This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.
Abstract Details
Activity Number:
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415
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Type:
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Contributed
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Date/Time:
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Tuesday, August 3, 2010 : 2:00 PM to 3:50 PM
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Sponsor:
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Section on Nonparametric Statistics
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Abstract - #308945 |
Title:
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Recent History Functional Linear Models for Sparse Longitudinal Data
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Author(s):
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Kion Kim* and Damla Senturk+
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Companies:
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Penn State and Penn State
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Address:
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, , 16802,
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Keywords:
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Basis expansion ;
functional data analysis ;
local least squares ;
smoothing ;
sparse design
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Abstract:
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We consider the recent history functional linear models, relating a longitudinal response to a longitudinal predictor where the predictor process only in a sliding window into the recent past has an e?ect on the response value at the current time. We propose an estimation procedure for recent history functional linear models that is geared towards sparse longitudinal data, where the observation times across subjects are irregular and total number of measurements per subject is small. The proposed estimation procedure builds upon recent developments for estimation of functional linear models with sparse data and utilizes connections to varying coe?cient models. We establish uniform consistency of the proposed estimators, propose prediction of the response tra jectories and derive their asymptotic distribution leading to asymptotic point-wise con?dence bands.
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The address information is for the authors that have a + after their name.
Authors who are presenting talks have a * after their name.
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