Ridge reconstruction of partially observed functional data is asymptotically optimal

DOI10.1016/j.spl.2020.108813zbMath1450.62138OpenAlexW2998519727MaRDI QIDQ2197593

David Kraus, Marco Stefanucci

Publication date: 1 September 2020

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2020.108813

zbMATH Keywords

reconstructionreproducing kernel Hilbert spacefunctional datapartial observationridge regularization

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Ridge regression; shrinkage estimators (Lasso) (62J07) Functional data analysis (62R10) Nonparametric estimation (62G05) Hilbert spaces with reproducing kernels (= (proper) functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces) (46E22)

Related Items (2)

Functional linear model with partially observed covariate and missing values in the response ⋮ Depth-based reconstruction method for incomplete functional data

Cites Work

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