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Rank-Based Group Variable Selection for Functional Regression Model (304969)
*Jieun Park, Auburn UniversityAsheber Abebe, Auburn University
Nedret Billor, Auburn University
Keywords: Rank-based, Variable Selection, Functional Regression, Robust
We propose a robust rank based variable selection method for a functional linear regression model with multiple explanatory functions and a scalar response. The procedure extends rank based group variable selection to functional variable selection and the proposed estimator is robust in the presence of outliers in predictor function space and response. The performance of the proposed robust method is demonstrated with an extensive simulation study and real data examples.