Optimal rate for prediction when predictor and response are functions

DOI10.1142/S0219530520500037zbMath1457.62397OpenAlexW3015310661MaRDI QIDQ3298577

Yang Zhou, Di-Rong Chen

Publication date: 14 July 2020

Published in: Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219530520500037

zbMATH Keywords

rate of convergenceminimax lower boundreproducing kernel Hilbert spacelinear predictionfunctional data analysis

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Asymptotic properties of nonparametric inference (62G20) Functional data analysis (62R10) Nonparametric estimation (62G05) Minimax procedures in statistical decision theory (62C20) Hilbert spaces with reproducing kernels (= (proper) functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces) (46E22) Prediction theory (aspects of stochastic processes) (60G25)

Uses Software

• RKHS
• fda (R)

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• Unnamed Item
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