A0222
Title: Combining concurrent and functional linear regression
Authors: Sven Otto - University of Cologne (Germany) [presenting]
Alois Kneip - University of Bonn (Germany)
Dominik Liebl - University Bonn (Germany)
Abstract: A new function-on-function linear regression model that incorporates common and point effects of a regressor function on a response function is introduced. The model comprises two components: a Hilbert-Schmidt integral operator for the common component and a concurrent component that captures the regressor's impact on the response at each domain point. These components are separately identifiable under mild conditions. We propose a smoothing spline estimator, provide asymptotic theory, and demonstrate the model's practicality using sports data.
