KMS Of Academy of mathematics and systems sciences, CAS
| A FUNCTIONAL INFORMATION CRITERION FOR REGION SELECTION IN FUNCTIONAL LINEAR MODELS | |
Huang, Yunxiang1,2; Wang, Qihua1,2,3
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| 2022-04-01 | |
| Source Publication | STATISTICA SINICA
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| ISSN | 1017-0405 |
| Volume | 32Issue:2Pages:653-671 |
| Abstract | 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. |
| Keyword | functional data information criterion model selection spline support estimate variable selection |
| DOI | 10.5705/ss.202019.0409 |
| Indexed By | SCI |
| Language | 英语 |
| Funding Project | 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 Research Area | Mathematics |
| WOS Subject | Statistics & Probability |
| WOS ID | WOS:000819039600001 |
| Publisher | STATISTICA SINICA |
| Citation statistics | |
| Document Type | 期刊论文 |
| Identifier | http://ir.amss.ac.cn/handle/2S8OKBNM/61185 |
| Collection | 应用数学研究所 |
| Corresponding Author | Wang, Qihua |
| Affiliation | 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 |
| Recommended Citation 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. |
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