Convergence of nonparametric functional regression estimates with functional responses

DOI10.1214/12-EJS716zbMATH Open1295.62042arXiv1111.6230MaRDI QIDQ1950865FDOQ1950865

Authors: Heng Lian 

Publication date: 28 May 2013

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

Abstract: We consider nonparametric functional regression when both predictors and responses are functions. More specifically, we let $(X_1,Y_1),\mathrm{...},(X_n,Y_n)$ be random elements in $mathcalFimesmathcalH$ where $mathcalF$ is a semi-metric space and $mathcalH$ is a separable Hilbert space. Based on a recently introduced notion of weak dependence for functional data, we showed the almost sure convergence rates of both the Nadaraya-Watson estimator and the nearest neighbor estimator, in a unified manner. Several factors, including functional nature of the responses, the assumptions on the functional variables using the Orlicz norm and the desired generality on weakly dependent data, make the theoretical investigations more challenging and interesting.

Full work available at URL: https://arxiv.org/abs/1111.6230

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zbMATH Keywords

Orlicz normNadaraya-Watson estimatenearest neighbor estimateBernstein's inequality for martingale differencesnonparametric functional regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Stationary stochastic processes (60G10)

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Cited In (16)

• Convergence of functional \(k\)-nearest neighbor regression estimate with functional responses
• Shape-constrained estimation in functional regression with Bernstein polynomials
• Convergence rate of kernel regression estimation for time series data when both response and covariate are functional
• Two-time-scale nonparametric recursive regression estimator for independent functional data
• Dependent functional data
• A Conformal Approach for Distribution-free Prediction of Functional Data
• Rate of uniform consistency for nonparametric estimates with functional variables
• Recursive nonparametric regression estimation for dependent strong mixing functional data
• Nonparametric regression method with functional covariates and multivariate response
• Consistent Nonparametric Regression for Functional Data Under the Stone–Besicovitch Conditions
• Additive regression with Hilbertian responses
• Strong convergence of robust equivariant nonparametric functional regression estimators
• Nonparametric modelling for functional data: selected survey and tracks for future
• Uniform convergence rates for nonparametric regression and principal component analysis in functional/longitudinal data
• Minimax rate in prediction for functional principal component regression
• Convergence rates for kernel regression in infinite-dimensional spaces

Uses Software

• fda (R)

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