Related papers: A partial least squares approach for function-on-f…
We consider the estimation of the value of a linear functional of the slope parameter in functional linear regression, where scalar responses are modeled in dependence of random functions. The theory in this paper covers in particular…
We propose a procedure for testing the linearity of a scalar-on-function regression relationship. To do so, we use the functional generalized additive model (FGAM), a recently developed extension of the functional linear model. For a…
A function of the empirical characteristic function,exists for the stable distribution, which leads to a linear regression and can be used to estimate the parameters. Two approaches are often used, one to find optimal values of t, but these…
We propose a function-on-function linear regression model for time-dependent curve data that is consistently estimated by imposing factor structures on the regressors. An integral operator based on cross-covariances identifies two…
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 [J. Multivariate Anal. 101 (2010) 395-408] have shown that a…
Scalar-on-function linear models are commonly used to regress functional predictors on a scalar response. However, functional models are more difficult to estimate and interpret than traditional linear models, and may be unnecessarily…
Simplicial-simplicial regression refers to the regression setting where both the responses and predictor variables lie within the simplex space, i.e. they are compositional. For this setting, constrained least squares, where the regression…
This paper addresses estimation in a longitudinal regression model for association between a scalar outcome and a set of longitudinally-collected functional covariates or predictor curves. The framework consists of estimating a time-varying…
This paper considers the partially functional linear model (PFLM) where all predictive features consist of a functional covariate and a high dimensional scalar vector. Over an infinite dimensional reproducing kernel Hilbert space, the…
We propose a prediction procedure for the functional linear quantile regression model by using partial quantile covariance techniques and develop a simple partial quantile regression (SIMPQR) algorithm to efficiently extract partial…
This paper develops a point impact linear regression model in which the trajectory of a continuous stochastic process, when evaluated at a sensitive time point, is associated with a scalar response. The proposed model complements and is…
This paper presents new results on Functional Analysis of Variance for fixed effect models with correlated Hilbert-valued Gaussian error components. The geometry of the Reproducing Kernel Hilbert Space (RKHS) of the error term is considered…
Physical activity (PA) intervention studies often collect repeated intensity measurements over long observation periods. Quantifying the variation in intervention effects over the study period is critical to evaluating and improving…
Observations which are realizations from some continuous process are frequent in sciences, engineering, economics, and other fields. We consider linear models, with possible random effects, where the responses are random functions in a…
Least squares Monte Carlo methods are a popular numerical approximation method for solving stochastic control problems. Based on dynamic programming, their key feature is the approximation of the conditional expectation of future rewards by…
This article investigates nonparametric estimation of variance functions for functional data when the mean function is unknown. We obtain asymptotic results for the kernel estimator based on squared residuals. Similar to the finite…
Response functions linking regression predictors to properties of the response distribution are fundamental components in many statistical models. However, the choice of these functions is typically based on the domain of the modeled…
We propose a nested reduced-rank regression (NRRR) approach in fitting regression model with multivariate functional responses and predictors, to achieve tailored dimension reduction and facilitate interpretation/visualization of the…
We propose an estimation approach to analyse correlated functional data which are observed on unequal grids or even sparsely. The model we use is a functional linear mixed model, a functional analogue of the linear mixed model. Estimation…
We analyze linear panel regression models with interactive fixed effects and predetermined regressors, for example lagged-dependent variables. The first-order asymptotic theory of the least squares (LS) estimator of the regression…