Recent history functional linear models

Kion Kim, Damla Sentürk, Runze Li

Research output: Chapter in Book/Report/Conference proceedingChapter


We propose a variant of historical functional linear models for cases where the current response is affected by the predictor process in a window into the past. Different from the rectangular support of functional linear models, the triangular support of the historical functional linear models and the point-wise support of varying coefficient models, the current model has a sliding window support into the past. This idea leads to models that bridge the gap between varying coefficient models and functional linear (historic) models. By utilizing one-dimensional basis expansions and one-dimensional smoothing procedures, the proposed estimation algorithm is shown to have better performance and to be faster than the estimation procedures proposed for historical functional linear models.

Original languageEnglish (US)
Title of host publicationNonparametric Statistics and Mixture Models
Subtitle of host publicationA Festschrift in Honor of Thomas P Hettmansperger
PublisherWorld Scientific Publishing Co.
Number of pages14
ISBN (Electronic)9789814340564
ISBN (Print)9814340553, 9789814340557
StatePublished - Jan 1 2011

All Science Journal Classification (ASJC) codes

  • Mathematics(all)


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