A note on estimation in Hilbertian linear models
From MaRDI portal
Abstract: We study estimation and prediction in linear models where the response and the regressor variable both take values in some Hilbert space. Our main objective is to obtain consistency of a principal components based estimator for the regression operator under minimal assumptions. In particular, we avoid some inconvenient technical restrictions that have been used throughout the literature. We develop our theory in a time dependent setup which comprises as important special case the autoregressive Hilbertian model.
Recommendations
Cites work
- A functional version of the ARCH model
- A reproducing kernel Hilbert space approach to functional linear regression
- Asymptotics of prediction in functional linear regression with functional outputs
- Flexible smoothing with B-splines and penalties. With comments and a rejoinder by the authors
- Forecasting functional time series
- Functional data analysis.
- Functional linear model
- Functional linear regression analysis for longitudinal data
- Functional Principal Component Regression and Functional Partial Least Squares
- Generalized functional linear models
- Generating series for GUE correlators
- scientific article; zbMATH DE number 17221 (Why is no real title available?)
- scientific article; zbMATH DE number 2015204 (Why is no real title available?)
- scientific article; zbMATH DE number 2222292 (Why is no real title available?)
- Inference for functional data with applications
- Kernel regression with functional response
- Linear functional regression: The case of fixed design and functional response
- Linear processes in function spaces. Theory and applications
- Measures of influence for the functional linear model with scalar response
- Methodology and convergence rates for functional linear regression
- On rates of convergence in functional linear regression
- Prediction in functional linear regression
- Smoothing splines estimators for functional linear regression
- The historical functional linear model
- Thresholding projection estimators in functional linear models
- Weakly dependent functional data
Cited in
(25)- PCA-based estimation for functional linear regression with functional responses
- Sieve bootstrap for functional time series
- Clustering and forecasting multiple functional time series
- Prediction in functional regression with discretely observed and noisy covariates
- Estimating the conditional distribution in functional regression problems
- Statistical inference for the slope parameter in functional linear regression
- A moment-based notion of time dependence for functional time series
- Asymptotic properties of principal component projections with repeated eigenvalues
- Estimation and simulation of autoregressive Hilbertian processes with exogenous variables
- A semiparametric model for Hilbertian random variables
- On the regression estimation in a Hilbert space
- Identifying the spectral representation of Hilbertian time series
- scientific article; zbMATH DE number 4094619 (Why is no real title available?)
- Rates of convergence of autocorrelation estimates for periodically correlated autoregressive Hilbertian processes
- scientific article; zbMATH DE number 1822207 (Why is no real title available?)
- Seasonal functional autoregressive models
- Dynamic principal component regression for forecasting functional time series in a group structure
- Convergence Rates for Learning Linear Operators from Noisy Data
- Estimation of functional ARMA models
- The Maximum of the Periodogram of a Sequence of Functional Data
- Addendum to: ``Data driven regularization by projection
- Improved learning theory for kernel distribution regression with two-stage sampling
- Estimating lagged (cross-)covariance operators of L^p-m-approximable processes in Cartesian product Hilbert spaces
- Identifying arbitrary transformation between the slopes in scalar-on-function regression
- Functional regression with repeated eigenvalues
This page was built for publication: A note on estimation in Hilbertian linear models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5177950)
