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Functional wavelet regression for linear function-on-function models

Published in Electronic Journal of Statistics • Jan 1, 2016
NobleIDNI8P47W09R91S81
Authors:
Ruiyan Luo
,
Xin Qi
,
Yanhong Wang

Abstract

We consider linear function-on-function regression models with multiple predictive curves. We first apply the wavelet transformation to the predictive curves and transform the original model to a linear model with functional response and high dimensional multivariate predictors. Based on the best fi...

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