Showing 1 - 10 of 16
This work proposes an extension of the functional principal components analysis (FPCA) or Karhunen-Loève expansion, which can take into account non-parametrically the effects of an additional covariate. Such models can also be interpreted as non-parametric mixed effect models for functional...
Persistent link: https://www.econbiz.de/10005683562
Persistent link: https://www.econbiz.de/10005613182
In this paper, we study a regression model in which explanatory variables are sampling points of a continuous-time process. We propose an estimator of regression by means of a Functional Principal Component Analysis analogous to the one introduced by Bosq [(1991) NATO, ASI Series, pp. 509-529]...
Persistent link: https://www.econbiz.de/10005074625
This paper introduces a new nonparametric estimator based on penalized regression splines for linear operator equations when the data are noisy. A local roughness penalty that relies on local support properties of B-splines is introduced in order to deal with spatial heterogeneity of the...
Persistent link: https://www.econbiz.de/10005160472
We analyze in a regression setting the link between a scalar response and a functional predictor by means of a Functional Generalized Linear Model. We first give a theoretical framework and then discuss identifiability of the model. The functional coefficient of the model is estimated via...
Persistent link: https://www.econbiz.de/10005021330
Persistent link: https://www.econbiz.de/10008515574
We consider the problem of estimating the regression function in functional linear regression models by proposing a new type of projection estimators which combine dimension reduction and thresholding. The introduction of a threshold rule allows us to get consistency under broad assumptions as...
Persistent link: https://www.econbiz.de/10008521081
Clustering with fast algorithms large samples of high dimensional data is an important challenge in computational statistics. A new class of recursive stochastic gradient algorithms designed for the k-medians loss criterion is proposed. By their recursive nature, these algorithms are very fast...
Persistent link: https://www.econbiz.de/10010577715
type="main" xml:id="sjos12048-abs-0001" <title type="main">ABSTRACT</title> <p>For fixed size sampling designs with high entropy, it is well known that the variance of the Horvitz–Thompson estimator can be approximated by the Hájek formula. The interest of this asymptotic variance approximation is that it only involves...</p>
Persistent link: https://www.econbiz.de/10011035963