Functional linear regression with functional response

DOI10.1016/J.JECONOM.2017.08.008zbMath1377.62111OpenAlexW2750452445MaRDI QIDQ1676375

Marine Carrasco, David Benatia, Jean-Pierre Florens

Publication date: 7 November 2017

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: http://publications.ut-capitole.fr/25840/1/25840.pdf

zbMATH Keywords

asymptotic distributionlinear operatorTikhonov regularizationestimatorinstrumental variablesfunctional regression

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Factor analysis and principal components; correspondence analysis (62H25) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05)

Related Items (16)

Semi-functional partial linear spatial autoregressive model ⋮ PCA-based estimation for functional linear regression with functional responses ⋮ Non parametric estimations of the conditional density and mode when the regressor and the response are curves ⋮ Nonparametric recursive method for generalized kernel estimators for dependent functional data ⋮ Two-time-scale nonparametric recursive regression estimator for independent functional data ⋮ Distributed estimation of functional linear regression with functional responses ⋮ Statistical inference for function-on-function linear regression ⋮ Optimal weighting for linear inverse problems ⋮ HONEST CONFIDENCE SETS IN NONPARAMETRIC IV REGRESSION AND OTHER ILL-POSED MODELS ⋮ Goodness-of-fit Tests for Functional Linear Models Based on Integrated Projections ⋮ Editors' introduction ⋮ Function-on-function quadratic regression models ⋮ Recursive nonparametric regression estimation for dependent strong mixing functional data ⋮ Fast implementation of partial least squares for function-on-function regression ⋮ Optimal Penalized Function-on-Function Regression Under a Reproducing Kernel Hilbert Space Framework ⋮ Statistical inference for the slope parameter in functional linear regression

Uses Software

• fda (R)

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