Gaussian and bootstrap approximations for functional principal component regression
Fuente:
arXiv
Saved in:
| Main Author: | Yeon, Hyemin |
|---|---|
| Format: | Preprint |
| Published: |
2026
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Inference for function-on-function regression: central limit theorem and residual bootstrap
by: Yeon, Hyemin
Published: (2026)
by: Yeon, Hyemin
Published: (2026)
logitFD: an R package for functional principal component logit regression
by: Escabias, Manuel, et al.
Published: (2024)
by: Escabias, Manuel, et al.
Published: (2024)
Regularized Halfspace Depth for Functional Data
by: Yeon, Hyemin, et al.
Published: (2023)
by: Yeon, Hyemin, et al.
Published: (2023)
Penalized spline estimation of principal components for sparse functional data: rates of convergence
by: He, Shiyuan, et al.
Published: (2024)
by: He, Shiyuan, et al.
Published: (2024)
New M-estimator of the leading principal component
by: Virta, Joni, et al.
Published: (2025)
by: Virta, Joni, et al.
Published: (2025)
Asymptotic and bootstrap tests for subspace dimension
by: Nordhausen, Klaus, et al.
Published: (2016)
by: Nordhausen, Klaus, et al.
Published: (2016)
Valid and efficient possibilistic structure learning in Gaussian linear regression
by: Martin, Ryan, et al.
Published: (2025)
by: Martin, Ryan, et al.
Published: (2025)
Fusion regression methods with repeated functional data
by: Moindjié, Issam-Ali, et al.
Published: (2023)
by: Moindjié, Issam-Ali, et al.
Published: (2023)
Strong Gaussian approximation for U-statistics in high dimensions and beyond
by: Li, Weijia, et al.
Published: (2026)
by: Li, Weijia, et al.
Published: (2026)
ReBoot: Distributed statistical learning via refitting bootstrap samples
by: Wang, Yumeng, et al.
Published: (2022)
by: Wang, Yumeng, et al.
Published: (2022)
Inference on the attractor spaces via functional approximation
by: Franchi, Massimo, et al.
Published: (2025)
by: Franchi, Massimo, et al.
Published: (2025)
Bootstrap inference in functional linear regression models with scalar response under heteroscedasticity
by: Yeon, Hyemin, et al.
Published: (2023)
by: Yeon, Hyemin, et al.
Published: (2023)
Partial identification of principal causal effects under violations of principal ignorability
by: Wu, Minxuan, et al.
Published: (2024)
by: Wu, Minxuan, et al.
Published: (2024)
Sharp variance estimator and causal bootstrap in stratified randomized experiments
by: Yu, Haoyang, et al.
Published: (2024)
by: Yu, Haoyang, et al.
Published: (2024)
Anisotropic local constant smoothing for change-point regression function estimation
by: Thompson, John R. J., et al.
Published: (2020)
by: Thompson, John R. J., et al.
Published: (2020)
Adaptive functional principal components analysis
by: Wang, Sunny G. W., et al.
Published: (2023)
by: Wang, Sunny G. W., et al.
Published: (2023)
Bayesian change-plane regression
by: Ohnishi, Yuki, et al.
Published: (2026)
by: Ohnishi, Yuki, et al.
Published: (2026)
Profile monitoring of random functions with Gaussian process basis expansions
by: Iguchi, Takayuki, et al.
Published: (2025)
by: Iguchi, Takayuki, et al.
Published: (2025)
Optimal heteroskedasticity testing in nonparametric regression
by: Kotekal, Subhodh, et al.
Published: (2023)
by: Kotekal, Subhodh, et al.
Published: (2023)
Modelling physical activity profiles in COPD patients: a fully functional approach to variable domain functional regression models
by: Hernandez-Amaro, Pavel, et al.
Published: (2024)
by: Hernandez-Amaro, Pavel, et al.
Published: (2024)
Nonparametric quantile regression for spatio-temporal processes
by: Deb, Soudeep, et al.
Published: (2024)
by: Deb, Soudeep, et al.
Published: (2024)
Asymptotically-exact selective inference for quantile regression
by: Wang, Yumeng, et al.
Published: (2024)
by: Wang, Yumeng, et al.
Published: (2024)
Bayesian $L_{\frac{1}{2}}$ regression
by: Ke, Xiongwen, et al.
Published: (2021)
by: Ke, Xiongwen, et al.
Published: (2021)
Regularized zero-inflated Bernoulli regression model
by: Ndoye, Mouhamed, et al.
Published: (2025)
by: Ndoye, Mouhamed, et al.
Published: (2025)
Residual permutation test for regression coefficient testing
by: Wen, Kaiyue, et al.
Published: (2022)
by: Wen, Kaiyue, et al.
Published: (2022)
High-dimensional regression with a count response
by: Zilberman, Or, et al.
Published: (2024)
by: Zilberman, Or, et al.
Published: (2024)
Neumann-series corrections for regression adjustment in randomized experiments
by: Song, Dogyoon
Published: (2025)
by: Song, Dogyoon
Published: (2025)
Design-based finite-sample analysis for regression adjustment
by: Song, Dogyoon
Published: (2025)
by: Song, Dogyoon
Published: (2025)
A multivariate spatial regression model using signatures
by: Frévent, Camille, et al.
Published: (2024)
by: Frévent, Camille, et al.
Published: (2024)
Testing for no effect in regression problems: a permutation approach
by: Ciszewski, Michał, et al.
Published: (2023)
by: Ciszewski, Michał, et al.
Published: (2023)
Deep neural expected shortfall regression with tail-robustness
by: Yu, Myeonghun, et al.
Published: (2025)
by: Yu, Myeonghun, et al.
Published: (2025)
Asymptotic properties of the MLE in distributional regression under random censoring
by: Kremling, Gitte, et al.
Published: (2025)
by: Kremling, Gitte, et al.
Published: (2025)
Series ridge regression for spatial data on $\mathbb{R}^d$
by: Kurisu, Daisuke, et al.
Published: (2024)
by: Kurisu, Daisuke, et al.
Published: (2024)
Spatial modeling of extremes and an angular component
by: Tamagny, Gaspard, et al.
Published: (2023)
by: Tamagny, Gaspard, et al.
Published: (2023)
Sufficient dimension reduction for regression with spatially correlated errors: application to prediction
by: Forzani, Liliana, et al.
Published: (2025)
by: Forzani, Liliana, et al.
Published: (2025)
Self-convolved Bootstrap for M-regression under Complex Temporal Dynamics
by: Liu, Miaoshiqi, et al.
Published: (2023)
by: Liu, Miaoshiqi, et al.
Published: (2023)
Shape-restricted transfer learning analysis for generalized linear regression model
by: Li, Pengfei, et al.
Published: (2024)
by: Li, Pengfei, et al.
Published: (2024)
Improved confidence intervals for nonlinear mixed-effects and nonparametric regression models
by: Zheng, Nan, et al.
Published: (2024)
by: Zheng, Nan, et al.
Published: (2024)
Simultaneous Inference for Nonlinear Time Series, a Sieve M-regression Approach
by: Luo, Tianpai, et al.
Published: (2026)
by: Luo, Tianpai, et al.
Published: (2026)
Detection and inference of changes in high-dimensional linear regression with non-sparse structures
by: Cho, Haeran, et al.
Published: (2024)
by: Cho, Haeran, et al.
Published: (2024)
Similar Items
-
Inference for function-on-function regression: central limit theorem and residual bootstrap
by: Yeon, Hyemin
Published: (2026) -
logitFD: an R package for functional principal component logit regression
by: Escabias, Manuel, et al.
Published: (2024) -
Regularized Halfspace Depth for Functional Data
by: Yeon, Hyemin, et al.
Published: (2023) -
Penalized spline estimation of principal components for sparse functional data: rates of convergence
by: He, Shiyuan, et al.
Published: (2024) -
New M-estimator of the leading principal component
by: Virta, Joni, et al.
Published: (2025)