Functional linear regression with points of impact

DOI10.1214/15-AOS1323MaRDI QIDQ5963514zbMATH OpenOpenAlexFDO

Authors Alois Kneip, Dominik Poss, Pascal Sarda

Publication date 22 February 2016

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1601.02798, https://projecteuclid.org/euclid.aos/1449755955

zbMATH Keywords

functional linear regressionmodel selectionnonstandard asymptoticsstochastic processes

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05) Inference from stochastic processes (62M99)

Abstract: The paper considers functional linear regression, where scalar responses $Y_1,ldots,Y_n$ are modeled in dependence of i.i.d. random functions $X_1,ldots,X_n$. We study a generalization of the classical functional linear regression model. It is assumed that there exists an unknown number of "points of impact," that is, discrete observation times where the corresponding functional values possess significant influences on the response variable. In addition to estimating a functional slope parameter, the problem then is to determine the number and locations of points of impact as well as corresponding regression coefficients. Identifiability of the generalized model is considered in detail. It is shown that points of impact are identifiable if the underlying process generating $X_1,ldots,X_n$ possesses "specific local variation." Examples are well-known processes like the Brownian motion, fractional Brownian motion or the Ornstein-Uhlenbeck process. The paper then proposes an easily implementable method for estimating the number and locations of points of impact. It is shown that this number can be estimated consistently. Furthermore, rates of convergence for location estimates, regression coefficients and the slope parameter are derived. Finally, some simulation results as well as a real data application are presented.

Recommendations

• Functional linear regression with functional response
• Fractals with point impact in functional linear regression
• Functional linear regression with derivatives
• Linear Regression Models for Functional Data
• A note on functional linear regression
• Functional linear regression that's interpretable
• Pointwise influence matrices for functional‐response regression
• Superconsistent Estimation of Points of Impact in Non-Parametric Regression with Functional Predictors
• Functional linear model

Cites work

• A Statistical View of Some Chemometrics Regression Tools
• Adaptive functional linear regression
• An RKHS formulation of the inverse regression dimension-reduction problem
• CLT in functional linear regression models
• Factor models and variable selection in high-dimensional regression analysis
• Fractals with point impact in functional linear regression
• Functional linear model
• Functional linear regression that's interpretable
• Generalized functional linear models
• Linear processes in function spaces. Theory and applications
• Methodology and convergence rates for functional linear regression
• Methodology and theory for partial least squares applied to functional data
• Most-predictive design points for functional data predictors
• On a set of data for the membrane potential in a neuron
• On Properties of Functional Principal Components Analysis
• Prediction in functional linear regression
• Simultaneous analysis of Lasso and Dantzig selector
• Smoothing splines estimators for functional linear regression
• The Bernstein-Orlicz norm and deviation inequalities
• Thresholding projection estimators in functional linear models
• Time varying undirected graphs
• Weak convergence and empirical processes. With applications to statistics

Cited in

(25)

• Measures of influence for the functional linear model with scalar response
• Sparse nonparametric model for the detection of impact points of a functional variable
• Recent advances in functional data analysis and high-dimensional statistics
• An RKHS model for variable selection in functional linear regression
• Regularised forecasting via smooth-rough partitioning of the regression coefficients
• Variable selection in functional regression models: a review
• Smoothly adaptively centered ridge estimator
• Prediction in functional regression with discretely observed and noisy covariates
• An adaptive group Lasso approach for domain selection in functional generalized linear models
• Selection of time instants and intervals with support vector regression for multivariate functional data
• Optimal rate for prediction when predictor and response are functions
• Pointwise influence matrices for functional‐response regression
• Local perturbation analysis of functional regression with applications
• Improving Estimation in Functional Linear Regression With Points of Impact: Insights Into Google AdWords
• A Functional Information Criterion for Region Selection in Functional Linear Models
• Sparse clustering of functional data
• Interpretable sparse SIR for functional data
• Detecting changes in the functional linear regression model
• Hypothesis testing for points of impact in functional linear regression
• On the functional regression model and its finite-dimensional approximations
• Optimal experimental designs for sparse functional data: a review
• Estimation of impact ranges for functional valued predictors
• Partial linear modelling with multi-functional covariates
• Functional linear regression that's interpretable
• Fractals with point impact in functional linear regression

This page was built for publication: Functional linear regression with points of impact

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5963514)