Estimation and variable selection for generalized functional partially varying coefficient hybrid models

doi:10.1007/s00362-022-01383-z

	Estimation and variable selection for generalized functional partially varying coefficient hybrid models
	Liu, Yanxia 1,2; Wang, Zhihao 2,3; Tian, Maozai2,3,4,5 ; Yu, Keming 6
	2022-12
发表期刊	STATISTICAL PAPERS
卷号	65 期号:1 页码:93-119
摘要	In this article, we propose a novel class of generalized functional partially varying coefficient hybrid models and variable selection procedure in which the explanatory variables include infinite dimensional predictor processes, treated as functional data with measurement errors, and high-dimensional scalar covariates with a diverging number of parameters. We focus on estimating coefficients and selecting the important variables in the high-dimensional covariates, which is complicated by the infinite-dimensional functional predictor, and one of our contributions is to characterize the effects of regularization on the resulting estimators. The proposed method is based on B-spline basis and functional principal component basis function approximation and a class of variable selection procedures using nonconcave penalized likelihood. Under some regularity conditions, we establish the consistency and oracle properties of the resulting shrinkage estimator, and empirical illustrations are given by simulation and illustrate its application using the biscuit dough dataset.
关键词	Generalized functional partially varying coefficient hybrid models Nonparametric function estimation Functional principal component B-spline Group SCAD
DOI	10.1007/s00362-022-01383-z
收录类别	SCIE
ISSN	0932-5026
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000901847400001
出版者	SPRINGER
原始文献类型	Article ; Early Access
EISSN	1613-9798
引用统计	被引频次[WOS]：0 [WOS记录] [WOS相关记录]
文献类型	期刊论文
条目标识符	http://ir.lzufe.edu.cn/handle/39EH0E1M/33405
专题	统计与数据科学学院
作者单位	1.North China Inst Sci & Technol, Coll Sci, Sanhe 065201, Peoples R China; 2.Renmin Univ China, Ctr Appl Stat, Sch Stat, Beijing 100872, Peoples R China; 3.Xinjiang Univ Finance & Econ, Sch Stat & Data Sci, Urumqi 830012, Peoples R China; 4.Xinjiang Med Univ, Dept Med Engn & Technol, Urumqi 830011, Peoples R China; 5.Lanzhou Univ Finance & Econ, Sch Stat, Lanzhou 730010, Peoples R China; 6.Brunel Univ, Math Sci, Uxbridge UB83PH, England
推荐引用方式 GB/T 7714	Liu, Yanxia,Wang, Zhihao,Tian, Maozai,et al. Estimation and variable selection for generalized functional partially varying coefficient hybrid models[J]. STATISTICAL PAPERS,2022,65(1):93-119.
APA	Liu, Yanxia,Wang, Zhihao,Tian, Maozai,&Yu, Keming.(2022).Estimation and variable selection for generalized functional partially varying coefficient hybrid models.STATISTICAL PAPERS,65(1),93-119.
MLA	Liu, Yanxia,et al."Estimation and variable selection for generalized functional partially varying coefficient hybrid models".STATISTICAL PAPERS 65.1(2022):93-119.