中国科学院机构知识库网格
Chinese Academy of Sciences Institutional Repositories Grid
Functional prediction through averaging estimated functional linear regression models

文献类型:期刊论文

作者Zhang, Xinyu1; Chiou, Jeng-Min2; Ma, Yanyuan3
刊名BIOMETRIKA
出版日期2018-12-01
卷号105期号:4页码:945-962
关键词Asymptotic optimality Crossvalidation Functional data Model averaging Weighting
ISSN号0006-3444
DOI10.1093/biomet/asy041
英文摘要Prediction is often the primary goal of data analysis. In this work, we propose a novel model averaging approach to the prediction of a functional response variable. We develop a crossvalidation model averaging estimator based on functional linear regression models in which the response and the covariate are both treated as random functions. We show that the weights chosen by the method are asymptotically optimal in the sense that the squared error loss of the predicted function is as small as that of the infeasible best possible averaged function. When the true regression relationship belongs to the set of candidate functional linear regression models, the averaged estimator converges to the true model and can estimate the regression parameter functions at the same rate as under the true model. Monte Carlo studies and a data example indicate that in most cases the approach performs better than model selection.
资助项目National Natural Science Foundation of China ; U.S. National Science Foundation ; U.S. National Institute of Neurological Disorders and Strokes ; Academia Sinica of Taiwan ; Ministry of Science and Technology of Taiwan
WOS研究方向Life Sciences & Biomedicine - Other Topics ; Mathematical & Computational Biology ; Mathematics
语种英语
WOS记录号WOS:000452741300014
出版者OXFORD UNIV PRESS
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/32044]  
专题系统科学研究所
通讯作者Zhang, Xinyu
作者单位1.Chinese Acad Sci, Acad Math & Syst Sci, 52 Sanlihe Rd, Beijing 100190, Peoples R China
2.Acad Sinica, Inst Stat Sci, 128 Acad Rd, Taipei 11529, Taiwan
3.Penn State Univ, Dept Stat, University Pk, PA 16802 USA
推荐引用方式
GB/T 7714
Zhang, Xinyu,Chiou, Jeng-Min,Ma, Yanyuan. Functional prediction through averaging estimated functional linear regression models[J]. BIOMETRIKA,2018,105(4):945-962.
APA Zhang, Xinyu,Chiou, Jeng-Min,&Ma, Yanyuan.(2018).Functional prediction through averaging estimated functional linear regression models.BIOMETRIKA,105(4),945-962.
MLA Zhang, Xinyu,et al."Functional prediction through averaging estimated functional linear regression models".BIOMETRIKA 105.4(2018):945-962.

入库方式: OAI收割

来源:数学与系统科学研究院

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