Functional Linear Model with Zero-value Coefficient Function at Sub-regions.

ABSTRACT: We propose a shrinkage method to estimate the coefficient function in a functional linear regression model when the value of the coefficient function is zero within certain sub-regions. Besides identifying the null region in which the coefficient function is zero, we also aim to perform estimation and inferences for the nonparametrically estimated coefficient function without over-shrinking the values. Our proposal consists of two stages. In stage one, the Dantzig selector is employed to provide initial location of the null region. In stage two, we propose a group SCAD approach to refine the estimated location of the null region and to provide the estimation and inference procedures for the coefficient function. Our considerations have certain advantages in this functional setup. One goal

SUBMITTER: Zhou J 

PROVIDER: S-EPMC3903402 | biostudies-literature | 2013 Jan

REPOSITORIES: biostudies-literature