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Generalized linear model with functional covariate and its derivatives

類別:會議論文

學年 / 學期:110-2

出版日期:2022-06-04 00:00:00

著者:Pai-Ling Li; Jeng-Min Chiou

會議名稱:The 5th International Conference on Econometrics and Statistics (EcoSta 2022)

會議地點:Kyoto, Japan (Hybrid)

摘要:A generalized functional linear regression model is proposed by considering a functional covariate and its derivatives as functional predictors. The unobserved derivatives of a random function may carry useful information and need to be estimated. We apply the notion of functional principal component analysis to modeling functional predictors. The proposed regression model is parameterized in various ways to investigate the effect of each functional predictor. The performance of the proposed method is demonstrated through a traffic data example.

語言:en

會議性質:國際

校內研討會地點:

研討會時間:20220604~20220606

國別:JPN