Variable selection in infinite-dimensional problems

This paper is on regression models when the explanatory variable is a function. The question is to look for which among the pn discretized values of the function must be incorporated in the model. The aim of the paper is to show how the continuous structure of the data allows to develop new specific variable selection procedures, which improve the rates of convergence of the estimated parameters and need much less restrictive assumptions on pn.

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Year of publication:	2014
Authors:	Aneiros, Germán ; Vieu, Philippe
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 94.2014, C, p. 12-20
Publisher:	Elsevier
Subject:	Functional data analysis \| Variable selection \| High-dimensional problem \| Partitioning variable selection procedure

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011039997