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Generalized functional additive models in reproducing kernel Hilbert spaces

Ling Peng, Xiao Hui Liu*, Zeinab Rizk, Yi Wen Zhou, Heng Lian

*Corresponding author for this work

Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

Abstract

This paper introduces a generalized functional additive model (G-FAM) that accommodates responses generated from various distributions within the exponential family, including normal, binomial, and Poisson distributions. We minimize a penalized negative log-likelihood function within the reproducing kernel Hilbert space (RKHS) framework to estimate the unknown functional coefficients. We further establish the optimal convergence rate of the proposed estimator under mild conditions. The empirical performance of our method is demonstrated through simulation studies and an application to real data. This paper introduces a generalized functional additive model (G-FAM) that accommodates responses generated from various distributions within the exponential family, including normal, binomial, and Poisson distributions. We minimize a penalized negative log-likelihood function within the reproducing kernel Hilbert space (RKHS) framework to estimate the unknown functional coefficients. We further establish the optimal convergence rate of the proposed estimator under mild conditions. The empirical performance of our method is demonstrated through simulation studies and an application to real data. © 2026 International Press, Inc.. All rights reserved.
Original languageEnglish
Pages (from-to)71-84
Number of pages14
JournalStatistics and Its Interface
Volume19
Issue number1
Online published7 Jan 2026
DOIs
Publication statusPublished - 2026

Funding

We extend our sincere gratitude to the two anonymous reviewers and the Associate Editor for their valuable comments, which have significantly improved the quality of this paper. Peng\u2019s research is supported by the NNSF of China Grant 12201259, the NSF of Jiangxi Province Grant 20224BAB211008, and the China Postdoctoral Science Foundation Grant 2024M751232. Liu\u2019s research is supported by Talent Program of Jiangxi Provincial Department of Science and Technology Grant 20243BCE51010, the NNSF of China Grant 12471257, the National Social Science Foundation of China Grant 21&ZD152, and the Outstanding Youth Fund Project of the Jiangxi Provincial Department of Science and Technology Grant 20224ACB211003. This work is also supported by Jiangxi Province Key Laboratory of Data Science in Finance and Economics Grant 2024SSY03201.

Research Keywords

  • Convergence rate
  • Generalized functional additive models
  • Negative log-likelihood
  • Reproducing kernel Hilbert space

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