High-dimensional adaptive function-on-scalar regression
نویسندگان
چکیده
منابع مشابه
Variable Selection in Function-on-Scalar Regression.
For regression models with functional responses and scalar predictors, it is common for the number of predictors to be large. Despite this, few methods for variable selection exist for function-on-scalar models, and none account for the inherent correlation of residual curves in such models. By expanding the coefficient functions using a B-spline basis, we pose the function-on-scalar model as a...
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ژورنال
عنوان ژورنال: Econometrics and Statistics
سال: 2017
ISSN: 2452-3062
DOI: 10.1016/j.ecosta.2016.08.001