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
Link To Document :
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