Functional linear regression via canonical analysis
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Publication:637078
DOI10.3150/09-BEJ228zbMATH Open1220.62076arXiv1102.5212MaRDI QIDQ637078FDOQ637078
Authors: Guozhong He, Jane-Ling Wang, Wenjing Yang, Hans-Georg Müller 
Publication date: 2 September 2011
Published in: Bernoulli (Search for Journal in Brave)
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.
Full work available at URL: https://arxiv.org/abs/1102.5212
Recommendations
functional data analysislongitudinal datafunctional linear modelstochastic processcovariance operatorcanonical componentsparameter function
Nonparametric regression and quantile regression (62G08) Factor analysis and principal components; correspondence analysis (62H25) Linear regression; mixed models (62J05) Inference from stochastic processes (62M99) Applications of statistics to biology and medical sciences; meta analysis (62P10)
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