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作者:

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

收录:

Scopus SCIE

摘要:

We introduce a variable selection procedure for function-on-function linear models with multiple functional predictors, using the functional principal component analysis (FPCA)-based estimation method with the group smoothly clipped absolute deviation regularization. This approach enables us to select significant functional predictors and estimate the bivariate functional coefficients simultaneously. A data-driven procedure is provided for choosing the tuning parameters of the proposed method to achieve high efficiency. We construct FPCA-based estimators for the bivariate functional coefficients using the proposed regularization method. Under some mild conditions, we establish the estimation and selection consistencies of the proposed procedure. Simulation studies are carried out to illustrate the finite-sample performance of the proposed method. The results show that our method is highly effective in identifying the relevant functional predictors and in estimating the bivariate functional coefficients. Furthermore, the proposed method is demonstrated in a real-data example by investigating the association between ocean temperature and several water variables.

关键词:

group SCAD functional principal component analysis selection consistency regularization Functional data analysis

作者机构:

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

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来源 :

STATISTICA SINICA

ISSN: 1017-0405

年份: 2022

期: 3

卷: 32

页码: 1435-1465

1 . 4

JCR@2022

1 . 4 0 0

JCR@2022

ESI学科: MATHEMATICS;

ESI高被引阀值:20

JCR分区:3

中科院分区:3

被引次数:

WoS核心集被引频次: 9

SCOPUS被引频次: 8

ESI高被引论文在榜: 0 展开所有

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