Optimal prediction for additive function-on-function regression

DOI10.1214/18-EJS1505zbMath1433.62112arXiv1708.03372MaRDI QIDQ1711592

Bahaeddine Taoufik, Matthew Reimherr, Bharath K. Sriperumbudur

Publication date: 18 January 2019

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1708.03372

zbMATH Keywords

nonlinear regressionreproducing kernel Hilbert spacefunctional data analysisminimax convergence

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to actuarial sciences and financial mathematics (62P05) General nonlinear regression (62J02) Hilbert spaces with reproducing kernels (= (proper) functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces) (46E22)

Related Items

Low-Rank Covariance Function Estimation for Multidimensional Functional Data ⋮ Functional sufficient dimension reduction through average Fréchet derivatives ⋮ Estimation and Model Selection for Nonparametric Function-on-Function Regression ⋮ Optimal Function-on-Function Regression With Interaction Between Functional Predictors ⋮ Modern nonlinear function-on-function regression ⋮ Nonlinear Functional Modeling Using Neural Networks ⋮ Additive regression for non-Euclidean responses and predictors

Uses Software

• R
• fda (R)
• tensorA

Cites Work

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