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Related papers: Prediction in functional linear regression

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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

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

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 estimation of the slope function in functional linear regression, where scalar responses are modeled in dependence of random functions. Cardot and Johannes [J. Multivariate Anal. 101 (2010) 395-408] have shown that a…

Statistics Theory · Mathematics 2013-02-19 Fabienne Comte , Jan Johannes

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

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 consider a spatial functional linear regression, where a scalar response is related to a square integrable spatial functional process. We use a smoothing spline estimator for the functional slope parameter and establish a finite sample…

Statistics Theory · Mathematics 2019-08-07 Stéphane Bouka , Sophie Dabo-Niang , Guy Martial Nkiet

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 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

Functional linear regression is one of the fundamental and well-studied methods in functional data analysis. In this work, we investigate the functional linear regression model within the context of reproducing kernel Hilbert space by…

Statistics Theory · Mathematics 2024-12-12 Naveen Gupta , S. Sivananthan , Bharath K. Sriperumbudur

The partial least squares procedure was originally developed to estimate the slope parameter in multivariate parametric models. More recently it has gained popularity in the functional data literature. There, the partial least squares…

Statistics Theory · Mathematics 2012-05-30 Aurore Delaigle , Peter Hall

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

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

In functional linear regression, the parameters estimation involves solving a non necessarily well-posed problem and it has points of contact with a range of methodologies, including statistical smoothing, deconvolution and projection on…

Statistics Theory · Mathematics 2018-01-04 Andrea Ghiglietti , Francesca Ieva , Anna Maria Paganoni , Giacomo Aletti

We consider nonparametric estimation of the mean and covariance functions for functional/longitudinal data. Strong uniform convergence rates are developed for estimators that are local-linear smoothers. Our results are obtained in a unified…

Statistics Theory · Mathematics 2012-11-12 Yehua Li , Tailen Hsing

We study prediction in the functional linear model with functional outputs : $Y=SX+\epsilon $ where the covariates $X$ and $Y$ belong to some functional space and $S$ is a linear operator. We provide the asymptotic mean square prediction…

Statistics Theory · Mathematics 2011-02-14 Christophe Crambes , André Mas

The function-on-function linear regression model in which the response and predictors consist of random curves has become a general framework to investigate the relationship between the functional response and functional predictors.…

Methodology · Statistics 2021-11-03 Ufuk Beyaztas , Han Lin Shang

Contamination of covariates by measurement error is a classical problem in multivariate regression, where it is well known that failing to account for this contamination can result in substantial bias in the parameter estimators. The nature…

Methodology · Statistics 2017-12-13 Anirvan Chakraborty , Victor M. Panaretos

In this paper, we consider a functional linear regression model, where both the covariate and the response variable are functional random variables. We address the problem of optimal nonparametric estimation of the conditional expectation…

Statistics Theory · Mathematics 2022-03-02 Gaëlle Chagny , Anouar Meynaoui , Angelina Roche

Regressing a scalar response on a random function is nowadays a common situation. In the nonparametric setting, this paper paves the way for making the local linear regression based on a projection approach a prominent method for solving…

Methodology · Statistics 2019-07-19 Frédéric Ferraty , Stanislav Nagy
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