Dimension reduction in functional regression with applications

  • Authors:
  • U. Amato;A. Antoniadis;I. De Feis

  • Affiliations:
  • Istituto per le Applicazioni del Calcolo 'M. Picone' CNR - Sezione di Napoli, Italy;Laboratoire de Modelisation et Calcul (LMC-IMAG), Universite Joseph Fourier, Tour IRMA, B.P. 53, 38041 Grenoble, Cedex 9, France;Istituto per le Applicazioni del Calcolo 'M. Picone' CNR - Sezione di Napoli, Italy

  • Venue:
  • Computational Statistics & Data Analysis
  • Year:
  • 2006

Quantified Score

Hi-index 0.03

Visualization

Abstract

Two dimensional reduction regression methods to predict a scalar response from a discretized sample path of a continuous time covariate process are presented. The methods take into account the functional nature of the predictor and are both based on appropriate wavelet decompositions. Using such decompositions, prediction methods are devised that are similar to minimum average variance estimation (MAVE) or functional sliced inverse regression (FSIR). Their practical implementation is described, together with their application both to simulated and on real data analyzing three calibration examples of near infrared spectra.