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Variable selection in functional regression models: a review

Methodology 2024-01-29 v1

Abstract

Despite of various similar features, Functional Data Analysis and High-Dimensional Data Analysis are two major fields in Statistics that grew up recently almost independently one from each other. The aim of this paper is to propose a survey on methodological advances for variable selection in functional regression, which is typically a question for which both functional and multivariate ideas are crossing. More than a simple survey, this paper aims to promote even more new links between both areas.

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Cite

@article{arxiv.2401.14867,
  title  = {Variable selection in functional regression models: a review},
  author = {Germán Aneiros and Silvia Novo and Philippe Vieu},
  journal= {arXiv preprint arXiv:2401.14867},
  year   = {2024}
}

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22 pages