Functional response additive model estimation with online virtual stock markets

DOI10.1214/14-AOAS781zbMath1454.62478arXiv1502.00818OpenAlexW2001952407MaRDI QIDQ2258591

Natasha Foutz, Wolfgang Jank, Yingying Fan, Gareth M. James

Publication date: 26 February 2015

Published in: The Annals of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1502.00818

zbMATH Keywords

penalty functionsforecastingnonlinear regressionfunctional dataHollywoodmoviesvirtual markets

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Functional data analysis (62R10) General nonlinear regression (62J02)

Related Items

Multivariate functional linear regression and prediction, Finite sample theory for high-dimensional functional/scalar time series with applications, Functional additive regression, Functional additive models for optimizing individualized treatment rules, An autocovariance-based learning framework for high-dimensional functional time series, Network analysis: Understanding consumers' choice in the film industry and predicting pre‐released weekly box‐office revenue, Estimation and testing for partially functional linear errors-in-variables models, A note on variable selection in functional regression via random subspace method, Penalized function-on-function regression

Uses Software

• fda (R)

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