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Additive Function-on-Function Regression.

Published in Journal of computational and graphical statistics : a joint publication of American Statistical Association, Institute of Mathematical Statistics, Interface Foundation of North America • Jul 19, 2017
NobleIDNI9P70W09R62S23
Authors:
Kim JS
,
Staicu AM
,
Maity A

Abstract

We study additive function-on-function regression where the mean response at a particular time point depends on the time point itself, as well as the entire covariate trajectory. We develop a computationally efficient estimation methodology based on a novel combination of spline bases with an eigenb...

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