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A FUNCTIONAL INFORMATION CRITERION FOR REGION SELECTION IN FUNCTIONAL LINEAR MODELS

文献类型：期刊论文

作者Huang, Yunxiang1,2; Wang, Qihua1,2,3
刊名STATISTICA SINICA
出版日期2022-04-01
卷号32期号:2页码:653-671
关键词functional data information criterion model selection spline support estimate variable selection
ISSN号1017-0405
DOI10.5705/ss.202019.0409
英文摘要To deal with the region selection problem in functional linear models, we propose a functional information criterion that can be used to identify the null region where the functional predictor has no contribution to the response. The null region identified by our proposal is shown to be asymptotically consistent under some mild conditions. In addition, we obtain the convergence rate of the length of the null region estimate, which has not been considered previously. The procedure is easily implementable in practice. The finite-sample performance is illustrated in applications to simulated and real data.
资助项目National Natural Science Foundation of China[11871460] ; National Natural Science Foundation of China[11331011] ; program for Innovative Research Group in China[61621003] ; Key Lab of Random Complex Structure and Data Science, CAS, China
WOS研究方向Mathematics
语种英语
WOS记录号WOS:000819039600001
出版者STATISTICA SINICA
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/61184]  
专题应用数学研究所
通讯作者Wang, Qihua
作者单位1.Chinese Acad Sci, Acad Math & Syst Sci, 55 Zhongguancun E Rd, Beijing 100190, Peoples R China
2.Univ Chinese Acad Sci, 19A Yuquan Rd, Beijing 100049, Peoples R China
3.Zhejiang Gongshang Univ, Sch Stat & Math, Hangzhou 310018, Zhejiang, Peoples R China
推荐引用方式
GB/T 7714		 Huang, Yunxiang,Wang, Qihua. A FUNCTIONAL INFORMATION CRITERION FOR REGION SELECTION IN FUNCTIONAL LINEAR MODELS[J]. STATISTICA SINICA,2022,32(2):653-671.
APA Huang, Yunxiang,&Wang, Qihua.(2022).A FUNCTIONAL INFORMATION CRITERION FOR REGION SELECTION IN FUNCTIONAL LINEAR MODELS.STATISTICA SINICA,32(2),653-671.
MLA Huang, Yunxiang,et al."A FUNCTIONAL INFORMATION CRITERION FOR REGION SELECTION IN FUNCTIONAL LINEAR MODELS".STATISTICA SINICA 32.2(2022):653-671.

入库方式： OAI收割

来源：数学与系统科学研究院

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