Uniform convergence rates for nonparametric regression and principal component analysis in functional/longitudinal data

DOI10.1214/10-AOS813MaRDI QIDQ620550zbMATH OpenOpenAlexWikidataFDO

Authors Yehua Li, Tailen Hsing

Publication date 19 January 2011

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1211.2137

zbMATH Keywords

principal componentsfunctional data analysiskernelnonparametric inferencealmost sure convergencelocal polynomial

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Non-Markovian processes: estimation (62M09)

Abstract: We consider nonparametric estimation of the mean and covariance functions for functional/longitudinal data. Strong uniform convergence rates are developed for estimators that are local-linear smoothers. Our results are obtained in a unified framework in which the number of observations within each curve/cluster can be of any rate relative to the sample size. We show that the convergence rates for the procedures depend on both the number of sample curves and the number of observations on each curve. For sparse functional data, these rates are equivalent to the optimal rates in nonparametric regression. For dense functional data, root-n rates of convergence can be achieved with proper choices of bandwidths. We further derive almost sure rates of convergence for principal component analysis using the estimated covariance function. The results are illustrated with simulation studies.

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Cited in

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