Asymptotic equivalence of functional linear regression and a white noise inverse problem
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Publication:638799
DOI10.1214/10-AOS872zbMATH Open1221.62011arXiv1211.4742OpenAlexW2057469508MaRDI QIDQ638799FDOQ638799
Authors: Alexander Meister 
Publication date: 14 September 2011
Published in: The Annals of Statistics (Search for Journal in Brave)
Abstract: We consider the statistical experiment of functional linear regression (FLR). Furthermore, we introduce a white noise model where one observes an Ito process, which contains the covariance operator of the corresponding FLR model in its construction. We prove asymptotic equivalence of FLR and this white noise model in LeCam's sense under known design distribution. Moreover, we show equivalence of FLR and an empirical version of the white noise model for finite sample sizes. As an application, we derive sharp minimax constants in the FLR model which are still valid in the case of unknown design distribution.
Full work available at URL: https://arxiv.org/abs/1211.4742
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functional data analysisnonparametric statisticsstatistical inverse problemswhite noise modelLe Cam equivalence
Linear regression; mixed models (62J05) Inference from stochastic processes (62M99) Theory of statistical experiments (62B15)
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Cited In (22)
- Asymptotic equivalence of discretely observed diffusion processes and their Euler scheme: small variance case
- On rate optimal local estimation in functional linear regression
- Relative perturbation bounds with applications to empirical covariance operators
- Asymptotically efficient estimation of linear functionals in inverse regression models
- Strong Gaussian approximation of the mixture Rasch model
- Adaptive global testing for functional linear models
- Optimal classification and nonparametric regression for functional data
- Statistical inference for function-on-function linear regression
- Network representation using graph root distributions
- Asymptotic equivalence of nonparametric diffusion and Euler scheme experiments
- Asymptotic equivalence for inhomogeneous jump diffusion processes and white noise
- Optimal eigen expansions and uniform bounds
- Minimax adaptive tests for the functional linear model
- Asymptotic equivalence for regression under fractional noise
- Asymptotic equivalence for pure jump Lévy processes with unknown Lévy density and Gaussian white noise
- PCA-based estimation for functional linear regression with functional responses
- On the effect of noisy measurements of the regressor in functional linear models
- Le Cam theory on the comparison of statistical models
- Gaussianization machines for non-Gaussian function estimation models
- Nonparametric estimation of the ability density in the mixed-effect Rasch model
- Adaptive estimation in the linear random coefficients model when regressors have limited variation
- Asymptotic equivalence for nonparametric regression with dependent errors: Gauss-Markov processes
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