A Functional Information Criterion for Region Selection in Functional Linear Models
A Functional Information Criterion for Region Selection in Functional Linear Models
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DOI：
10.5705/ss.202019.0409
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发表时间：
2020
期刊：
影响因子：
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通讯作者：
Yunxiang Huang;Qihua Wang
中科院分区：
文献类型：
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作者：
Yunxiang Huang;Qihua Wang
为了解决函数线性模型中的区域选择问题，提出了一个函数信息准则来识别函数预测器对响应没有贡献的零区域。结果表明，在一些温和的条件下，我们所提出的零区是渐近一致的。此外，我们还得到了零区估计长度的收敛速率，这是以前没有考虑过的。该程序在实践中易于实现。在模拟数据和实际数据的应用中说明了有限样本的性能。
To deal with the region selection problem in functional linear models, a functional information criterion is suggested to identify the null region where the functional predictor has no contribution to the response. It is shown that the null region identified by our proposal is 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 before. The procedure is easily implementable in practice. The finite sample performance is illustrated in applications to simulated and real data.