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math.ST2019
Nonparametric principal subspace regression
Mark Koudstaal, Dengdeng Yu, Dehan Kong +1
In scientific applications, multivariate observations often come in tandem with temporal or spatial covariates, with which the underlying signals vary smoothly. The standard approa…
math.ST2017★ 3 cited
Sparse Wavelet Estimation in Quantile Regression with Multiple Functional Predictors
Dengdeng Yu, Li Zhang, Ivan Mizera +2
In this manuscript, we study quantile regression in partial functional linear model where response is scalar and predictors include both scalars and multiple functions. Wavelet bas…