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A nonparametric concurrent regression model with multivariate functional inputs
Statistics and Its Interface ( IF 0.8 ) Pub Date : 2023-11-27 , DOI: 10.4310/23-sii782
Yutong Zhai 1 , Zhanfeng Wang 1 , Yuedong Wang 2
Affiliation  

Regression models with functional responses and covariates have attracted extensive research. Nevertheless, there is no existing method for the situation where the functional covariates are bivariate functions with one of the variables in common with the response function. In this article, we propose a nonparametric function-on-function regression method. We construct model spaces using a Gaussian kernel function and smoothing spline ANOVA decomposition. We estimate the nonparametric function using penalized likelihood and study properties of the Gaussian kernel function and the convergence rate of the proposed estimation method. We evaluate the proposed methods using simulations and illustrate them using two real data examples.

中文翻译:

具有多元函数输入的非参数并发回归模型

具有功能响应和协变量的回归模型吸引了广泛的研究。然而,对于函数协变量是其中一个变量与响应函数相同的二元函数的情况,还没有现有的方法。在本文中,我们提出了一种非参数函数对函数回归方法。我们使用高斯核函数和平滑样条方差分析构建模型空间。我们使用惩罚似然估计非参数函数,并研究高斯核函数的特性和所提出的估计方法的收敛速度。我们使用模拟来评估所提出的方法,并使用两个真实数据示例来说明它们。
更新日期:2023-11-28
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