Estimation of functional regression models for functional responses by wavelet approximation

被引:6
作者
Aguilera, Ana [1 ]
Ocana, Francisco [1 ]
Valderrama, Mariano [1 ]
机构
[1] Univ Granada, Dept Stat & OR, E-18071 Granada, Spain
来源
FUNCTIONAL AND OPERATORIAL STATISTICS | 2008年
关键词
D O I
10.1007/978-3-7908-2062-1_3
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
A linear regression model to estimate a sample of response curves (realizations of a functional response) from a sample of predictor curves (functional predictor) is considered. Different procedures for estimating the parameter function of the model based on wavelets expansions and functional principal component decomposition of both the predictor and response curves are proposed. Wavelets coefficients will be estimated from discrete observations of sample curves at irregularly spaced tune points that could be different among sample individuals.
引用
收藏
页码:15 / 21
页数:7
相关论文
共 10 条
[1]   Forecasting with unequally spaced data by a functional principal component approach [J].
Aguilera, AM ;
Ocaña, FA ;
Valderrama, MJ .
TEST, 1999, 8 (01) :233-253
[2]   Wavelet methods for continuous-time prediction using Hilbert-valued autoregressive processes [J].
Antoniadis, A ;
Sapatinas, T .
JOURNAL OF MULTIVARIATE ANALYSIS, 2003, 87 (01) :133-158
[3]   Functional linear model [J].
Cardot, H ;
Ferraty, F ;
Sarda, P .
STATISTICS & PROBABILITY LETTERS, 1999, 45 (01) :11-22
[4]  
Chiou JM, 2004, STAT SINICA, V14, P675
[5]   ORTHONORMAL BASES OF COMPACTLY SUPPORTED WAVELETS [J].
DAUBECHIES, I .
COMMUNICATIONS ON PURE AND APPLIED MATHEMATICS, 1988, 41 (07) :909-996
[6]  
Ferraty F., 2006, SPR S STAT
[7]  
Mallat S., 2010, A Wavelet Tour of Signal Processing
[8]   Computational considerations in functional principal component analysis [J].
Ocana, Francisco A. ;
Aguilera, Ana M. ;
Escabias, Manuel .
COMPUTATIONAL STATISTICS, 2007, 22 (03) :449-465
[9]  
Ramsay JO., 2005, FUNCTIONAL DATA ANAL, DOI [10.1007/b98888, DOI 10.1007/B98888]
[10]   Functional linear regression analysis for longitudinal data [J].
Yao, F ;
Müller, HG ;
Wang, JL .
ANNALS OF STATISTICS, 2005, 33 (06) :2873-2903