Local linear regression for functional data

DOI10.1007/S10463-010-0275-8MaRDI QIDQ645536zbMATH OpenOpenAlexFDO

Authors Juan-Miguel Gracia

Publication date 8 November 2011

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0710.5218

zbMATH Keywords

inverse problemkernelmean square errorsmall ball probability

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) General nonlinear regression (62J02) Applications of functional analysis in probability theory and statistics (46N30)

Abstract: We study a non linear regression model with functional data as inputs and scalar response. We propose a pointwise estimate of the regression function that maps a Hilbert space onto the real line by a local linear method. We provide the asymptotic mean square error. Computations involve a linear inverse problem as well as a representation of the small ball probability of the data and are based on recent advances in this area. The rate of convergence of our estimate outperforms those already obtained in the literature on this model.

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