On prediction rate in partial functional linear regression

DOI10.1016/J.JMVA.2011.06.011zbMath1231.62072OpenAlexW1989559113MaRDI QIDQ642226

Myung Hee Lee, Hyejin Shin

Publication date: 25 October 2011

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2011.06.011

zbMATH Keywords

asymptotic normalityconvergence ratemean squared prediction error

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Factor analysis and principal components; correspondence analysis (62H25) Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic properties of nonparametric inference (62G20) Inference from stochastic processes (62M99)

Related Items (21)

Estimation for semi-functional linear regression ⋮ Profile Estimation for Partial Functional Partially Linear Single-Index Model ⋮ Functional Feature Construction for Individualized Treatment Regimes ⋮ Estimation for a hybrid model of functional and linear measurement errors regression with missing response ⋮ A class of functional partially linear single-index models ⋮ Estimation and variable selection for partial functional linear regression ⋮ Estimation and inference in partially functional linear regression with multiple functional covariates ⋮ Partially functional linear varying coefficient model ⋮ Functional regression with dependent error and missing observation in reproducing kernel Hilbert spaces ⋮ Learning rates for partially linear functional models with high dimensional scalar covariates ⋮ Empirical likelihood in single-index partially functional linear model with missing observations ⋮ Lasso in Infinite dimension: application to variable selection in functional multivariate linear regression ⋮ Inference for Generalized partial functional linear regression ⋮ Estimation and testing for partially functional linear errors-in-variables models ⋮ Empirical likelihood inference for partial functional linear model with missing responses ⋮ Regularised forecasting via smooth-rough partitioning of the regression coefficients ⋮ Partial functional linear quantile regression ⋮ Empirical likelihood for high-dimensional partially functional linear model ⋮ Two-sample functional linear models with functional responses ⋮ Estimation for functional linear semiparametric model ⋮ Statistical inference in the partial functional linear expectile regression model

Uses Software

• fda (R)

Cites Work

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• A Statistical View of Some Chemometrics Regression Tools
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