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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.
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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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