Multivariate functional linear regression and prediction

DOI10.1016/J.JMVA.2015.10.003zbMATH Open1336.62158OpenAlexW2180438109MaRDI QIDQ268779FDOQ268779

Jeng-Min Chiou, Yu-Ting Chen, Ya-Fang Yang

Publication date: 15 April 2016

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2015.10.003

zbMATH Keywords

functional regressionmultivariate functional datastochastic processesfunctional principal component analysisfunctional prediction

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Non-Markovian processes: estimation (62M09)

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Cited In (39)

• Robust multivariate functional discriminant coordinates
• General linear hypothesis testing in functional response model
• Adaptive Functional Thresholding for Sparse Covariance Function Estimation in High Dimensions
• Functional linear models for interval-valued data
• Two-sample tests for multivariate functional data with applications
• A comparison of parameter estimation in function-on-function regression
• A partial least squares approach for function-on-function interaction regression
• Control charts for monitoring ship operating conditions and \(\mathrm{CO}_2\) emissions based on scalar-on-function regression
• On functional data analysis and related topics
• Latent deformation models for multivariate functional data and time-warping separability
• Function-on-function partial quantile regression
• Functional Regression Control Chart
• FUNCTION-ON-FUNCTION LINEAR QUANTILE REGRESSION
• Linear prediction in functional data analysis
• Tests for equality of several covariance matrix functions for multivariate functional data
• Multivariate Flattening for Better Predictions
• Mean and covariance estimation for discretely observed high-dimensional functional data: rates of convergence and division of observational regimes
• Multipopulation mortality modelling and forecasting: the weighted multivariate functional principal component approaches
• Dynamic child growth prediction: A comparative methods approach
• Cross‐component registration for multivariate functional data, with application to growth curves
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• Restricted function‐on‐function linear regression model
• Robust Function-on-Function Regression
• Fast implementation of partial least squares for function-on-function regression
• Nonlinear Factor‐Augmented Predictive Regression Models with Functional Coefficients
• Modeling Spiky Functional Data With Derivatives of Smooth Functions in Function-on-Function Regression
• On dimension reduction models for functional data
• An introduction to recent advances in high/infinite dimensional statistics
• Lasso in Infinite dimension: application to variable selection in functional multivariate linear regression
• Functional data analysis: an introduction and recent developments
• Tests for the linear hypothesis in semi-functional partial linear regression models
• A robust partial least squares approach for function-on-function regression
• A note on variable selection in functional regression via random subspace method
• Analysis of multivariate non-Gaussian functional data: a semiparametric latent process approach
• Feature extraction for functional time series: theory and application to NIR spectroscopy data
• Nonparametric modelling for functional data: selected survey and tracks for future
• Function-on-function regression with thousands of predictive curves
• Multivariate Functional Regression Via Nested Reduced-Rank Regularization
• Functional multiple-outcome model in application to multivariate growth curves of infant data

Uses Software

• fda (R)

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