• Title of article

    Estimation in generalized linear models for functional data via penalized likelihood

  • Author/Authors

    Cardot، نويسنده , , Hervé and Sarda، نويسنده , , Pacal، نويسنده ,

  • Issue Information
    دوفصلنامه با شماره پیاپی سال 2005
  • Pages
    18
  • From page
    24
  • To page
    41
  • Abstract
    We analyze in a regression setting the link between a scalar response and a functional predictor by means of a Functional Generalized Linear Model. We first give a theoretical framework and then discuss identifiability of the model. The functional coefficient of the model is estimated via penalized likelihood with spline approximation. The L2 rate of convergence of this estimator is given under smoothness assumption on the functional coefficient. Heuristic arguments show how these rates may be improved for some particular frameworks.
  • Keywords
    splines , Hilbert space valued random variables , Ill-posed problem , regularization , Covariance operator
  • Journal title
    Journal of Multivariate Analysis
  • Serial Year
    2005
  • Journal title
    Journal of Multivariate Analysis
  • Record number

    1558053