Varying-coefficient additive models for functional data


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Abstract

SummaryBoth varying-coefficient and additive models have been studied extensively in the literature as extensions to linear models. They have also been extended to deal with functional response data. However, existing extensions are still not flexible enough to reflect the functional nature of the responses. In this paper, we extend varying-coefficient and additive models to obtain a much more flexible model and propose a simple algorithm to estimate its nonparametric additive and varying-coefficient components. We establish the asymptotic properties of each component function. We demonstrate the applicability of the new model through analysis of traffic data.

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