Functional response additive model estimation with online virtual stock markets
نویسندگان
چکیده
منابع مشابه
Functional Response Additive Model Estimation with Online Virtual Stock Markets
While functional regression models have received increasing attention recently, most existing approaches assume both a linear relationship and a scalar response variable. We suggest a new method which extends the usual linear regression model to situations involving both functional responses, Xj(t), and functional predictors, Y (t). Our approach uses a penalized least squares optimization crite...
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ژورنال
عنوان ژورنال: The Annals of Applied Statistics
سال: 2014
ISSN: 1932-6157
DOI: 10.1214/14-aoas781