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Author:

Cai, Xiong (Cai, Xiong.) | Xue, Liugen (Xue, Liugen.) (Scholars:薛留根) | Ca, Jiguo (Ca, Jiguo.)

Indexed by:

Scopus SCIE

Abstract:

Function-on-scalar regression is commonly used to model the dynamic behaviour of a set of scalar predictors of interest on the functional response. In this article, we develop a robust variable selection procedure for function-on-scalar regression with a large number of scalar predictors based on exponential squared loss combined with the group smoothly clipped absolute deviation regularization method. The proposed procedure simultaneously selects relevant predictors and provides estimates for the functional coefficients, and achieves robustness and efficiency using tuning parameters selected by a data-driven procedure. Under reasonable conditions, we establish the asymptotic properties of the proposed estimators, including estimation consistency and the oracle property. The finite-sample performance of the proposed method is investigated with simulation studies. The proposed method is also demonstrated with a real diffusion tensor imaging data example.

Keyword:

variable selection robust estimation oracle property group SCAD Functional data analysis

Author Community:

  • [ 1 ] [Cai, Xiong]Nanjing Audit Univ, Sch Stat & Math, Nanjing 211815, Peoples R China
  • [ 2 ] [Xue, Liugen]Beijing Univ Technol, Coll Stat & Data Sci, Fac Sci, Beijing 100124, Peoples R China
  • [ 3 ] [Ca, Jiguo]Simon Fraser Univ, Dept Stat & Actuarial Sci, Burnaby, BC V5A 1S6, Canada

Reprint Author's Address:

  • [Ca, Jiguo]Simon Fraser Univ, Dept Stat & Actuarial Sci, Burnaby, BC V5A 1S6, Canada

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Source :

CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE

ISSN: 0319-5724

Year: 2021

Issue: 1

Volume: 50

Page: 162-179

0 . 6 0 0

JCR@2022

ESI Discipline: MATHEMATICS;

ESI HC Threshold:31

JCR Journal Grade:4

Cited Count:

WoS CC Cited Count: 9

SCOPUS Cited Count: 9

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 8

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