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 |
| DOI | 10.1093/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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