MLLGJan 12, 2013

Multiple functional regression with both discrete and continuous covariates

arXiv:1301.2656v15 citations
Originality Synthesis-oriented
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This work addresses the need for more flexible regression models in statistics and data analysis, though it appears incremental as it builds on existing kernel-based approaches.

The paper tackles the problem of predicting a functional response using multiple functional covariates, including both discrete and continuous types, by extending functional regression methodology with a nonparametric method based on reproducing kernel Hilbert spaces and positive operator-valued kernels.

In this paper we present a nonparametric method for extending functional regression methodology to the situation where more than one functional covariate is used to predict a functional response. Borrowing the idea from Kadri et al. (2010a), the method, which support mixed discrete and continuous explanatory variables, is based on estimating a function-valued function in reproducing kernel Hilbert spaces by virtue of positive operator-valued kernels.

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