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Abstract Details

Activity Number: 219
Type: Invited
Date/Time: Monday, July 30, 2012 : 2:00 PM to 3:50 PM
Sponsor: Section on Statistical Computing
Abstract - #303505
Title: Generalized Additive Models for Functional Data
Author(s): Manuel Febrero-Bande*+ and Wenceslao Gonzalez-Manteiga
Companies: University of Santiago de Compostela and University of Santiago de Compostela
Address: Dpt. of Statistics and O.R. Fac. of Mathematics, Santiago de Compostela., International, 15894, Spain
Keywords: generalized additive models ; functional data
Abstract:

The aim of this paper is to extend the ideas of generalized additive models for multivariate data (with known or unknown link function) to functional data covariates. The proposed algorithm is a modified version of the local scoring and backfitting algorithms that allows for the non-parametric estimation of the partial functions and also, the link function. In the presentation, this procedure will be compared with generalized linear Models and previous attempts to extend generalized additive models to functional data.


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