Publications (110)
On the Distributed Estimation for Scalar-on-Function Regression Models
Peilun He, Han Lin Shang, Nan Zou
This paper proposes distributed estimation procedures for three scalar-on-function regression models: the functional linear model (FLM), the functional non-parametric model (FNPM),…
Feature Extraction for Functional Time Series: Theory and Application to NIR Spectroscopy Data
Yang Yang, Yanrong Yang, Han Lin Shang
We propose a novel method to extract global and local features of functional time series. The global features concerning the dominant modes of variation over the entire function do…
Forecasting a time series of Lorenz curves: One-way functional analysis of variance
Han Lin Shang
The Lorenz curve is a fundamental tool for analysing income and wealth distribution and inequality at national and regional levels. We utilise a one-way functional analysis of vari…
Forecasting age distribution of deaths across countries: Life expectancy and annuity valuation
Han Lin Shang, Steven Haberman
In this paper, we provide a comprehensive cross-country validation study of compositional mortality modeling and forecasting methods. Thus, we consider two one-to-one transformatio…
Robust bootstrap prediction intervals for univariate and multivariate autoregressive time series models
Ufuk Beyaztas, Han Lin Shang
The bootstrap procedure has emerged as a general framework to construct prediction intervals for future observations in autoregressive time series models. Such models with outlying…
Robust spatial scalar-on-function regression: A Fisher-consistent redescending M-estimation approach
Muge Mutis, Ufuk Beyaztas, Han Lin Shang
We develop a Fisher-consistent redescending robust estimator for the spatial scalar-on-function regression model, where a scalar response depends on both a functional predictor and…