Consistent variable selection for functional regression models
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Publication:268728
DOI10.1016/J.JMVA.2015.06.007zbMATH Open1334.62056arXiv1506.03426OpenAlexW1604822381MaRDI QIDQ268728FDOQ268728
Authors: Julian A. A. Collazos, Ronaldo Dias, Adriano Z. Zambom 
Publication date: 15 April 2016
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Abstract: The dual problem of testing the predictive significance of a particular covariate, and identification of the set of relevant covariates is common in applied research and methodological investigations. To study this problem in the context of functional linear regression models with predictor variables observed over a grid and a scalar response, we consider basis expansions of the functional covariates and apply the likelihood ratio test. Based on p-values from testing each predictor, we propose a new variable selection method, which is consistent in selecting the relevant predictors from set of available predictors that is allowed to grow with the sample size n. Numerical simulations suggest that the proposed variable selection procedure outperforms existing methods found in the literature. A real dataset from weather stations in Japan is analyzed.
Full work available at URL: https://arxiv.org/abs/1506.03426
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Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)
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Cited In (28)
- General linear hypothesis testing in functional response model
- Variable selection in multivariate linear models for functional data via sparse regularization
- An RKHS model for variable selection in functional linear regression
- Robust estimation in canonical correlation analysis for multivariate functional data
- Variable selection in functional additive regression models
- Variable selection for functional linear models with strong heredity constraint
- Variable selection for sparse functional regression model and an empirical analysis
- Variable selection in functional regression models: a review
- Fréchet distance-based cluster analysis for multi-dimensional functional data
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- Interaction Model and Model Selection for Function-on-Function Regression
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- Generalized signed-rank estimation and selection for the functional linear model
- Sparse estimation in functional linear regression
- Shrinkage estimation and selection for multiple functional regression
- Inference for spatial regression models with functional response using a permutational approach
- Variable selection in nonparametric functional concurrent regression
- Variable selection for historical functional linear model
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