Functional linear regression via canonical analysis
From MaRDI portal
Abstract: We study regression models for the situation where both dependent and independent variables are square-integrable stochastic processes. Questions concerning the definition and existence of the corresponding functional linear regression models and some basic properties are explored for this situation. We derive a representation of the regression parameter function in terms of the canonical components of the processes involved. This representation establishes a connection between functional regression and functional canonical analysis and suggests alternative approaches for the implementation of functional linear regression analysis. A specific procedure for the estimation of the regression parameter function using canonical expansions is proposed and compared with an established functional principal component regression approach. As an example of an application, we present an analysis of mortality data for cohorts of medflies, obtained in experimental studies of aging and longevity.
Recommendations
Cites work
- scientific article; zbMATH DE number 991833 (Why is no real title available?)
- scientific article; zbMATH DE number 3890132 (Why is no real title available?)
- scientific article; zbMATH DE number 3497161 (Why is no real title available?)
- scientific article; zbMATH DE number 469124 (Why is no real title available?)
- scientific article; zbMATH DE number 469335 (Why is no real title available?)
- scientific article; zbMATH DE number 472970 (Why is no real title available?)
- scientific article; zbMATH DE number 1117641 (Why is no real title available?)
- An Analysis of Paediatric CD4 Counts for Acquired Immune Deficiency Syndrome Using Flexible Random Curves
- Canonical correlation for stochastic processes
- Estimation in generalized linear models for functional data via penalized likelihood
- Functional Data Analysis for Sparse Longitudinal Data
- Functional Quasi-Likelihood Regression Models with Smooth Random Effects
- Functional Regression Analysis of Fluorescence Curves
- Functional canonical analysis for square integrable stochastic processes
- Functional data analysis.
- Functional linear regression analysis for longitudinal data
- Generalized functional linear models
- Methodology and convergence rates for functional linear regression
- Methods of canonical analysis for functional data.
- Nonparametric Mixed Effects Models for Unequally Sampled Noisy Curves
- Nonparametric smoothing estimates of time-varying coefficient models with longitudinal data
- RELATIONS BETWEEN TWO SETS OF VARIATES
- Regression Analysis for a Functional Response
- The delta method for analytic functions of random operators with application to functional data
- The general theory of canonical correlation and its relation to functional analysis
Cited in
(33)- Functional linear regression with Huber loss
- Wasserstein Regression
- Cross-validation approximation in functional linear regression
- Estimation and testing for partially functional linear errors-in-variables models
- Robust sieve estimators for functional canonical correlation analysis
- A comparison of parameter estimation in function-on-function regression
- Robust estimation for a general functional single index model via quantile regression
- A partial least squares approach for function-on-function interaction regression
- Penalized function-on-function regression
- Canonical correlation analysis for irregularly and sparsely observed functional data
- Optimal rate for prediction when predictor and response are functions
- Stochastic functional linear models and Malliavin calculus
- Methods of canonical analysis for functional data.
- Spatial prediction of crystalline defects observed in molecular dynamic simulations of plastic damage
- Functional Regression for Densely Observed Data With Novel Regularization
- Kernel regression with functional response
- Efficient estimation for varying-coefficient mixed effects models with functional response data
- Estimation in nonparametric functional-on-functional models with surrogate responses
- Material Degradation Modeling and Failure Prediction Using Microstructure Images
- On properties of percentile bootstrap confidence intervals for prediction in functional linear regression
- Fast implementation of partial least squares for function-on-function regression
- Two-sample functional linear models with functional responses
- A robust partial least squares approach for function-on-function regression
- Multivariate functional linear regression and prediction
- Nonlinear mixed-effects scalar-on-function models and variable selection
- PCA-based estimation for functional linear regression with functional responses
- Analysis of regularized least squares for functional linear regression model
- Non parametric estimations of the conditional density and mode when the regressor and the response are curves
- Estimation of functional regression model via functional dimension reduction
- Covariance-based low-dimensional registration for function-on-function regression
- Functional Linear Regression: Dependence and Error Contamination
- Multivariate Functional Regression Via Nested Reduced-Rank Regularization
- Goodness-of-fit tests for functional linear models based on integrated projections
This page was built for publication: Functional linear regression via canonical analysis
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q637078)
