Modeling and Prediction of Multiple Correlated Functional Outcomes. Academic Article uri icon


  • We propose a copula-based approach for analyzing functional data with correlated multiple functional outcomes exhibiting heterogeneous shape characteristics. To accommodate the possibly large number of parameters due to having several functional outcomes, parameter estimation is performed in two steps: first, the parameters for the marginal distributions are estimated using the skew t family, and then the dependence structure both within and across outcomes is estimated using a Gaussian copula. We develop an estimation algorithm for the dependence parameters based on the Karhunen-Love expansion and an EM algorithm that significantly reduces the dimension of the problem and is computationally efficient. We also demonstrate prediction of an unknown outcome when the other outcomes are known. We apply our methodology to diffusion tensor imaging data for multiple sclerosis (MS) patients with three outcomes and identify differences in both the marginal distributions and the dependence structure between the MS and control groups. Our proposed methodology is quite general and can be applied to other functional data with multiple outcomes in biology and other fields.

published proceedings

  • J Agric Biol Environ Stat

author list (cited authors)

  • Cao, J., Soiaporn, K., Carroll, R. J., & Ruppert, D.

citation count

  • 0

complete list of authors

  • Cao, Jiguo||Soiaporn, Kunlaya||Carroll, Raymond J||Ruppert, David

publication date

  • March 2019