Functional linear regression that’s interpretable

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Functional Linear Regression That’s Interpretable

Regression models to relate a scalar Y to a functional predictor X(t) are becoming increasingly common. Work in this area has concentrated on estimating a coefficient function, β(t), with Y related to X(t) through ∫ β(t)X(t) dt . Regions where β(t) = 0 correspond to places where there is a relationship between X(t) and Y . Alternatively, points where β(t)= 0 indicate no relationship. Hence, for...

متن کامل

Documentation for the R-code to implement the FLRTI methodology in “Functional Linear Regression That’s Interpretable”

This is a set of functions that fit the FLRTI approach. The main fitting function is “flrti”. In addition “flrti.boot” produces bootstrap confidence intervals for β(t), “flrti.cv” performs cross-validation to choose the tuning parameters, “flrti.perm” tests statistical significance between Y and X(t) and “predict.flrti” produces predictions for a new set of X(t) predictors. We provide documenta...

متن کامل

Adaptive functional linear regression

We consider the estimation of the slope function in functional linear regression, where scalar responses are modeled in dependence of random functions. Cardot and Johannes [2010] have shown that a thresholded projection estimator can attain up to a constant minimax-rates of convergence in a general framework which allows to cover the prediction problem with respect to the mean squared predictio...

متن کامل

Functional Partial Linear Regression

When predicting scalar responses in the situation where the explanatory variables are functions, it is sometimes the case that some functional variables are related to responses linearly while other variables have more complicated relationships with the responses. In this paper, we propose a new semi-parametric model to take advantage of both parametric and nonparametric functional modeling. As...

متن کامل

Adaptive Functional Linear Regression

Theoretical results in the functional linear regression literature have so far focused on minimax estimation where smoothness parameters are assumed to be known and the estimators typically depend on these smoothness parameters. In this paper we consider adaptive estimation in functional linear regression. The goal is to construct a single data-driven procedure that achieves optimality results ...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: The Annals of Statistics

سال: 2009

ISSN: 0090-5364

DOI: 10.1214/08-aos641