Extraordinary amounts of data are being produced in many branches of science. Proven statistical methods are no longer applicable with extraordinary large data sets due to computational limitations. A critical step in big data analysis is…

The order of smoothness chosen in nonparametric estimation problems is critical. This choice balances the tradeoff between model parsimony and data overfitting. The most common approach used in this context is cross-validation. However,…

Model checking plays an important role in linear regression as model misspecification seriously affects the validity and efficiency of regression analysis. In practice, model checking is often performed by subjectively evaluating the plot…

We introduce a novel approach based on stochastic optimization to find the optimal sampling distribution for the data-driven stability analysis of switched linear systems. Our goal is to address limitations of existing approaches, in…

It is well known that the minimax rates of convergence of nonparametric density and regression function estimation of a random variable measured with error is much slower than the rate in the error free case. Surprisingly, we show that if…

We consider stochastic optimization problems which use observed data to estimate essential characteristics of the random quantities involved. Sample average approximation (SAA) or empirical (plug-in) estimation are very popular ways to use…

Herein, we propose a Spearman rank correlation based screening procedure for ultrahigh-dimensional data with censored response case. The proposed method is model-free without specifying any regression forms of predictors or response…

In a standard classification framework a set of trustworthy learning data are employed to build a decision rule, with the final aim of classifying unlabelled units belonging to the test set. Therefore, unreliable labelled observations,…