3 papers
math.ST2022
Designing to detect heteroscedasticity in a regression model
Alessandro Lanteri, Samantha Leorato, Jesús López-Fidalgo +1
We consider the problem of designing experiments to detect the presence of a specified heteroscedastity in a non-linear Gaussian regression model. In this framework, we focus on th…
math.ST2020
Estimating multi-index models with response-conditional least squares
Timo Klock, Alessandro Lanteri, Stefano Vigogna
The multi-index model is a simple yet powerful high-dimensional regression model which circumvents the curse of dimensionality assuming for s…
math.ST2020
Conditional regression for single-index models
Alessandro Lanteri, Mauro Maggioni, Stefano Vigogna
The single-index model is a statistical model for intrinsic regression where responses are assumed to depend on a single yet unknown linear combination of the predictors, allowing…