From Multivariate to Functional Linear Regression
نویسنده
چکیده
Abstract. The aim of this contribution is to present a new, however rapidly developing domain of statistics – functional data analysis (FDA). A particular problem of extending multivariate regression to the functional setting is discussed. First of all, two real data sets and connected problems are presented. Multivariate regression is briefly recalled focusing mainly on the case of strongly correlated predictors and its disadvantages for FDA. A direct (naive) approach from the multivariate to the functional setting is then mentioned. Finally, a functional linear regression model is introduced and two methods for estimating its functional parameter are discussed.
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