Related papers: Functional estimation in high-dimensional and infi…
In this paper, we set up the theoretical foundations for a high-dimensional functional factor model approach in the analysis of large cross-sections (panels) of functional time series (FTS). We first establish a representation result…
We consider the spaces $A_p(\mathbb T)$ of functions $f$ on the circle $\mathbb T$ such that the sequence of Fourier coefficients $\fu{\f}=\{\fu{\f}(k), ~k \in \mathbb Z\}$ belongs to $l^p, ~1\leq p<2$. The norm on $A_p(\mathbb T)$ is…
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…
We study integration and $L^2$-approximation of functions of infinitely many variables in the following setting: The underlying function space is the countably infinite tensor product of univariate Hermite spaces and the probability measure…
Let $\mathcal{F}$ be a class of measurable functions $f:S\mapsto [0,1]$ defined on a probability space $(S,\mathcal{A},P)$. Given a sample (X_1,...,X_n) of i.i.d. random variables taking values in S with common distribution P, let P_n…
Let $(\{f_j\}_{j=1}^n, \{\tau_j\}_{j=1}^n)$ and $(\{g_k\}_{k=1}^n, \{\omega_k\}_{k=1}^n)$ be two p-orthonormal bases for a finite dimensional Banach space $\mathcal{X}$. If $ x \in \mathcal{X}\setminus\{0\}$ is such that $\theta_fx$ is…
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…
Let $(\Omega, \mu)$, $(\Delta, \nu)$ be measure spaces. Let $(\{f_\alpha\}_{\alpha\in \Omega}, \{\tau_\alpha\}_{\alpha\in \Omega})$ and $(\{g_\beta\}_{\beta\in \Delta}, \{\omega_\beta\}_{\beta\in \Delta})$ be continuous p-Schauder frames…
Let $(T,{\cal F},\mu)$ be a $\sigma$-finite measure space, $E$ a separable real Banach space and $p\geq 1$. Given a sequence of functions $f, f_1, f_2,...$ from $T\times E$ to ${\bf R}$, under general assumptions, we prove that, for each…
Irregular functional data in which densely sampled curves are observed over different ranges pose a challenge for modeling and inference, and sensitivity to outlier curves is a concern in applications. Motivated by applications in…
This paper addresses the fundamental task of estimating covariance matrix functions for high-dimensional functional data/functional time series. We consider two functional factor structures encompassing either functional factors with scalar…
Consider a random sample $(X_{1},\ldots,X_{n})$ from an unknown discrete distribution $P=\sum_{j\geq1}p_{j}\delta_{s_{j}}$ on a countable alphabet $\mathbb{S}$, and let $(Y_{n,j})_{j\geq1}$ be the empirical frequencies of distinct symbols…
We consider the spaces $A_p(\mathbb T^m)$ of functions $f$ on the $m$ -dimensional torus $\mathbb T^m$ such that the sequence of the Fourier coefficients $\hat{f}=\{\hat{f}(k), ~k \in \mathbb Z^m\}$ belongs to $l^p(\mathbb Z^m), ~1\leq…
We extend the problem of obtaining an estimator for the finite population mean parameter incorporating complete auxiliary information through calibration estimation in survey sampling but considering a functional data framework. The…
Use of machine learning to estimate nuisance functions (e.g. outcomes models, propensity score models) in estimators used in causal inference is increasingly common, as it can mitigate bias due to model misspecification. However, it can be…
In this note we demonstrate that locally optimal functional quantizers for probability distributions on a Banach space lying in the support of $P$ behave exactly like globally optimal functional quantizers in terms of…
Let $X$, $Y$ be Banach spaces and let $\mathcal{L}(X,Y)$ be the space of bounded linear operators from $X$ to $Y$. We develop the theory of double operator integrals on $\mathcal{L}(X,Y)$ and apply this theory to obtain commutator estimates…
Let T_t = e^{-tA} be a bounded analytic semigroup on Lp, with 1<p<\infty. It is known that if A and its adjoint A^* both satisfy square function estimates \bignorm{\bigl(\int_{0}^{\infty}| A^{1/2} T_t(x)|^2\, dt\,\bigr)^{1/2}_{Lp} \lesssim…
In 1994, M. M. Popov [On integrability in F-spaces, Studia Math. no 3, 205-220] showed that the fundamental theorem of calculus fails, in general, for functions mapping from a compact interval of the real line into the lp-spaces for 0<p<1,…
This paper presents uniform estimation and inference theory for a large class of nonparametric partitioning-based M-estimators. The main theoretical results include: (i) uniform consistency for convex and non-convex objective functions;…