Thresholding projection estimators in functional linear models

DOI10.1016/J.JMVA.2009.03.001zbMATH Open1178.62032arXiv0806.0533OpenAlexW2072412280MaRDI QIDQ1049544FDOQ1049544

Authors: Hervé Cardot, Jan Johannes 

Publication date: 12 January 2010

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

Abstract: We consider the problem of estimating the regression function in functional linear regression models by proposing a new type of projection estimators which combine dimension reduction and thresholding. The introduction of a threshold rule allows to get consistency under broad assumptions as well as minimax rates of convergence under additional regularity hypotheses. We also consider the particular case of Sobolev spaces generated by the trigonometric basis which permits to get easily mean squared error of prediction as well as estimators of the derivatives of the regression function. We prove these estimators are minimax and rates of convergence are given for some particular cases.

Full work available at URL: https://arxiv.org/abs/0806.0533

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zbMATH Keywords

linear inverse problemoptimal rate of convergenceGalerkin methodSobolev spaceHilbert scalederivatives estimationmean squared error of prediction

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05)

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Uses Software

• fda (R)

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