Linear functional regression: the case of fixed design and functional response

被引:115
|
作者
Cuevas, A [1 ]
Febrero, M [1 ]
Fraiman, R [1 ]
机构
[1] Univ Autonoma Madrid, Dept Matemat, E-28049 Madrid, Spain
来源
CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE | 2002年 / 30卷 / 02期
关键词
calibration; consistent estimation; functional data; functional regression; linear operators; Yurinskii's inequality;
D O I
10.2307/3315952
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
The authors consider the problem of simple linear regression when the exogenous and endogenous variables are functional and the design is fixed. They propose an estimator for the underlying linear operator and prove its consistency under some conditions which ensure that the design is sufficiently informative. They consider the classical calibration (or inverse regression) problem and analyze a consistent estimator. They also give a simulation study. The proposed method is not hard to implement in practice.
引用
收藏
页码:285 / 300
页数:16
相关论文
共 50 条
  • [21] Compositional regression with functional response
    Talska, R.
    Menafoglio, A.
    Machalova, J.
    Hron, K.
    Fiserova, E.
    COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2018, 123 : 66 - 85
  • [22] Functional response regression analysis
    Chen, Xuerong
    Li, Haoqi
    Liang, Hua
    Lin, Huazhen
    JOURNAL OF MULTIVARIATE ANALYSIS, 2019, 169 : 218 - 233
  • [23] Regression analysis for a functional response
    Faraway, JJ
    TECHNOMETRICS, 1997, 39 (03) : 254 - 261
  • [24] Kernel regression with functional response
    Ferraty, Frederic
    Laksaci, Ali
    Tadj, Amel
    Vieu, Philippe
    ELECTRONIC JOURNAL OF STATISTICS, 2011, 5 : 159 - 171
  • [25] Linear Functional Fixed-Points
    Bjorner, Nikolaj
    Hendrix, Joe
    COMPUTER AIDED VERIFICATION, PROCEEDINGS, 2009, 5643 : 124 - 139
  • [26] Sparse estimation in functional linear regression
    Lee, Eun Ryung
    Park, Byeong U.
    JOURNAL OF MULTIVARIATE ANALYSIS, 2012, 105 (01) : 1 - 17
  • [27] Local linear regression for functional data
    Berlinet, A.
    Elamine, A.
    Mas, A.
    ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 2011, 63 (05) : 1047 - 1075
  • [28] FUNCTIONAL LINEAR REGRESSION THAT'S INTERPRETABLE
    James, Gareth M.
    Wang, Jing
    Zhu, Ji
    ANNALS OF STATISTICS, 2009, 37 (5A): : 2083 - 2108
  • [29] On prediction error in functional linear regression
    Apanasovich, Tatiyana V.
    Goldstein, Edward
    STATISTICS & PROBABILITY LETTERS, 2008, 78 (13) : 1807 - 1810
  • [30] Robust Functional Linear Regression Models
    Beyaztas, Ufuk
    Shang, Han Lin
    R JOURNAL, 2023, 15 (01): : 212 - 233