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We consider the estimation of the value of a linear functional of the slope parameter in functional linear regression, where scalar responses are modeled in dependence of random functions. In Johannes and Schenk [2010] it has been shown…

Statistics Theory · Mathematics 2011-12-14 Jan Johannes , Rudolf Schenk

We consider the estimation of the value of a linear functional of the slope parameter in functional linear regression, where scalar responses are modeled in dependence of random functions. The theory in this paper covers in particular…

Statistics Theory · Mathematics 2011-12-19 J. Johannes , R. Schenk

We consider the problem of estimating the slope parameter in circular functional linear regression, where scalar responses Y1,...,Yn are modeled in dependence of 1-periodic, second order stationary random functions X1,...,Xn. We consider an…

Statistics Theory · Mathematics 2010-10-01 Fabienne Comte , Jan Johannes

There has been substantial recent work on methods for estimating the slope function in linear regression for functional data analysis. However, as in the case of more conventional finite-dimensional regression, much of the practical…

Statistics Theory · Mathematics 2007-06-13 T. Tony Cai , Peter Hall

We consider the problem of estimating the regression function in functional linear regression models by proposing a new type of projection estimators which combine dimension reduction and thresholding. The introduction of a threshold rule…

Methodology · Statistics 2009-12-19 Herve Cardot , Jan Johannes

We consider the problem of estimating the slope parameter in functional linear regression, where scalar responses Y1,...,Yn are modeled in dependence of second order stationary random functions X1,...,Xn. An orthogonal series estimator of…

Statistics Theory · Mathematics 2009-01-28 Jan Johannes

In functional linear regression, the slope ``parameter'' is a function. Therefore, in a nonparametric context, it is determined by an infinite number of unknowns. Its estimation involves solving an ill-posed problem and has points of…

Statistics Theory · Mathematics 2007-08-07 Peter Hall , Joel L. Horowitz

The paper considers functional linear regression, where scalar responses $Y_1,...,Y_n$ are modeled in dependence of random functions $X_1,...,X_n$. We propose a smoothing splines estimator for the functional slope parameter based on a…

Statistics Theory · Mathematics 2009-02-26 Christophe Crambes , Alois Kneip , Pascal Sarda

We consider the problem of estimating the value l({\phi}) of a linear functional, where the structural function {\phi} models a nonparametric relationship in presence of instrumental variables. We propose a plug-in estimator which is based…

Statistics Theory · Mathematics 2011-09-06 Christoph Breunig , Jan Johannes

We consider the problem of estimating the slope parameter in functional linear instrumental regression, where in the presence of an instrument W, i.e., an exogenous random function, a scalar response Y is modeled in dependence of an…

Statistics Theory · Mathematics 2016-03-16 Jan Johannes

In this paper we consider the linear regression model $Y =S X+\varepsilon $ with functional regressors and responses. We develop new inference tools to quantify deviations of the true slope $S$ from a hypothesized operator $S_0$ with…

Statistics Theory · Mathematics 2021-08-17 Tim Kutta , Gauthier Dierickx , Holger Dette

We consider the estimation of a structural function which models a non-parametric relationship between a response and an endogenous regressor given an instrument in presence of dependence in the data generating process. Assuming an…

Statistics Theory · Mathematics 2016-04-08 Nicolas Asin , Jan Johannes

This paper deals with estimation with functional covariates. More precisely, we aim at estimating the regression function $m$ of a continuous outcome $Y$ against a standard Wiener coprocess $W$. Following Cadre and Truquet (2015) and Cadre,…

Statistics Theory · Mathematics 2020-11-23 Karine Bertin , Nicolas Klutchnikoff

This paper proposes and analyzes fully data driven methods for inference about the mean function of a stochastic process from a sample of independent trajectories of the process, observed at discrete time points and corrupted by additive…

Methodology · Statistics 2009-05-20 F. Bunea , M. H. Wegkamp , A. E. Ivanescu

We study a functional linear regression model that deals with functional responses and allows for both functional covariates and high-dimensional vector covariates. The proposed model is flexible and nests several functional regression…

Statistics Theory · Mathematics 2022-08-24 Daren Wang , Zifeng Zhao , Yi Yu , Rebecca Willett

Functional linear regression is an important topic in functional data analysis. It is commonly assumed that samples of the functional predictor are independent realizations of an underlying stochastic process, and are observed over a grid…

Methodology · Statistics 2020-09-15 Cheng Chen , Shaojun Guo , Xinghao Qiao

We introduce two novel procedures to test the nullity of the slope function in the functional linear model with real output. The test statistics combine multiple testing ideas and random projections of the input data through functional…

Statistics Theory · Mathematics 2013-02-12 Nadine Hilgert , André Mas , Nicolas Verzelen

Functional linear regression has recently attracted considerable interest. Many works focus on asymptotic inference. In this paper we consider in a non asymptotic framework a simple estimation procedure based on functional Principal…

Statistics Theory · Mathematics 2013-01-16 Elodie Brunel , André Mas , Angelina Roche

This paper studies a class of exponential family models whose canonical parameters are specified as linear functionals of an unknown infinite-dimensional slope function. The optimal minimax rates of convergence for slope function estimation…

Statistics Theory · Mathematics 2013-02-14 Winston Wei Dou , David Pollard , Harrison H. Zhou

This paper studies a class of exponential family models whose canonical parameters are specified as linear functionals of an unknown infinite-dimensional slope function. The optimal minimax rates of convergence for slope function estimation…

Statistics Theory · Mathematics 2011-12-25 Winston Wei Dou , David Pollard , Harrison H. Zhou
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