Prediction in functional linear regression

DOI10.1214/009053606000000830zbMath1106.62036arXivmath/0702650OpenAlexW2143220485MaRDI QIDQ869966

N. E. Zubov

Publication date: 12 March 2007

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

Full work available at URL: https://arxiv.org/abs/math/0702650

zbMATH Keywords

bootstrapminimaxrate of convergencesmoothingeigenvalueeigenvectordimension reductionspectral decompositionsimulationseigenfunctioncovarianceoptimal convergence rateprincipal components analysisslopeintercept

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05)

Related Items (max. 100)

Dimension reduction in functional regression with categorical predictor ⋮ Estimation in partially observed functional linear quantile regression ⋮ Interpretable dimension reduction for classifying functional data ⋮ Variable selection for functional linear models with strong heredity constraint ⋮ Online gradient descent algorithms for functional data learning ⋮ Estimation for generalized partially functional linear additive regression model ⋮ Estimation for Extreme Conditional Quantiles of Functional Quantile Regression ⋮ Estimation for Functional Single Index Models with Unknown Link Functions ⋮ Non-asymptotic error bound for optimal prediction of function-on-function regression by RKHS approach ⋮ Robust estimation with a modified Huber's loss for partial functional linear models based on splines ⋮ Testing linearity in partial functional linear quantile regression model based on regression rank scores ⋮ Rank method for partial functional linear regression models ⋮ Testing independence and goodness-of-fit jointly for functional linear models ⋮ Robust estimation for partial functional linear regression models based on FPCA and weighted composite quantile regression ⋮ In-game win probabilities for the National Rugby League ⋮ Stochastic functional linear models and Malliavin calculus ⋮ Functional sufficient dimension reduction based on weighted method ⋮ Estimation for semi-functional linear regression ⋮ Penalized contrast estimation in functional linear models with circular data ⋮ On statistical classification with incomplete covariates via filtering ⋮ Estimating Truncated Functional Linear Models With a Nested Group Bridge Approach ⋮ Profile Estimation for Partial Functional Partially Linear Single-Index Model ⋮ Rejoinder on: Model-free model-fitting and predictive distributions ⋮ Estimation for a hybrid model of functional and linear measurement errors regression with missing response ⋮ Estimation on semi-functional linear errors-in-variables models ⋮ Varying-coefficient partially functional linear quantile regression models ⋮ Testing for error correlation in partially functional linear regression models ⋮ Rank-based estimation in varying coefficient partially functional linear regression models ⋮ Minimax rate in prediction for functional principal component regression ⋮ Regularized partially functional quantile regression ⋮ Predictive functional linear models with diverging number of semiparametric single-index interactions ⋮ A class of functional partially linear single-index models ⋮ Estimation and variable selection for partial functional linear regression ⋮ Statistical inference in functional semiparametric spatial autoregressive model ⋮ Estimation of functional regression model via functional dimension reduction ⋮ Functional reproducing kernel Hilbert spaces for non-point-evaluation functional data ⋮ Model selection for functional linear regression with hierarchical structure ⋮ Sparse wavelet estimation in quantile regression with multiple functional predictors ⋮ Robust exponential squared loss-based estimation in semi-functional linear regression models ⋮ A unified performance analysis of likelihood-informed subspace methods ⋮ Hybrid regularisation and the (in)admissibility of ridge regression in infinite dimensional Hilbert spaces ⋮ Estimation and inference in partially functional linear regression with multiple functional covariates ⋮ Testing for lack-of-fit in functional regression models against general alternatives ⋮ Checking the adequacy of functional linear quantile regression model ⋮ On asymptotic distribution of prediction in functional linear regression ⋮ Partially functional linear varying coefficient model ⋮ Partially functional linear regression in reproducing kernel Hilbert spaces ⋮ Learning rates for partially linear functional models with high dimensional scalar covariates ⋮ A block bootstrap for quasi-likelihood in sparse functional data ⋮ On the optimal reconstruction of partially observed functional data ⋮ Unnamed Item ⋮ Robust estimation for partial functional linear regression model based on modal regression ⋮ Statistical inference for the functional quadratic quantile regression model ⋮ Nonparametric quantile regression estimation for functional data with responses missing at random ⋮ A test of significance in functional quadratic regression ⋮ Rank-based test for partial functional linear regression models ⋮ Penalized PCA approaches for B-spline expansions of smooth functional data ⋮ The M-estimator for functional linear regression model ⋮ Bayesian robust estimation of partially functional linear regression models using heavy-tailed distributions ⋮ Bootstrap Calibration in Functional Linear Regression Models with Applications ⋮ Functional mixture regression ⋮ Functional multiple-outcome model in application to multivariate growth curves of infant data ⋮ Functional Generalized Linear Models with Images as Predictors ⋮ Unnamed Item ⋮ Minimax and Adaptive Prediction for Functional Linear Regression ⋮ On rates of convergence in functional linear regression ⋮ Bivariate splines for spatial functional regression models ⋮ Functional partial linear model ⋮ Some asymptotic properties for functional canonical correlation analysis ⋮ Nonlinear estimation for linear inverse problems with error in the operator ⋮ Yield and price forecasting for stochastic crop decision planning ⋮ Partial functional linear regression ⋮ Dynamical multiple regression in function spaces, under kernel regressors, with ARH(1) errors ⋮ Theory for high-order bounds in functional principal components analysis ⋮ Wild bootstrap bandwidth selection of recursive nonparametric relative regression for independent functional data ⋮ Functional linear regression with derivatives ⋮ Functional Partial Linear Single‐index Model ⋮ Forecasting functional time series ⋮ Nonparametric inference in generalized functional linear models ⋮ Functional variable selection via Gram–Schmidt orthogonalization for multiple functional linear regression ⋮ Elastic functional principal component regression ⋮ Longitudinal functional models with structured penalties ⋮ Adaptive Global Testing for Functional Linear Models ⋮ A Smooth Simultaneous Confidence Corridor for the Mean of Sparse Functional Data ⋮ M-estimation for functional linear regression ⋮ A note on functional linear regression ⋮ Composite quantile estimation in partial functional linear regression model with dependent errors ⋮ Least absolute relative error estimation for functional quadratic multiplicative model ⋮ Response-Adaptive Regression for Longitudinal Data ⋮ M-Estimation for partially functional linear regression model based on splines ⋮ Regression imputation in the functional linear model with missing values in the response ⋮ Robust estimation with modified Huber's function for functional linear models ⋮ A modification of Silverman's method for smoothed functional principal components analysis ⋮ A comparison of testing methods in scalar-on-function regression ⋮ Determining the order of the functional autoregressive model ⋮ Prediction in functional regression with discretely observed and noisy covariates ⋮ Statistical inference in the partial functional linear expectile regression model ⋮ Robust estimation for varying coefficient partially functional linear regression models based on exponential squared loss function ⋮ Robust estimation for a general functional single index model via quantile regression ⋮ Estimation in ill-posed linear models with nuisance design

Uses Software

• fda (R)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• fda (R)
• Prediction in functional linear regression
• Methodology and convergence rates for functional linear regression
• Perturbation of spectral subspaces and solution of linear operator equations
• Principal components analysis of sampled functions
• A constrained risk inequality with applications to nonparametric functional estimation
• Functional data analysis
• The functional nonparametric model and applications to spectrometric data
• Kernel-based functional principal components
• Applied functional data analysis. Methods and case studies
• Functional linear model
• Functional canonical analysis for square integrable stochastic processes
• Smoothed functional principal components analysis by choice of norm
• Generalized functional linear models
• Nonparametric regression estimation for dependent functional data: asymptotic normality
• Estimation in generalized linear models for functional data via penalized likelihood
• Functional sliced inverse regression analysis
• Nonparametric estimation of smoothed principal components analysis of sampled noisy functions
• Principal component models for sparse functional data
• Smoothing Spline Models for the Analysis of Nested and Crossed Samples of Curves
• Generalized Linear Models with Functional Predictors
• Linear functional regression: The case of fixed design and functional response
• Nonparametric models for functional data, with application in regression, time series prediction and curve discrimination
• Dimension fractale et estimation de la régression dans des espaces vectoriels semi-normés
• Étude asymptotique d'un estimateur spline hybride pour le modèle linéaire fonctionnel
• Linear Regression Models for Functional Data
• A nonlinear PCA based on manifold approximation

This page was built for publication: Prediction in functional linear regression