Linear prediction in functional data analysis

DOI10.1016/J.SPA.2012.06.014zbMathNoneOpenAlexW1968520731MaRDI QIDQ454858

Hyejin Shin, Tailen Hsing

Publication date: 10 October 2012

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2012.06.014

zbMATH Keywords

Hilbert spaceconvergence rateprincipal componentsunbounded linear functional

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05) Prediction theory (aspects of stochastic processes) (60G25)

Related Items (7)

Non parametric estimations of the conditional density and mode when the regressor and the response are curves ⋮ Ridge reconstruction of partially observed functional data is asymptotically optimal ⋮ On functional logistic regression: some conceptual issues ⋮ Improving prediction performance of stellar parameters using functional models ⋮ Optimal rate for prediction when predictor and response are functions ⋮ Functional classwise principal component analysis: a classification framework for functional data analysis ⋮ Oracle-efficient estimation for functional data error distribution with simultaneous confidence band

Uses Software

• fda (R)

Cites Work

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• Functional linear model
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• Nonparametric functional data analysis. Theory and practice.
• Properties of principal component methods for functional and longitudinal data analysis
• An Approach to Time Series Analysis
• On Convergence Rates in Nonparametric Problems
• Linear functional regression: The case of fixed design and functional response

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