Estimation of a functional single index model

Ferraty, Frederic and Park, Juhyun and Vieu, Philippe (2011) Estimation of a functional single index model. In: Recent Advances in Functional Data Analysis and Related Topics. Physica-Verlag HD, Berlin, pp. 111-116. ISBN 978-3-7908-2735-4

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Abstract

Single index models have been mostly studied as an alternative dimension reduction technique for nonparametric regression with multivariate covariates. The index parameter appearing in the model summarizes the effect of the covariates in a finite dimensional vector. We consider an extension to a functional single index parameter which is of infinite dimensional, as a summary of the effect of a functional explanatory variable on a scalar response variable and propose a new estimator based on the idea of functional derivative estimation.

Item Type:
Contribution in Book/Report/Proceedings
ID Code:
60311
Deposited By:
Deposited On:
28 Nov 2012 13:16
Refereed?:
Yes
Published?:
Published
Last Modified:
23 Jun 2020 23:29