PCA-based estimation for functional linear regression with functional responses

DOI10.1016/j.jmva.2017.10.001zbMath1499.62137arXiv1609.00286OpenAlexW2964240820MaRDI QIDQ1686150

Kengo Kato, Masaaki Imaizumi

Publication date: 21 December 2017

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1609.00286

zbMATH Keywords

functional principal component analysisfunctional dataminimax rateill-posed inverse problem

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Factor analysis and principal components; correspondence analysis (62H25) Asymptotic properties of nonparametric inference (62G20) Functional data analysis (62R10) Linear regression; mixed models (62J05)

Related Items (18)

Variable Selection for Multiple Function-on-Function Linear Regression ⋮ Robust exponential squared loss-based estimation in semi-functional linear regression models ⋮ Estimation and inference in partially functional linear regression with multiple functional covariates ⋮ Wasserstein Regression ⋮ Nonparametric recursive method for generalized kernel estimators for dependent functional data ⋮ Two-time-scale nonparametric recursive regression estimator for independent functional data ⋮ Robust estimation for partial functional linear regression model based on modal regression ⋮ A note on exponential inequalities in Hilbert spaces for spatial processes with applications to the functional kernel regression model ⋮ Optimal rate for prediction when predictor and response are functions ⋮ Goodness-of-fit Tests for Functional Linear Models Based on Integrated Projections ⋮ Wavelet estimation of the dimensionality of curve time series ⋮ Recursive nonparametric regression estimation for dependent strong mixing functional data ⋮ The optimal rate of canonical correlation analysis for stochastic processes ⋮ Two-sample functional linear models with functional responses ⋮ Composite quantile estimation in partial functional linear regression model with dependent errors ⋮ Estimating the conditional distribution in functional regression problems ⋮ Statistical inference for the slope parameter in functional linear regression ⋮ Statistical inference in the partial functional linear expectile regression model

Uses Software

• fda (R)
• Ox

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