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Activity Number: 501
Type: Invited
Date/Time: Wednesday, August 5, 2009 : 2:00 PM to 3:50 PM
Sponsor: IMS
Abstract - #303129
Title: Functional Generalized Linear Regression
Author(s): Harrison Zhou*+
Companies: Yale University
Address: , New Haven, CT, 06437,
Keywords: asymptotic equivalence ; functional data analysis ; generalized linear model ; nonparametric estimation ; principal components analysis
Abstract:

Functional Generalized linear model (FGLM) unifies various statistical models, including functional linear regression, functional logistic regression for binary response and functional Poisson regression for count data, under one framework. We will discuss both prediction and slope estimation for FGLM by functional principal components analysis. Optimal convergence rates are obtained by an asymptotic equivalence theory.


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