Estimation in Generalized Linear Models for Functional Data via Penalized Likelihood

@inproceedings{Cardot2003EstimationIG,
  title={Estimation in Generalized Linear Models for Functional Data via Penalized Likelihood},
  author={Herv{\'e} Cardot and Pacal Sarda},
  year={2003}
}
We analyze in a regression setting the link between a scalar response and a functional predictor by means of a Functional Generalized Linear Model. We first give a theoretical framework and then discuss identifiability of the model. The functional coefficient of the model is estimated via penalized likelihood with spline approximation. The L2 rate of convergence of this estimator is given under smoothness assumption on the functional coefficient. Heuristic arguments show how these rates may be… CONTINUE READING

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