Variable Selection and Minimax Prediction in High-dimensional Functional Linear Model

• Main Authors: Guo, Xingche, Li, Yehua, Hsing, Tailen
• Format: Journal Article
• Language: English
• Published: 22.10.2023
• Subjects: Mathematics - Statistics Theory; Statistics - Methodology; Statistics - Theory

High-dimensional functional data have become increasingly prevalent in modern applications such as high-frequency financial data and neuroimaging data analysis. We investigate a class of high-dimensional linear regression models, where each predictor is a random element in an infinite-dimensional fu...