Functional linear model with partially observed covariate and missing values in the response
被引:3
作者:
Crambes, Christophe
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机构:
Univ Montpellier, Inst Montpellierain Alexander Grothendieck IM, Montpellier, FranceUniv Montpellier, Inst Montpellierain Alexander Grothendieck IM, Montpellier, France
Crambes, Christophe
[1
]
Daayeb, Chayma
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机构:
Univ Montpellier, Inst Montpellierain Alexander Grothendieck IM, Montpellier, France
Univ Tunis El Manar, Lab Modelisat Math & Numer Sci Ingerieur ENIT LAM, Tunis, TunisiaUniv Montpellier, Inst Montpellierain Alexander Grothendieck IM, Montpellier, France
Daayeb, Chayma
[1
,2
]
Gannoun, Ali
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机构:
Univ Montpellier, Inst Montpellierain Alexander Grothendieck IM, Montpellier, FranceUniv Montpellier, Inst Montpellierain Alexander Grothendieck IM, Montpellier, France
Gannoun, Ali
[1
]
Henchiri, Yousri
论文数: 0引用数: 0
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机构:
Univ Tunis El Manar, Lab Modelisat Math & Numer Sci Ingerieur ENIT LAM, Tunis, Tunisia
Univ Manouba, Inst Super Arts Multimedia Manouba ISAMM, Tunis, TunisiaUniv Montpellier, Inst Montpellierain Alexander Grothendieck IM, Montpellier, France
Henchiri, Yousri
[2
,3
]
机构:
[1] Univ Montpellier, Inst Montpellierain Alexander Grothendieck IM, Montpellier, France
[2] Univ Tunis El Manar, Lab Modelisat Math & Numer Sci Ingerieur ENIT LAM, Tunis, Tunisia
[3] Univ Manouba, Inst Super Arts Multimedia Manouba ISAMM, Tunis, Tunisia
Functional linear model;
functional principal components;
missing data;
missing at random;
missing completely at random;
regression imputation;
PREDICTION;
ESTIMATORS;
D O I:
10.1080/10485252.2022.2142222
中图分类号:
O21 [概率论与数理统计];
C8 [统计学];
学科分类号:
020208 ;
070103 ;
0714 ;
摘要:
Dealing with missing values is an important issue in data observation or data recording process. In this paper, we consider a functional linear regression model with partially observed covariate and missing values in the response. We use a reconstruction operator that aims at recovering the missing parts of the explanatory curves, then we are interested in regression imputation method of missing data on the response variable, using functional principal component regression to estimate the functional coefficient of the model. We study the asymptotic behaviour of the prediction error when missing data are replaced by the imputed values in the original dataset. The practical behaviour of the method is also studied on simulated data and a real dataset.
机构:
Univ Santiago de Compostela, Dept Stat Math Anal & Optimizat, Santiago De Compostela, SpainUniv Santiago de Compostela, Dept Stat Math Anal & Optimizat, Santiago De Compostela, Spain
Febrero-Bande, Manuel
Galeano, Pedro
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机构:
Univ Carlos III Madrid, Dept Stat, C Madrid 126, Madrid 28903, Spain
Univ Carlos III Madrid, BS Inst Financial Big Data UC3M, C Madrid 126, Madrid 28903, SpainUniv Santiago de Compostela, Dept Stat Math Anal & Optimizat, Santiago De Compostela, Spain
Galeano, Pedro
Gonzalez-Manteiga, Wenceslao
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机构:
Univ Santiago de Compostela, Dept Stat Math Anal & Optimizat, Santiago De Compostela, SpainUniv Santiago de Compostela, Dept Stat Math Anal & Optimizat, Santiago De Compostela, Spain
机构:
Univ Santiago de Compostela, Dept Stat Math Anal & Optimizat, Santiago De Compostela, SpainUniv Santiago de Compostela, Dept Stat Math Anal & Optimizat, Santiago De Compostela, Spain
Febrero-Bande, Manuel
Galeano, Pedro
论文数: 0引用数: 0
h-index: 0
机构:
Univ Carlos III Madrid, Dept Stat, C Madrid 126, Madrid 28903, Spain
Univ Carlos III Madrid, BS Inst Financial Big Data UC3M, C Madrid 126, Madrid 28903, SpainUniv Santiago de Compostela, Dept Stat Math Anal & Optimizat, Santiago De Compostela, Spain
Galeano, Pedro
Gonzalez-Manteiga, Wenceslao
论文数: 0引用数: 0
h-index: 0
机构:
Univ Santiago de Compostela, Dept Stat Math Anal & Optimizat, Santiago De Compostela, SpainUniv Santiago de Compostela, Dept Stat Math Anal & Optimizat, Santiago De Compostela, Spain