Fractals with point impact in functional linear regression

Details Fractals with point impact in functional linear regression Fractals with point impact in functional linear regression

2010-10-21

arxiv.org/abs/1010.4381v1

Annals of Statistics 2010, Vol. 38, No. 4, 2559-2586

Mathematics

Statistics Theory

Published in at http://dx.doi.org/10.1214/10-AOS791 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of

Scientific paper

10.1214/10-AOS791

This paper develops a point impact linear regression model in which the trajectory of a continuous stochastic process, when evaluated at a sensitive time point, is associated with a scalar response. The proposed model complements and is more interpretable than the functional linear regression approach that has become popular in recent years. The trajectories are assumed to have fractal (self-similar) properties in common with a fractional Brownian motion with an unknown Hurst exponent. Bootstrap confidence intervals based on the least-squares estimator of the sensitive time point are developed. Misspecification of the point impact model by a functional linear model is also investigated. Non-Gaussian limit distributions and rates of convergence determined by the Hurst exponent play an important role.

Affiliated with

Also associated with

No associations

Rating

Fractals with point impact in functional linear regression does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Fractals with point impact in functional linear regression, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Fractals with point impact in functional linear regression will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-422981