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, …