Functional linear regression with functional response

DOI10.1016/J.JECONOM.2017.08.008zbMATH Open1377.62111OpenAlexW2750452445MaRDI QIDQ1676375FDOQ1676375

Authors: David Benatia, Marine Carrasco, Jean-Pierre Florens 

Publication date: 7 November 2017

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: http://publications.ut-capitole.fr/25840/1/25840.pdf

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zbMATH Keywords

functional regressionasymptotic distributioninstrumental variablesTikhonov regularizationlinear operatorestimator

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Factor analysis and principal components; correspondence analysis (62H25) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

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Cited In (32)

• Functional linear regression with Huber loss
• SENSITIVITY ANALYSIS IN FUNCTIONAL REGRESSION MODELS FOR SCALAR RESPONSES
• Partially Linear Additive Regression with a General Hilbertian Response
• Two-time-scale nonparametric recursive regression estimator for independent functional data
• Regression when both response and predictor are functions
• Statistical inference for the slope parameter in functional linear regression
• Instrumental variable estimation for functional concurrent regression models
• Function-on-function quadratic regression models
• Functional linear regression after spline transformation
• Optimal Penalized Function-on-Function Regression Under a Reproducing Kernel Hilbert Space Framework
• Goodness-of-fit Tests for Functional Linear Models Based on Integrated Projections
• Recursive nonparametric regression estimation for dependent strong mixing functional data
• Linear Regression Functions with Neglected Variables
• Distributed estimation of functional linear regression with functional responses
• Statistical inference for function-on-function linear regression
• Linear prediction in functional data analysis
• Functional regression of continuous state distributions
• High-Dimensional Mixed-Frequency IV Regression
• Editors' introduction
• A function-based approach to model the measurement error in wearable devices
• Fast implementation of partial least squares for function-on-function regression
• Optimal weighting for linear inverse problems
• Functional regression with repeated eigenvalues
• Linear functional regression: The case of fixed design and functional response
• Semi-functional partial linear spatial autoregressive model
• PCA-based estimation for functional linear regression with functional responses
• Linear Regression Models for Functional Data
• Functional linear regression with points of impact
• Non parametric estimations of the conditional density and mode when the regressor and the response are curves
• Nonparametric recursive method for generalized kernel estimators for dependent functional data
• HONEST CONFIDENCE SETS IN NONPARAMETRIC IV REGRESSION AND OTHER ILL-POSED MODELS
• Estimation in functional lagged regression

Uses Software

• fda (R)

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