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作者:

Cai, Xiong (Cai, Xiong.) | Xue, Liugen (Xue, Liugen.) (学者:薛留根) | Ca, Jiguo (Ca, Jiguo.)

收录:

SCIE

摘要:

Function-on-scalar regression is commonly used to model the dynamic behaviour of a set of scalar predictors of interest on the functional response. In this article, we develop a robust variable selection procedure for function-on-scalar regression with a large number of scalar predictors based on exponential squared loss combined with the group smoothly clipped absolute deviation regularization method. The proposed procedure simultaneously selects relevant predictors and provides estimates for the functional coefficients, and achieves robustness and efficiency using tuning parameters selected by a data-driven procedure. Under reasonable conditions, we establish the asymptotic properties of the proposed estimators, including estimation consistency and the oracle property. The finite-sample performance of the proposed method is investigated with simulation studies. The proposed method is also demonstrated with a real diffusion tensor imaging data example.

关键词:

Functional data analysis group SCAD oracle property robust estimation variable selection

作者机构:

  • [ 1 ] [Cai, Xiong]Nanjing Audit Univ, Sch Stat & Math, Nanjing 211815, Peoples R China
  • [ 2 ] [Xue, Liugen]Beijing Univ Technol, Coll Stat & Data Sci, Fac Sci, Beijing 100124, Peoples R China
  • [ 3 ] [Ca, Jiguo]Simon Fraser Univ, Dept Stat & Actuarial Sci, Burnaby, BC V5A 1S6, Canada

通讯作者信息:

  • [Ca, Jiguo]Simon Fraser Univ, Dept Stat & Actuarial Sci, Burnaby, BC V5A 1S6, Canada

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来源 :

CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE

ISSN: 0319-5724

年份: 2021

0 . 6 0 0

JCR@2022

ESI学科: MATHEMATICS;

ESI高被引阀值:5

被引次数:

WoS核心集被引频次: 6

SCOPUS被引频次: 6

ESI高被引论文在榜: 0 展开所有

万方被引频次:

中文被引频次:

近30日浏览量: 3

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