Cover Image

Online robust estimation and bootstrap inference for function-on-scalar regression

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Cheng, Guanghui, Hu, Wenjuan, Lin, Ruitao, Wang, Chen
Format:	Preprint
Published:	2024
Subjects:	Methodology Computation
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Cheap Subsampling bootstrap confidence intervals for fast and robust inference
by: Ohlendorff, Johan Sebastian, et al.
Published: (2025)

Statistical inference for partially shape-constrained function-on-scalar linear regression models
by: Han, Kyunghee, et al.
Published: (2024)

The shooting S-estimator for robust regression
by: Öllerer, Viktoria, et al.
Published: (2015)

Selection of functional predictors and smooth coefficient estimation for scalar-on-function regression models
by: Fathi, Hedayat, et al.
Published: (2025)

Gaussian and bootstrap approximations for functional principal component regression
by: Yeon, Hyemin
Published: (2026)

Extremile scalar-on-function regression
by: Battagliola, Maria Laura, et al.
Published: (2024)

Inference for function-on-function regression: central limit theorem and residual bootstrap
by: Yeon, Hyemin
Published: (2026)

Handling cellwise outliers by sparse regression and robust covariance
by: Raymaekers, Jakob, et al.
Published: (2019)

On a class of binary regression models and their robust estimation
by: Hayashi, Kenichi, et al.
Published: (2025)

Locally sparse estimation for simultaneous functional quantile regression
by: Hu, Boyi, et al.
Published: (2026)

Robust spatial scalar-on-function regression: A Fisher-consistent redescending M-estimation approach
by: Mutis, Muge, et al.
Published: (2026)

Simulation-calibration testing for inference in Lasso regressions
by: Pluntz, Matthieu, et al.
Published: (2024)

Tunable robustness in power-law inference
by: Lin, Qianying, et al.
Published: (2023)

Spatial function-on-function regression
by: Beyaztas, Ufuk, et al.
Published: (2024)

An alternative bootstrap procedure for factor-augmented regression models
by: Jiang, Peiyun, et al.
Published: (2025)

Amortised and provably-robust simulation-based inference
by: Bharti, Ayush, et al.
Published: (2026)

Bayesian inference for group-level cortical surface image-on-scalar-regression with Gaussian process priors
by: Whiteman, Andrew S., et al.
Published: (2023)

Approximate Bayesian inference for cumulative probit regression models
by: Aliverti, Emanuele
Published: (2025)

Bayesian scalar-on-network regression with applications to brain functional connectivity
by: Ju, Xiaomeng, et al.
Published: (2024)

Nonparametric function-on-scalar regression using deep neural networks
by: Takeshita, Kazunori, et al.
Published: (2025)

A doubly robust estimator for the Mann Whitney Wilcoxon Rank Sum Test when applied for causal inference in observational studies
by: Chen, Ruohui, et al.
Published: (2024)

Misspecification-robust likelihood-free inference in high dimensions
by: Thomas, Owen, et al.
Published: (2020)

Doubly robust estimation and inference for a log-concave counterfactual density
by: Ham, Daeyoung, et al.
Published: (2024)

On linkage bias-correction for estimators using iterated bootstraps
by: Tam, Siu-Ming, et al.
Published: (2025)

Convolution-smoothing based locally sparse estimation for functional quantile regression
by: Liu, Hua, et al.
Published: (2025)

Sandwich regression for accurate and robust estimation in generalized linear multilevel and longitudinal models
by: Young, Elliot H., et al.
Published: (2024)

A statistician's guide to weak-instrument-robust inference in instrumental variables regression with illustrations in Python
by: Londschien, Malte
Published: (2025)

Addressing zero-inflated and mis-measured functional predictors in scalar-on-function regression model
by: Ji, Heyang, et al.
Published: (2025)

Online robust covariance matrix estimation and outlier detection
by: Guillot, Paul, et al.
Published: (2026)

Monte Carlo inference for semiparametric Bayesian regression
by: Kowal, Daniel R., et al.
Published: (2023)

Principled analysis of crossover designs: causal effects, efficient estimation, and robust inference
by: Jiang, Zhichao, et al.
Published: (2025)

Feasible pairwise pseudo-likelihood inference on spatial regressions in irregular lattice grids: the KD-T PL algorithm
by: Arbia, Giuseppe, et al.
Published: (2024)

A class of bootstrap based residuals for compositional data
by: Pereira, Gustavo H. A., et al.
Published: (2024)

Doubly robust estimation and sensitivity analysis for marginal structural quantile models
by: Cheng, Chao, et al.
Published: (2022)

Adjusting for bias due to measurement error in functional quantile regression models with error-prone functional and scalar covariates
by: Chen, Xiwei, et al.
Published: (2024)

Approximate Shapley value estimation using sampling without replacement and variance estimation via the new Symmetric bootstrap and the Doubled half bootstrap
by: Aanes, Fredrik Lohne
Published: (2026)

Renewable estimation in linear expectile regression models with streaming data sets
by: Cao, Wei, et al.
Published: (2026)

Joint semi-parametric INAR bootstrap inference for model coefficients and innovation distribution
by: Faymonville, Maxime, et al.
Published: (2025)

On robust Bayesian causal inference
by: Alexopoulos, Angelos, et al.
Published: (2025)

regMMD: An R package for parametric estimation and regression with maximum mean discrepancy
by: Alquier, Pierre, et al.
Published: (2025)