A partitioned Single Functional Index Model

Aldo Goia () and Philippe Vieu ()

Computational Statistics, 2015, vol. 30, issue 3, 673-692

Abstract: Given a functional regression model with scalar response, the aim is to present a methodology in order to approximate in a semi-parametric way the unknown regression operator through a single index approach, but taking possible structural changes into account. Our paper presents this methodology and illustrates its behaviour both on simulated and real curves datasets. It appears, from an example of interest in spectrometry, that the method provides a nice exploratory tool both for analyzing structural changes in the spectrum and for visualizing the most informative directions, still keeping good predictive power. Even if the main objective of this work is to discuss applied issues of the method, asymptotic behaviour is shortly described. Copyright Springer-Verlag Berlin Heidelberg 2015

Keywords: Functional predictor; Single Index Model; Additive models; Structural points; Spectrometric data (search for similar items in EconPapers)
Date: 2015
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Citations: View citations in EconPapers (24)

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Persistent link: https://EconPapers.repec.org/RePEc:spr:compst:v:30:y:2015:i:3:p:673-692

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DOI: 10.1007/s00180-014-0530-1

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