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
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