A FUNCTIONAL INFORMATION CRITERION FOR REGION SELECTION IN FUNCTIONAL LINEAR MODELS

doi:10.5705/ss.202019.0409

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	A FUNCTIONAL INFORMATION CRITERION FOR REGION SELECTION IN FUNCTIONAL LINEAR MODELS
	Huang, Yunxiang 1,2; Wang, Qihua1,2,3
	2022-04-01
发表期刊	STATISTICA SINICA
ISSN	1017-0405
卷号	32 期号:2 页码:653-671
摘要	To deal with the region selection problem in functional linear models, we propose a functional information criterion that can be used to identify the null region where the functional predictor has no contribution to the response. The null region identified by our proposal is shown to be 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 previously. The procedure is easily implementable in practice. The finite-sample performance is illustrated in applications to simulated and real data.
关键词	functional data information criterion model selection spline support estimate variable selection
DOI	10.5705/ss.202019.0409
收录类别	SCI
语种	英语
资助项目	National Natural Science Foundation of China[11871460] ; National Natural Science Foundation of China[11331011] ; program for Innovative Research Group in China[61621003] ; Key Lab of Random Complex Structure and Data Science, CAS, China
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000819039600001
出版者	STATISTICA SINICA
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/61185
专题	应用数学研究所
通讯作者	Wang, Qihua
作者单位	1.Chinese Acad Sci, Acad Math & Syst Sci, 55 Zhongguancun E Rd, Beijing 100190, Peoples R China 2.Univ Chinese Acad Sci, 19A Yuquan Rd, Beijing 100049, Peoples R China 3.Zhejiang Gongshang Univ, Sch Stat & Math, Hangzhou 310018, Zhejiang, Peoples R China
推荐引用方式 GB/T 7714	Huang, Yunxiang,Wang, Qihua. A FUNCTIONAL INFORMATION CRITERION FOR REGION SELECTION IN FUNCTIONAL LINEAR MODELS[J]. STATISTICA SINICA,2022,32(2):653-671.
APA	Huang, Yunxiang,&Wang, Qihua.(2022).A FUNCTIONAL INFORMATION CRITERION FOR REGION SELECTION IN FUNCTIONAL LINEAR MODELS.STATISTICA SINICA,32(2),653-671.
MLA	Huang, Yunxiang,et al."A FUNCTIONAL INFORMATION CRITERION FOR REGION SELECTION IN FUNCTIONAL LINEAR MODELS".STATISTICA SINICA 32.2(2022):653-671.