Matthew Reimherr
Department of Statistics
Penn State University
411 Thomas Building
University Park, PA 16802
(814) 865-2544


    All manuscripts are available upon request.
   Book on Functional Data Analysis

  1. (with B. Sriperumbudur and B. Taoufik) Optimal Prediction for Additive Function-on-Function Regression. Submitted.
  2. H. Kang, M. Reimherr, M. Shriver, and P. Claes. Manifold Data Analysis with Applications to High-Frequency 3D Imaging. Submitted.
        Fun shiny app summarizing results.
  3. S. Craig, D. Blankenberg, A. Parodi, I. Paul, L. Birch, J. Savage, M. Marini, J. Stokes, A. Nekrutenko, M. Reimherr, F. Chiaromonte, and K. Makova. Infant Weight Trajectories Linked to Oral Microbiome Composition. Submitted.
  4. (with W. Chu, R. Li, and J. Liu)  Feature Screening for Generalized Varying Coefficient Mixed-Effect Models with Application to Obesity. Submitted.
  5. (with P. Constantinou and P. Kokoszka) Testing Separability of Functional Time Series. Submitted.
  6. (with A. Parodi) FLAME: Simultaneous Variable Selection and Smoothing for Function-on-Scalar Regression. Submitted.
  7. (with X.L. Meng, D.L. Nicolae)   Being an Informed Bayesian: Assessing Prior Informativeness and Prior-Likelihood Conflict. Submitted.
        Discussion on Andrew Gelman's Blog.
  8. J. Lasky, B. Forester, and M. Reimherr. Uncovering the genomic basis of local adaptation by coherent synthesis of associations with phenotypes and home environments. Molecular Ecology Resources, Forthcoming.
  9. (with P. Kokoszka, H. Miao, B. Taoufik)  Dynamic Functional Regression with Application to the Cross-Section of Returns. Journal of Financial Econometrics, Forthcoming.
  10. (with J. Petrovich)  Asymptotic Properties of Principal Component Projections with Repeated Eigenvalues. Statistics and Probability Letters, Forthcoming.
  11. (with H. Choi) A Geometric Approach to Confidence Regions and Bands for Functional Data. Journal of the Royal Statistical Society: Series B, Forthcoming.
  12. (with R.F. Barber, T. Schill)  The Function-on-Scalar LASSO with Applications to Longitudinal GWAS. Electronic Journal of Statistics, 11, 1351-1389, 2017.
  13. (with P. Constantinou and P. Kokoszka)  Testing Separability of Space-Time Functional Processes. Biometrika, 104, 425-437, 2017.
  14. (with Z. Fan)  High-Dimensional Adaptive Function-on-Scalar Regression. Econometrics and Statistics, 1, 167-183, 2017.
  15. (with O. Gromenko, P. Kokoszka)   Detection of Change in the Spatio-Temporal Mean Function. Journal of the Royal Statistical Society: Series B, 79, 29-50, 2017.
  16. (with P. Kokoszka, N. Wölfing)  A Randomness Test for Functional Panels. Journal of Multivariate Analysis, 151, 37-53, 2016.
  17. (with W. Chu, R. Li)   Feature Screening for Time-Varying Coefficient Models with Ultrahigh Dimensional Longitudinal Data. The Annals of Applied Statistics, 10, 596-617, 2016.
  18. (with D.L. Nicolae)  Estimating Variance Components in Functional Linear Models with Applications to Genetic Heritability. Journal of the American Statistical Association, 111, 407-422, 2016.
  19. Functional Regression with Repeated Eigenvalues. Statistics and Probability Letters, 107, 62-70, 2015.
  20. (with D.L. Nicolae)   A Functional Data Analysis Approach for Genetic Association Studies.   The Annals of Applied Statistics, 8, 406-429, 2014.
  21. (with P. Kokoszka)   Predictability of Shapes of Intraday Price Curves.   The Econometrics Journal,  16, 285-308, 2013.
  22. (with P. Kokoszka)   Asymptotic Normality of Principal Components for Weakly Dependent Functional Processes.   Stochastic Processes and their Applications123, 1546-1562, 2013.
  23. (with D.L. Nicolae)   On Quantifying Dependence: A Framework for Developing Interpretable Measures. Statistical Science28, 116-130, 2013.
  24. (with P. Kokoszka)   Determining the Order of the Functional Autoregressive Model. Journal of Time Series Analysis34, 116-129, 2013.
  25. (with D.L. Nicolae)   You've Gotta Be Lucky: Coverage and the Elusive Gene-Gene Interaction.   The Annals of Human Genetics75, 105-111, 2011.
  26. (with L. Horváth, P. Kokoszka)   Two Sample Inference in Functional Linear Models.   The Canadian Journal of Statistics37, 571-591, 2009.
        Winner of the CJS Award for 2009 
  27. (with A. Aue, S. Hörmann, L. Horváth)   Break Detection in the Covariance Structure of Multivariate Time Series Models. The Annals of Statistics37, 4046-4087, 2009. 
  28. (with A. Aue, L. Horváth)   Delay Times of Sequential Procedures for Multiple Time Series Regression Models.   Journal of Econometrics149, 174-190, 2009.

  29. Reviews, Discussions, and Conference Papers

  30. (with P Kokoszka) Some recent developments in inference for geostatistical functional data. Columbian Journal of Statistics, Forthcoming.
  31. (with P Kokoszka) Discussion of A General Framework for Regression Modelling.   Statistical Modelling, 17, 45-49, 2017.
  32. (with Z Fan) High-Dimensional Function-on-Scale Regression via the Alternating Direction Method of Multipliers. 3rd International Conference on Information Science and Control Engineering, 2016.