Functional principal component regression with noisy covariate

DOI10.1016/J.CRMA.2007.10.015zbMATH Open1124.62020OpenAlexW1964268056MaRDI QIDQ2464264FDOQ2464264

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

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Mathematics Subject Classification ID

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

Cites Work

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

Cited In (3)

• 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
• Consistently recovering the signal from noisy functional data

Uses Software

• fda (R)

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