Functional principal component regression with noisy covariate

DOI10.1016/J.CRMA.2007.10.015MaRDI QIDQ2464264zbMATH OpenOpenAlexFDO

Authors Christophe Crambes

Publication date 12 December 2007

Published in Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.crma.2007.10.015

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Factor analysis and principal components; correspondence analysis (62H25)

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Cites work

• Functional data analysis.
• Functional linear model
• Inference for Density Families Using Functional Principal Component Analysis
• Smoothing splines estimators in functional linear regression with errors-in-variables
• Smoothing techniques. With implementation in S

Cited in

(4)

• Consistently recovering the signal from noisy functional data
• Prediction in functional regression with discretely observed and noisy covariates
• Estimation of the noise covariance operator in functional linear regression with functional outputs
• On the effect of noisy measurements of the regressor in functional linear models

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Uses Software

• fda (R)

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