KMS Of Academy of mathematics and systems sciences, CAS
| An adaptive group LASSO approach for domain selection in functional generalized linear models | |
Sun, Yifan; Wang, Qihua
| |
| 2022-07-01 | |
| Source Publication | JOURNAL OF STATISTICAL PLANNING AND INFERENCE
 |
| ISSN | 0378-3758 |
| Volume | 219Pages:13-32 |
| Abstract | 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. |
| Keyword | Functional data Adaptive LASSO Group LASSO Null region detection B-spline |
| DOI | 10.1016/j.jspi.2021.11.003 |
| Indexed By | SCI |
| Language | 英语 |
| WOS Research Area | Mathematics |
| WOS Subject | Statistics & Probability |
| WOS ID | WOS:000791073700003 |
| Publisher | ELSEVIER |
| Citation statistics | |
| Document Type | 期刊论文 |
| Identifier | http://ir.amss.ac.cn/handle/2S8OKBNM/60412 |
| Collection | 应用数学研究所 |
| Corresponding Author | Wang, Qihua |
| Affiliation | Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China |
| Recommended Citation 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. |
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