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Generalized Functional Linear Models With Semiparametric Single-Index Interactions

Generalized Functional Linear Models With Semiparametric Single-Index Interactions

We introduce a new class of functional generalized linear models, where the response is a scalar and some of the covariates are functional. We assume that the response depends on multiple covariates, a finite number of latent features in the functional predictor, and interaction between the two. To achieve parsimony, …