首页 | 本学科首页   官方微博 | 高级检索  
     检索      


Estimation in generalized linear models for functional data via penalized likelihood
Authors:Hervé Cardot  Pacal Sarda
Institution:a Unité Biométrie et Intelligence Artificielle, INRA Toulouse, BP 27, 31326 Castanet-Tolosan Cedex, France
b Laboratoire de Statistique et Probabilités, Université Paul Sabatier, 31062 Toulouse Cedex, France
Abstract:We analyze in a regression setting the link between a scalar response and a functional predictor by means of a Functional Generalized Linear Model. We first give a theoretical framework and then discuss identifiability of the model. The functional coefficient of the model is estimated via penalized likelihood with spline approximation. The L2 rate of convergence of this estimator is given under smoothness assumption on the functional coefficient. Heuristic arguments show how these rates may be improved for some particular frameworks.
Keywords:62G07  62G12  62G20  65J20
本文献已被 ScienceDirect 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号