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Quantile regression is a statistical method for estimating conditional quantiles of a response variable. In addition, for mean estimation, it is well known that quantile regression is more robust to outliers than $l_2$-based methods. By…

统计方法学 · 统计学 2021-08-18 Steven Siwei Ye , Oscar Hernan Madrid Padilla

Additive regression provides an extension of linear regression by modeling the signal of a response as a sum of functions of covariates of relatively low complexity. We study penalized estimation in high-dimensional nonparametric additive…

统计理论 · 数学 2017-04-25 Zhiqiang Tan , Cun-Hui Zhang

One of the challenges with functional data is incorporating spatial structure, or local correlation, into the analysis. This structure is inherent in the output from an increasing number of biomedical technologies, and a functional linear…

应用统计 · 统计学 2011-11-07 Timothy W. Randolph , Jaroslaw Harezlak , Ziding Feng

We propose a functional linear model to predict a response using multiple functional and longitudinal predictors and to estimate the effect lags of predictors. The coefficient functions are written as the expansion of a basis system (e.g.…

统计方法学 · 统计学 2019-07-24 Haiyan Liu , Georgios Aivaliotis , Jeanine Houwing-Duistermaat

We propose a generalized functional linear regression model for a regression situation where the response variable is a scalar and the predictor is a random function. A linear predictor is obtained by forming the scalar product of the…

统计理论 · 数学 2007-06-13 Hans-Georg Muller , Ulrich Stadtmuller

The main purpose is to estimate the regression function of a real random variable with functional explanatory variable by using a recursive nonparametric kernel approach. The mean square error and the almost sure convergence of a family of…

统计理论 · 数学 2013-08-07 Aboubacar Amiri , Christophe Crambes , Baba Thiam

This article deals with the problem of functional classification for L2-valued random covariates when some of the covariates may have missing or unobservable fragments. Here, it is allowed for both the training sample as well as the new…

统计方法学 · 统计学 2018-11-30 Majid Mojirsheibani , My-Nhi Nguyen , Crystal Shaw

In ordinary quantile regression, quantiles of different order are estimated one at a time. An alternative approach, which is referred to as quantile regression coefficients modeling (QRCM), is to model quantile regression coefficients as…

统计方法学 · 统计学 2020-06-02 Paolo Frumento , Matteo Bottai , Iván Fernández-Val

This paper considers an estimation of semiparametric functional (varying)-coefficient quantile regression with spatial data. A general robust framework is developed that treats quantile regression for spatial data in a natural…

统计理论 · 数学 2014-02-06 Zudi Lu , Qingguo Tang , Longsheng Cheng

Quantile regression (QR) is a principal regression method for analyzing the impact of covariates on outcomes. The impact is described by the conditional quantile function and its functionals. In this paper we develop the nonparametric…

统计方法学 · 统计学 2018-08-13 Alexandre Belloni , Victor Chernozhukov , Denis Chetverikov , Iván Fernández-Val

Linear regression models have been extensively considered in the literature. However, in some practical applications they may not be appropriate all over the range of the covariate. In this paper, a more flexible model is introduced by…

统计理论 · 数学 2023-12-19 Graciela Boente , Florencia Leonardi , Daniela Rodriguez , Mariela Sued

Conditional quantiles provide a natural tool for reporting results from regression analyses based on semiparametric transformation models. We consider their estimation and construction of confidence sets in the presence of censoring.

统计理论 · 数学 2007-06-13 Dorota M. Dabrowska

Quantile regression is a powerful tool for inferring how covariates affect specific percentiles of the response distribution. Existing methods either estimate conditional quantiles separately for each quantile of interest or estimate the…

统计方法学 · 统计学 2024-11-19 Joseph Feldman , Daniel Kowal

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…

统计方法学 · 统计学 2025-10-14 Muge Mutis , Ufuk Beyaztas , Filiz Karaman , Han Lin Shang

A new statistical procedure, based on a modified spline basis, is proposed to identify the linear components in the panel data model with fixed effects. Under some mild assumptions, the proposed procedure is shown to consistently estimate…

计量经济学 · 经济学 2019-11-21 Ruiqi Liu , Ben Boukai , Zuofeng Shang

Quantile regression is useful for characterizing the conditional distribution of a response variable and understanding heterogeneity in the covariate effects at different quantiles. The rise of high-dimensional physiological data in…

统计方法学 · 统计学 2026-03-25 Yuanzhen Yue , Stella Self , Yichao Wu , Jiajia Zhang , Rahul Ghosal

Motivated by value function estimation in reinforcement learning, we study statistical linear inverse problems, i.e., problems where the coefficients of a linear system to be solved are observed in noise. We consider penalized estimators,…

机器学习 · 计算机科学 2012-07-03 Bernardo Avila Pires , Csaba Szepesvari

We propose a new variable selection procedure for a functional linear model with multiple scalar responses and multiple functional predictors. This method is based on basis expansions of the involved functional predictors and coefficients…

统计理论 · 数学 2023-11-03 Alban Mina Mbina , Guy Martial Nkiet

Quantile regression is a powerful statistical methodology that complements the classical linear regression by examining how covariates influence the location, scale, and shape of the entire response distribution and offering a global view…

应用统计 · 统计学 2013-09-11 Lu Xiaoming , Fan Zhaozhi

In functional data analysis, binary classification with one functional covariate has been extensively studied. We aim to fill in the gap of considering multivariate functional covariates in classification. In particular, we propose an…

机器学习 · 统计学 2025-08-11 Bingfan Liu , Peijun Sang