Title
Series expansion for functional sufficient dimension reduction
Abstract
Functional data are infinite-dimensional statistical objects which pose significant challenges to both theorists and practitioners. Both parametric and nonparametric regressions have received attention in the functional data analysis literature. However, the former imposes stringent constraints while the latter suffers from logarithmic convergence rates. In this article, we consider two popular sufficient dimension reduction methods in the context of functional data analysis, which, if desired, can be combined with low-dimensional nonparametric regression in a later step. In computation, predictor processes and index vectors are approximated in finite dimensional spaces using the series expansion approach. In theory, the basis used can be either fixed or estimated, which include both functional principal components and B-spline basis. Thus our study is more general than previous ones. Numerical results from simulations and a real data analysis are presented to illustrate the methods.
Year
DOI
Venue
2014
10.1016/j.jmva.2013.10.019
J. Multivariate Analysis
Keywords
Field
DocType
series expansion,functional sufficient dimension reduction,low-dimensional nonparametric regression,real data analysis,functional data,functional principal component,functional data analysis,finite dimensional space,functional data analysis literature,b-spline basis,nonparametric regression,index vector,functional principal component analysis,sliced inverse regression
Functional data analysis,Functional principal component analysis,Econometrics,Sliced inverse regression,Nonparametric regression,Series expansion,Nonparametric statistics,Parametric statistics,Statistics,Sufficient dimension reduction,Mathematics
Journal
Volume
ISSN
Citations 
124,
0047-259X
6
PageRank 
References 
Authors
0.83
2
2
Name
Order
Citations
PageRank
Heng Lian110627.59
Gaorong Li26414.58