Single and multiple index functional regression models with nonparametric link
From MaRDI portal
Abstract: Fully nonparametric methods for regression from functional data have poor accuracy from a statistical viewpoint, reflecting the fact that their convergence rates are slower than nonparametric rates for the estimation of high-dimensional functions. This difficulty has led to an emphasis on the so-called functional linear model, which is much more flexible than common linear models in finite dimension, but nevertheless imposes structural constraints on the relationship between predictors and responses. Recent advances have extended the linear approach by using it in conjunction with link functions, and by considering multiple indices, but the flexibility of this technique is still limited. For example, the link may be modeled parametrically or on a grid only, or may be constrained by an assumption such as monotonicity; multiple indices have been modeled by making finite-dimensional assumptions. In this paper we introduce a new technique for estimating the link function nonparametrically, and we suggest an approach to multi-index modeling using adaptively defined linear projections of functional data. We show that our methods enable prediction with polynomial convergence rates. The finite sample performance of our methods is studied in simulations, and is illustrated by an application to a functional regression problem.
Recommendations
Cites work
- Best constants in martingale version of Rosenthal's inequality
- Best constants in moment inequalities for linear combinations of independent and exchangeable random variables
- Cross-validated estimations in the single-functional index model
- Density estimation in an infinite dimensional space: Application to diffusion processes
- Discussion of different logistic models with functional data. Application to systemic lupus erythematosus
- Functional Adaptive Model Estimation
- Functional PLS logit regression model
- Generalized functional linear models
- Generalized Linear Models with Functional Predictors
- Nonparametric functional data analysis. Theory and practice.
- Nonparametric models for functional data, with application in regression, time series prediction and curve discrimination
- Prediction in functional linear regression
- Principal component estimation of functional logistic regression: discussion of two different approaches
- Quasi-Likelihood Regression with Multiple Indices and Smooth Link and Variance Functions
- Smoothing splines estimators for functional linear regression
- Smoothing splines estimators in functional linear regression with errors-in-variables
Cited in
(only showing first 100 items - show all)- Partially linear single index Cox regression model in nested case-control studies
- Model detection for functional polynomial regression
- Estimator selection and combination in scalar-on-function regression
- Partially linear modeling of conditional quantiles using penalized splines
- Penalized scalar-on-functions regression with interaction term
- Lower bounds in estimation at a point under multi-index constraint
- On dimension reduction models for functional data
- Robust shrinkage estimation and selection for functional multiple linear model through LAD loss
- Mixture of functional linear models and its application to CO₂-GDP functional data
- Interaction models for functional regression
- The hybrid method of FSIR and FSAVE for functional effective dimension reduction
- Functional envelope for model-free sufficient dimension reduction
- Local polynomial estimation of regression operators from functional data with correlated errors
- Estimation and testing for partially functional linear errors-in-variables models
- Optimal rate for covariance operator estimators of functional autoregressive processes with random coefficients
- Optimal prediction for high-dimensional functional quantile regression in reproducing kernel Hilbert spaces
- Additive functional regression in reproducing kernel Hilbert spaces under smoothness condition
- Efficient estimation for varying-coefficient mixed effects models with functional response data
- The Jensen effect and functional single index models: estimating the ecological implications of nonlinear reaction norms
- Estimating multi-index models with response-conditional least squares
- Estimation for functional linear semiparametric model
- Uniform limit theorems for a class of conditional \(Z\)-estimators when covariates are functions
- Robust estimation for a general functional single index model via quantile regression
- Robust estimation with a modified Huber's loss for partial functional linear models based on splines
- A joint latent factor analyzer and functional subspace model for clustering multivariate functional data
- Testing for lack-of-fit in functional regression models against general alternatives
- Functional single-index quantile regression models
- Nonlinear functional canonical correlation analysis via distance covariance
- Inverse regression for longitudinal data
- Some asymptotic properties for functional canonical correlation analysis
- Functional response additive model estimation with online virtual stock markets
- Strong uniform consistency rates of conditional quantile estimation in the single functional index model under random censorship
- A note on variable selection in functional regression via random subspace method
- Integral least-squares inferences for semiparametric models with functional data
- Generalized additive models for functional data
- Partially function linear error-in-response models with validation data
- A class of functional partially linear single-index models
- Covariance operator estimation of a functional autoregressive process with random coefficients
- The M-estimator for functional linear regression model
- High-dimensional principal projections
- Restricted likelihood ratio tests for linearity in scalar-on-function regression
- A \(k\)NN procedure in semiparametric functional data analysis
- Kumaraswamy regression model with Aranda-Ordaz link function
- Sparse semiparametric regression when predictors are mixture of functional and high-dimensional variables
- An introduction to recent advances in high/infinite dimensional statistics
- A Bayesian approach for determining the optimal semi-metric and bandwidth in scalar-on-function quantile regression with unknown error density and dependent functional data
- Adaptive estimation in the functional nonparametric regression model
- Multivariate functional linear regression and prediction
- Generalized linear model with functional predictors and their derivatives
- Efficiency in multivariate functional nonparametric models with autoregressive errors
- Peak-load forecasting using a functional semi-parametric approach
- Nonparametric Statistics and High/Infinite Dimensional Data
- Functional partial linear single-index model
- Asymptotic normality of locally modelled regression estimator for functional data
- An F-type test for detecting departure from monotonicity in a functional linear model
- Norm-preserving constraint in the Fisher-Rao registration and its application in signal estimation
- Probability-enhanced effective dimension reduction for classifying sparse functional data
- Rejoinder on: ``Probability enhanced effective dimension reduction for classifying sparse functional data
- Conditional mode estimation for functional stationary ergodic data with responses missing at random
- Asymptotic results of a nonparametric conditional cumulative distribution estimator in the single functional index modeling for time series data with applications
- Variable selection in semiparametric bi-functional models
- Series expansion for functional sufficient dimension reduction
- Semiparametric partially linear regression models for functional data
- Nonparametric modelling for functional data: selected survey and tracks for future
- FDA: strong consistency of the kNN local linear estimation of the functional conditional density and mode
- Adaptive and minimax estimation of the cumulative distribution function given a functional covariate
- Robust estimation with modified Huber's function for functional linear models
- Local quadratic estimation of the curvature in a functional single index model
- Estimation for Functional Single Index Models with Unknown Link Functions
- Partially Linear Additive Functional Regression
- Estimation of a functional single index model with dependent errors and unknown error density
- Functional polynomial multiple-index model
- Metric Learning via Cross-Validation
- Partial functional linear regression with autoregressive errors
- Estimation of sparse functional additive models with adaptive group Lasso
- Robust functional sliced inverse regression
- Robust estimation in canonical correlation analysis for multivariate functional data
- Some advances on semi-parametric functional data modelling
- On double-index dimension reduction for partially functional data
- Functional singular component analysis based functional additive models
- Dynamic single-index model for functional data
- Uniform in bandwidth consistency for various kernel estimators involving functional data
- Functional analysis of variance for Hilbert-valued multivariate fixed effect models
- Automatic and location-adaptive estimation in functional single-index regression
- Functional linear models for interval-valued data
- A comparison of parameter estimation in function-on-function regression
- Estimation and inference in functional single-index models
- Comments on: ``Probability enhanced effective dimension reduction for classifying sparse functional data
- Estimation and Inference for Dynamic Single-Index Varying-Coefficient Models
- Estimation in nonparametric functional-on-functional models with surrogate responses
- Methods for Scalar‐on‐Function Regression
- Functional single-index composite quantile regression
- Estimation on functional partially linear single index measurement error model
- Two-time-scale nonparametric recursive regression estimator for independent functional data
- Nonlinear Functional Modeling Using Neural Networks
- Single index Fréchet regression
- Approximation of smooth functionals using deep ReLU networks
- Functional Uniform-in-Bandwidth Moderate Deviation Principle for the Local Empirical Processes Involving Functional Data
- Linearized maximum rank correlation estimation when covariates are functional
- Simpler proofs for functional sliced inverse regression
This page was built for publication: Single and multiple index functional regression models with nonparametric link
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q638810)
