Functional Linear Model with Zero-value Coefficient Function at Sub-region

• 作 者: JianhuiZhou;
• 机 构: Department of Statistics University of Virginia
• 出 处: 2009 International Conference on Financial Statistics and Fi
• 发表日期: 2009年期

　　We propose a shrinkage method to estimate the coefficient function in a functional linear regression model when the value of the coefficient function is zero at certain sub-region.The primary goal is to perform inferences for the nonparametric estimate of the coefficient function and to identify the null region in which the function is zero.Our proposal consists of two stages.In stage one,Dantzig selector is employed to provide initial location of the null region.