Dynamic single-index model for functional data

doi:10.1007/s11425-016-0051-3

CORC > 上海财经大学 > 上海财经大学

	Dynamic single-index model for functional data
	Ma HaiQiang 1,2; Bai Yang 3; Zhu ZhongYi 1
刊名	SCIENCE CHINA-MATHEMATICS
	2016-12
卷号	59 期号:12 页码:2561-2584
关键词	functional data analysis dynamic single-index model local linear smoothing prediction
ISSN号	1674-7283
DOI	10.1007/s11425-016-0051-3
英文摘要	We propose a new functional single index model, which called dynamic single-index model for functional data, or DSIM, to efficiently perform non-linear and dynamic relationships between functional predictor and functional response. The proposed model naturally allows for some curvature not captured by the ordinary functional linear model. By using the proposed two-step estimating algorithm, we develop the estimates for both the link function and the regression coefficient function, and then provide predictions of new response trajectories. Besides the asymptotic properties for the estimates of the unknown functions, we also establish the consistency of the predictions of new response trajectories under mild conditions. Finally, we show through extensive simulation studies and a real data example that the proposed DSIM can highly outperform existed functional regression methods in most settings.
WOS研究方向	Mathematics
语种	英语
出版者	SCIENCE PRESS
WOS记录号	WOS:000389916800016
内容类型	期刊论文
源URL	[http://10.2.47.112/handle/2XS4QKH4/1157]
专题	上海财经大学
通讯作者	Zhu ZhongYi
作者单位	1.Fudan Univ, Dept Stat, Shanghai 200433, Peoples R China; 2.Taiyuan Univ Sci & Technol, Dept Math, Taiyuan 030024, Peoples R China; 3.Shanghai Univ Finance & Econ, Sch Stat & Management, Shanghai 200433, Peoples R China
推荐引用方式 GB/T 7714	Ma HaiQiang,Bai Yang,Zhu ZhongYi. Dynamic single-index model for functional data[J]. SCIENCE CHINA-MATHEMATICS,2016,59(12):2561-2584.
APA	Ma HaiQiang,Bai Yang,&Zhu ZhongYi.(2016).Dynamic single-index model for functional data.SCIENCE CHINA-MATHEMATICS,59(12),2561-2584.
MLA	Ma HaiQiang,et al."Dynamic single-index model for functional data".SCIENCE CHINA-MATHEMATICS 59.12(2016):2561-2584.