Variable selection in functional regression models: A review

Germán Aneiros, Silvia Novo and Philippe Vieu

Journal of Multivariate Analysis, 2022, vol. 188, issue C

Abstract: Despite of various similar features, Functional Data Analysis and High-Dimensional Data Analysis are two major fields in Statistics that grew up recently almost independently one from each other. The aim of this paper is to propose a survey on methodological advances for variable selection in functional regression, which is typically a question for which both functional and multivariate ideas are crossing. More than a simple survey, this paper aims to promote even more new links between both areas.

Keywords: Functional Data Analysis; Regression; Variable selection (search for similar items in EconPapers)
Date: 2022
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Citations: View citations in EconPapers (5)

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DOI: 10.1016/j.jmva.2021.104871

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