An adaptive group LASSO approach for domain selection in functional generalized linear models

doi:10.1016/j.jspi.2021.11.003

CSpace > 应用数学研究所

	An adaptive group LASSO approach for domain selection in functional generalized linear models
	Sun, Yifan; Wang, Qihua
	2022-07-01
发表期刊	JOURNAL OF STATISTICAL PLANNING AND INFERENCE
ISSN	0378-3758
卷号	219 页码:13-32
摘要	This paper focuses on estimation and null region detection of the coefficient function for functional generalized linear models. Traditional estimating approaches cannot serve as null regions detectors. To simultaneously estimate coefficient functions and detect corresponding important subregions in functional generalized linear models, an adaptive group LASSO approach with B-spline smoothing technique is developed. The convergence rate of the resulting estimator is obtained. The consistency of domain selection and limiting distribution of the proposed estimator are then established, which is not straightforward since the groups to be penalized are overlapping. These asymptotic properties are also supported by extensive simulation studies. The resulting estimator performs better than direct adaptive LASSO estimators and some existing functional generalized linear models estimators, which are obtained without considering the domain selection. A real data application reveals the effectiveness of the proposed method. (C) 2021 Elsevier B.V. All rights reserved.
关键词	Functional data Adaptive LASSO Group LASSO Null region detection B-spline
DOI	10.1016/j.jspi.2021.11.003
收录类别	SCI
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000791073700003
出版者	ELSEVIER
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/60412
专题	应用数学研究所
通讯作者	Wang, Qihua
作者单位	Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China
推荐引用方式 GB/T 7714	Sun, Yifan,Wang, Qihua. An adaptive group LASSO approach for domain selection in functional generalized linear models[J]. JOURNAL OF STATISTICAL PLANNING AND INFERENCE,2022,219:13-32.
APA	Sun, Yifan,&Wang, Qihua.(2022).An adaptive group LASSO approach for domain selection in functional generalized linear models.JOURNAL OF STATISTICAL PLANNING AND INFERENCE,219,13-32.
MLA	Sun, Yifan,et al."An adaptive group LASSO approach for domain selection in functional generalized linear models".JOURNAL OF STATISTICAL PLANNING AND INFERENCE 219(2022):13-32.