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Author:

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

Indexed by:

Scopus SCIE

Abstract:

We introduce a variable selection procedure for function-on-function linear models with multiple functional predictors, using the functional principal component analysis (FPCA)-based estimation method with the group smoothly clipped absolute deviation regularization. This approach enables us to select significant functional predictors and estimate the bivariate functional coefficients simultaneously. A data-driven procedure is provided for choosing the tuning parameters of the proposed method to achieve high efficiency. We construct FPCA-based estimators for the bivariate functional coefficients using the proposed regularization method. Under some mild conditions, we establish the estimation and selection consistencies of the proposed procedure. Simulation studies are carried out to illustrate the finite-sample performance of the proposed method. The results show that our method is highly effective in identifying the relevant functional predictors and in estimating the bivariate functional coefficients. Furthermore, the proposed method is demonstrated in a real-data example by investigating the association between ocean temperature and several water variables.

Keyword:

group SCAD functional principal component analysis selection consistency regularization Functional data analysis

Author Community:

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

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Source :

STATISTICA SINICA

ISSN: 1017-0405

Year: 2022

Issue: 3

Volume: 32

Page: 1435-1465

1 . 4

JCR@2022

1 . 4 0 0

JCR@2022

ESI Discipline: MATHEMATICS;

ESI HC Threshold:20

JCR Journal Grade:3

CAS Journal Grade:3

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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