Title：Simultaneous Inference of Scalar Response Functional Linear Regression Models
Speaker：Yan Cui（Jilin University）
Time：15:00-16:00, March30
Location： Room 201, Ming De Building
Abstract：We consider the problem of joint simultaneous confidence band (JSCB) construction for regression coefficient functions of time series scalar-on-function linear regression when the regression model is estimated by either truncated basis expansions or roughness penalizations with flexible choices of orthonormal basis functions. A simple and unified multiplier bootstrap methodology is proposed for the JSCB construction which is shown to achieve the correct coverage probability asymptotically. Furthermore, the JSCB is robust to inconsistently estimated standard deviations of the model. The proposed methodology is applied to an environmental and a financial time series data set to visually investigate and formally test the overall regression relationship as well as perform model validation.
