Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Conference contribution/Paper › peer-review
Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Conference contribution/Paper › peer-review
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TY - GEN
T1 - Estimation of a functional single index model
AU - Ferraty, Frederic
AU - Park, Juhyun
AU - Vieu, Philippe
PY - 2011
Y1 - 2011
N2 - Single index models have been mostly studied as an alternative dimension reduction technique for nonparametric regression with multivariate covariates. The index parameter appearing in the model summarizes the effect of the covariates in a finite dimensional vector. We consider an extension to a functional single index parameter which is of infinite dimensional, as a summary of the effect of a functional explanatory variable on a scalar response variable and propose a new estimator based on the idea of functional derivative estimation.
AB - Single index models have been mostly studied as an alternative dimension reduction technique for nonparametric regression with multivariate covariates. The index parameter appearing in the model summarizes the effect of the covariates in a finite dimensional vector. We consider an extension to a functional single index parameter which is of infinite dimensional, as a summary of the effect of a functional explanatory variable on a scalar response variable and propose a new estimator based on the idea of functional derivative estimation.
U2 - 10.1007/978-3-7908-2736-1_17
DO - 10.1007/978-3-7908-2736-1_17
M3 - Conference contribution/Paper
SN - 978-3-7908-2735-4
SP - 111
EP - 116
BT - Recent Advances in Functional Data Analysis and Related Topics
A2 - Ferraty, Frédéric
PB - Physica-Verlag HD
CY - Berlin
ER -