Dimension reduction and variable selection play important roles in high dimensional data analysis. The sparse MAVE, a model-free variable selection method, is a nice combination of shrinkage estimation, Lasso, and an effective dimension reduction method, MAVE (minimum average variance...

Minimum average variance estimation (MAVE, Xia et al. (2002) [29]) is an effective dimension reduction method. It requires no strong probabilistic assumptions on the predictors, and can consistently estimate the central mean subspace. It is applicable to a wide range of models, including time...

When functional data are not homogenous, for example, when there are multiple classes of functional curves in the dataset, traditional estimation methods may fail. In this article, we propose a new estimation procedure for the mixture of Gaussian processes, to incorporate both functional and...

A robust estimation procedure for mixture linear regression models is proposed by assuming that the error terms follow a Laplace distribution. Using the fact that the Laplace distribution can be written as a scale mixture of a normal and a latent distribution, this procedure is implemented by an...

In this article, we first propose a semiparametric mixture of generalized linear models (GLMs) and a nonparametric mixture of GLMs, and then establish identifiability results under mild conditions.

The existing methods for fitting mixture regression models assume a normal distribution for error and then estimate the regression parameters by the maximum likelihood estimate (MLE). In this article, we demonstrate that the MLE, like the least squares estimate, is sensitive to outliers and...

type="main" xml:id="sjos12054-abs-0001" <title type="main">ABSTRACT</title>The mode of a distribution provides an important summary of data and is often estimated on the basis of some non-parametric kernel density estimator. This article develops a new data analysis tool called modal linear regression in order to explore...

The problem of fitting a parametric model in Tobit errors-in-variables regression models is discussed in this paper. The proposed test is based on the supremum of the Khmaladze type transformation of a certain partial sum process of calibrated residuals. This framework covers the usual...