Estimation in functional regression for general exponential families

DOI10.1214/12-AOS1027zbMATH Open1373.62155arXiv1001.3742MaRDI QIDQ741792FDOQ741792

Authors: D. Kharzeev 

Publication date: 15 September 2014

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

Abstract: This paper studies a class of exponential family models whose canonical parameters are specified as linear functionals of an unknown infinite-dimensional slope function. The optimal minimax rates of convergence for slope function estimation are established. The estimators that achieve the optimal rates are constructed by constrained maximum likelihood estimation with parameters whose dimension grows with sample size. A change-of-measure argument, inspired by Le Cam's theory of asymptotic equivalence, is used to eliminate the bias caused by the nonlinearity of exponential family models.

Full work available at URL: https://arxiv.org/abs/1001.3742

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zbMATH Keywords

functional estimationexponential familiesminimax rates of convergenceAssouad's lemmaapproximation of compact operators

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Factor analysis and principal components; correspondence analysis (62H25) Linear regression; mixed models (62J05)

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Cited In (19)

• Functional polynomial multiple-index model
• Estimation for Functional Single Index Models with Unknown Link Functions
• Multivariate functional generalized additive models
• Functional linear models for interval-valued data
• A comparison of parameter estimation in function-on-function regression
• Methods for Scalar‐on‐Function Regression
• Tree-based boosting with functional data
• Robust estimation of a regression function in exponential families
• An adaptive group Lasso approach for domain selection in functional generalized linear models
• Nonparametric inference in generalized functional linear models
• Discussion of the paper ‘A general framework for functional regression modelling’
• Penalized likelihood functional regression
• A projection-based diagnostic test for generalized functional regression models
• Title not available (Why is that?)
• Generalized linear models for geometrical current predictors: An application to predict garment fit
• Functional estimation in duration models: Orthogonal functions method
• Truncated estimation in functional generalized linear regression models
• Diagnostics for functional regression via residual processes
• Estimation in functional regression for general exponential families

Uses Software

• fda (R)

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