Optimal prediction for additive function-on-function regression (Q1711592)

The paper under review deals with the problem of developing a penalized regression framework, based on Reproducing Kernel Hilbert Spaces (RKHS), for fitting the additive function-on-function regression model. The authors suggest an estimation methodology and establish optimal rates of convergence for their estimates in terms of prediction error. They also discuss computational aspects of the presented approach, ``as the RKHS structure allows for a fairly efficient computation as compared to the trivariate tensor product bases that have been used previously''. Finally, simulations and an application to financial data are given.