相关论文: Estimation and convergence rates in the distributi…

This paper proposes a general class of regression models for continuous proportions when the data contain zeros or ones. The proposed class of models assumes that the response variable has a mixed continuous-discrete distribution with…

We consider least squares estimators of the finite regression parameter $\alpha$ in the single index regression model $Y=\psi(\alpha^T X)+\epsilon$, where $X$ is a $d$-dimensional random vector, $\E(Y|X)=\psi(\alpha^T X)$, and where $\psi$…

We consider nonparametric regression under covariate shift, where we observe samples from both the target distribution and a related but distinct source distribution. We introduce a novel object, the transfer function, and show that…

The simple linear model $$Y_i = \alpha + \beta \, x_i + \epsilon_i \qquad i=1,2, \ldots,N \geq 2$$ is considered, where the $x_i$'s are given constants and $\epsilon_1, \epsilon_2 , \ldots, \epsilon_N$ are iid with continuous distribution…

In the framework of nonparametric multivariate function estimation we are interested in structural adaptation. We assume that the function to be estimated has the "single-index" structure where neither the link function nor the index vector…

The present article is devoted to the semi-parametric estimation of multivariate expectiles for extreme levels. The considered multivariate risk measures also include the possible conditioning with respect to a functional covariate,…

In this paper, we propose a regression model where the response variable is beta prime distributed using a new parameterization of this distribution that is indexed by mean and precision parameters. The proposed regression model is useful…

This paper proposes a new approach to estimating the distribution of a response variable conditioned on observing some factors. The proposed approach possesses desirable properties of flexibility, interpretability, tractability and…

Symbolic Data Analysis works with variables for which each unit or class of units takes a finite set of values/categories, an interval or a distribution (an histogram, for instance). When to each observation corresponds an empirical…

We investigate the parameter estimation of regression models with fixed group effects, when the group variable is missing while group related variables are available. This problem involves clustering to infer the missing group variable…

We propose a two-step pseudo-maximum likelihood procedure for semiparametric single-index regression models where the conditional variance is a known function of the regression and an additional parameter. The Poisson single-index…

The statistical analysis of massive and complex data sets will require the development of algorithms that depend on distributed computing and collaborative inference. Inspired by this, we propose a collaborative framework that aims to…

We propose a "small-uniform" statistic for the inference of the functional PCA estimator in a functional linear regression model. The literature has shown two extreme behaviors: on the one hand, the FPCA estimator does not converge in…

We address the problem of survival regression modelling with multivariate responses and nonlinear covariate effects. Our model extends the proportional hazards model by introducing several weakly-parametric elements: the marginal baseline…

Single index models provide an effective dimension reduction tool in regression, especially for high dimensional data, by projecting a general multivariate predictor onto a direction vector. We propose a novel single-index model for…

We consider high dimensional $M$-estimation in settings where the response $Y$ is possibly missing at random and the covariates $\mathbf{X} \in \mathbb{R}^p$ can be high dimensional compared to the sample size $n$. The parameter of interest…

This paper studies estimation in functional linear quantile regression in which the dependent variable is scalar while the covariate is a function, and the conditional quantile for each fixed quantile index is modeled as a linear functional…

Network estimation from multi-variate point process or time series data is a problem of fundamental importance. Prior work has focused on parametric approaches that require a known parametric model, which makes estimation procedures less…

Score-based diffusion models have demonstrated outstanding empirical performance in machine learning and artificial intelligence, particularly in generating high-quality new samples from complex probability distributions. Improving the…

Triangular systems with nonadditively separable unobserved heterogeneity provide a theoretically appealing framework for the modelling of complex structural relationships. However, they are not commonly used in practice due to the need for…