Shrinkage estimation and selection for multiple functional regression

DOI10.5705/ss.2011.160zbMath1257.62041arXiv1108.3904OpenAlexW2099382951MaRDI QIDQ4908781

Heng Lian

Publication date: 7 March 2013

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1108.3904

zbMATH Keywords

principal component analysisfunctional linear regressionselection consistencygroup SCADestimation consistency

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Factor analysis and principal components; correspondence analysis (62H25) Linear regression; mixed models (62J05) Nonparametric tolerance and confidence regions (62G15)

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