CLT in functional linear regression models

DOI10.1007/s00440-006-0025-2zbMath1113.60025arXivmath/0508073MaRDI QIDQ880935

Hervé Cardot, Pascal Sarda, André Mas

Publication date: 21 May 2007

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0508073

zbMATH Keywords

Inverse problem; Regularization; Central limit theorem; Perturbation theory; Covariance operator; Functional data analysis; Hilbertian random variables

Mathematics Subject Classification ID

62J07: Ridge regression; shrinkage estimators (Lasso)

60F05: Central limit and other weak theorems

60H05: Stochastic integrals

45Q05: Inverse problems for integral equations

Related Items

Spline estimators for semi-functional linear model, Regression when both response and predictor are functions, Asymptotic equivalence of functional linear regression and a white noise inverse problem, Local linear regression for functional data, Application of a delta-method for random operators to testing equality of two covariance operators, Factor models and variable selection in high-dimensional regression analysis, Bootstrap in functional linear regression, Some asymptotic theory for functional regression and classification, CLT in functional linear regression models, Smoothing splines estimators for functional linear regression, Thresholding projection estimators in functional linear models, PCA-kernel estimation, Theory for high-order bounds in functional principal components analysis, Functional linear regression with derivatives

Uses Software

• fda (R)

Cites Work

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