Methodology and convergence rates for functional linear regression

DOI10.1214/009053606000000957zbMath1114.62048arXiv0708.0466MaRDI QIDQ997371

Hall, Peter, Joel L. Horowitz

Publication date: 23 July 2007

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

Full work available at URL: https://arxiv.org/abs/0708.0466

zbMATH Keywords

smoothing; eigenvalue; dimension reduction; linear operator; eigenfunction; deconvolution; nonparametric; principal components analysis; minimax optimality; quadratic regularisation

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62H25: Factor analysis and principal components; correspondence analysis

62G20: Asymptotic properties of nonparametric inference

62J05: Linear regression; mixed models

Uses Software

• fda (R)