Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1151713 | Statistics & Probability Letters | 2014 | 9 Pages |
Abstract
This paper is on regression models when the explanatory variable is a function. The question is to look for which among the pnpn discretized values of the function must be incorporated in the model. The aim of the paper is to show how the continuous structure of the data allows to develop new specific variable selection procedures, which improve the rates of convergence of the estimated parameters and need much less restrictive assumptions on pnpn.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Germán Aneiros, Philippe Vieu,