Continuously dynamic additive models for functional data

DOI10.1016/J.JMVA.2016.05.003MaRDI QIDQ739578zbMATH OpenOpenAlexFDO

Authors HaiQiang Ma, Zhongyi Zhu

Publication date 18 August 2016

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2016.05.003

zbMATH Keywords

penalized least squaresstochastic processcontinuously dynamic additive modelstensor splinevolatility prediction

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Factor analysis and principal components; correspondence analysis (62H25)

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Cites work

• scientific article; zbMATH DE number 469124 (Why is no real title available?)
• scientific article; zbMATH DE number 469335 (Why is no real title available?)
• A statistical perspective on ill-posed inverse problems (with discussion)
• Asymptotic properties of bridge estimators in sparse high-dimensional regression models
• Bandwidth selection for smooth backfitting in additive models
• Continuously additive models for nonlinear functional regression
• Functional Data Analysis for Sparse Longitudinal Data
• Functional Variance Processes
• Functional additive models
• Functional data analysis for volatility
• Functional linear regression analysis for longitudinal data
• Generalized additive models. An introduction with R.
• Nonparametric additive regression for repeatedly measured data
• Penalized Spline Models for Functional Principal Component Analysis
• Selecting the number of principal components in functional data
• Smooth backfitting in generalized additive models
• Sparse additive models
• The functional linear array model
• Variable selection and estimation in high-dimensional varying-coefficient models

Cited in

(8)

• Continuously additive models for nonlinear functional regression
• Function-on-function regression models with nonlinear dynamic effect and linear concurrent effect
• Nonlinear Functional Modeling Using Neural Networks
• Modern nonlinear function-on-function regression
• Time-dynamic varying coefficient models for longitudinal data
• Estimation and Model Selection for Nonparametric Function-on-Function Regression
• Modern multiple imputation with functional data
• Optimal prediction for additive function-on-function regression

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Uses Software

• gamair

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