An adaptive group LASSO approach for domain selection in functional generalized linear models
文献类型：期刊论文
| 作者 | Sun, Yifan; Wang, Qihua
|
| 刊名 | JOURNAL OF STATISTICAL PLANNING AND INFERENCE
 |
| 出版日期 | 2022-07-01 |
| 卷号 | 219页码:13-32 |
| 关键词 | Functional data Adaptive LASSO Group LASSO Null region detection B-spline |
| ISSN号 | 0378-3758 |
| DOI | 10.1016/j.jspi.2021.11.003 |
| 英文摘要 | This paper focuses on estimation and null region detection of the coefficient function for functional generalized linear models. Traditional estimating approaches cannot serve as null regions detectors. To simultaneously estimate coefficient functions and detect corresponding important subregions in functional generalized linear models, an adaptive group LASSO approach with B-spline smoothing technique is developed. The convergence rate of the resulting estimator is obtained. The consistency of domain selection and limiting distribution of the proposed estimator are then established, which is not straightforward since the groups to be penalized are overlapping. These asymptotic properties are also supported by extensive simulation studies. The resulting estimator performs better than direct adaptive LASSO estimators and some existing functional generalized linear models estimators, which are obtained without considering the domain selection. A real data application reveals the effectiveness of the proposed method. (C) 2021 Elsevier B.V. All rights reserved. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000791073700003 |
| 出版者 | ELSEVIER |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/60411]  |
| 专题 | 应用数学研究所 |
| 通讯作者 | Wang, Qihua |
| 作者单位 | Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China |
| 推荐引用方式 GB/T 7714 | Sun, Yifan,Wang, Qihua. An adaptive group LASSO approach for domain selection in functional generalized linear models[J]. JOURNAL OF STATISTICAL PLANNING AND INFERENCE,2022,219:13-32. |
| APA | Sun, Yifan,&Wang, Qihua.(2022).An adaptive group LASSO approach for domain selection in functional generalized linear models.JOURNAL OF STATISTICAL PLANNING AND INFERENCE,219,13-32. |
| MLA | Sun, Yifan,et al."An adaptive group LASSO approach for domain selection in functional generalized linear models".JOURNAL OF STATISTICAL PLANNING AND INFERENCE 219(2022):13-32. |
入库方式： OAI收割
来源：数学与系统科学研究院
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