Methodology and convergence rates for functional linear regression

DOI10.1214/009053606000000957zbMATH Open1114.62048arXiv0708.0466OpenAlexW3101449523MaRDI QIDQ997371FDOQ997371

Authors: Joel Horowitz, Peter Hall 

Publication date: 23 July 2007

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

Abstract: In functional linear regression, the slope ``parameter is a function. Therefore, in a nonparametric context, it is determined by an infinite number of unknowns. Its estimation involves solving an ill-posed problem and has points of contact with a range of methodologies, including statistical smoothing and deconvolution. The standard approach to estimating the slope function is based explicitly on functional principal components analysis and, consequently, on spectral decomposition in terms of eigenvalues and eigenfunctions. We discuss this approach in detail and show that in certain circumstances, optimal convergence rates are achieved by the PCA technique. An alternative approach based on quadratic regularisation is suggested and shown to have advantages from some points of view.

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

Recommendations

• Prediction in functional linear regression
• On rates of convergence in functional linear regression
• Functional regression with repeated eigenvalues
• A reproducing kernel Hilbert space approach to functional linear regression
• On rate optimal local estimation in functional linear regression

zbMATH Keywords

dimension reductionsmoothingminimax optimalitynonparametricdeconvolutionprincipal components analysiseigenfunctioneigenvaluelinear operatorquadratic regularisation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Factor analysis and principal components; correspondence analysis (62H25) Linear regression; mixed models (62J05)

Cites Work

• Functional data analysis
• Applied functional data analysis. Methods and case studies
• Nonlinear solution of linear inverse problems by wavelet-vaguelette decomposition
• Nonparametric Regression Analysis of Longitudinal Data
• Functional Quasi-Likelihood Regression Models with Smooth Random Effects
• Linear functional regression: The case of fixed design and functional response
• Nonparametric Estimation of Triangular Simultaneous Equations Models
• Nonparametric instrumental regression
• Instrumental Variable Estimation of Nonparametric Models
• Deconvolving kernel density estimators
• Estimation of Integrated Squared Density Derivatives from a Contaminated Sample
• On the optimal rates of convergence for nonparametric deconvolution problems
• Title not available (Why is that?)
• Oracle inequalities for inverse problems
• Adaptively local one-dimensional subproblems with application to a deconvolution problem
• Dimension fractale et estimation de la régression dans des espaces vectoriels semi-normés
• Nonparametric methods for inference in the presence of instrumental variables
• Title not available (Why is that?)
• Perturbation of spectral subspaces and solution of linear operator equations
• On inverse problems with unknown operators
• Semiparametric Estimation of Regression Models for Panel Data
• Robust estimation of generalized linear models with measurement errors.
• Tikhonov regularisation for non-linear ill-posed problems: optimal convergence rates and finite-dimensional approximation
• Error bounds for tikhonov regularization in hilbert scales
• Asymptotic minimax rates for abstract linear estimators

Cited In (only showing first 100 items - show all)

• Estimation and variable selection for partially functional linear models
• Estimation and inference in functional single-index models
• Robust exponential squared loss-based estimation in semi-functional linear regression models
• Clusterwise functional linear regression models
• Estimation in functional single-index varying coefficient model
• Sparse functional principal component analysis in a new regression framework
• Methods for Scalar‐on‐Function Regression
• Nonparametric time series forecasting with dynamic updating
• Penalized contrast estimation in functional linear models with circular data
• Estimation for partial functional partially linear additive model
• Estimation and variable selection for partial functional linear regression
• Optimal prediction for high-dimensional functional quantile regression in reproducing kernel Hilbert spaces
• Partial functional partially linear single-index models
• Partially functional linear regression in reproducing kernel Hilbert spaces
• Intrinsic Riemannian functional data analysis
• Estimation on semi-functional linear errors-in-variables models
• Wild bootstrap bandwidth selection of recursive nonparametric relative regression for independent functional data
• A class of functional partially linear single-index models
• Minimax convergence rates for kernel CCA
• Posterior convergence for Bayesian functional linear regression
• Estimation in functional linear quantile regression
• Estimation for generalized partially functional linear additive regression model
• Partially Linear Additive Functional Regression
• Functional linear regression for functional response via sparse basis selection
• Functional partially linear quantile regression model
• Correction to: ``Inverse regression for longitudinal data
• Wavelet-domain regression and predictive inference in psychiatric neuroimaging
• Functional sufficient dimension reduction: convergence rates and multiple functional case
• Sieve M-estimator for a semi-functional linear model
• Partially functional linear varying coefficient model
• Methodology and convergence rates for functional time series regression
• On properties of percentile bootstrap confidence intervals for prediction in functional linear regression
• Robust functional principal components for sparse longitudinal data
• Functional mixture regression
• Functional regression with repeated eigenvalues
• Moments, errors, asymptotic normality and large deviation principle in nonparametric functional regression
• A moment-based notion of time dependence for functional time series
• Single-index partially functional linear regression model
• Partial functional linear quantile regression
• Some asymptotic theory for functional regression and classification
• Estimation in partially observed functional linear quantile regression
• On prediction rate in partial functional linear regression
• Instrumental variable estimation in functional linear models
• Minimax prediction for functional linear regression with functional responses in reproducing kernel Hilbert spaces
• Function-on-function linear quantile regression
• Title not available (Why is that?)
• Statistical inference in functional semiparametric spatial autoregressive model
• Some asymptotic properties for functional canonical correlation analysis
• Model-assisted estimators with auxiliary functional data
• A test of linearity in partial functional linear regression
• Varying-coefficient partially functional linear quantile regression models
• Regularized partially functional quantile regression
• Statistical inference for the functional quadratic quantile regression model
• A note on estimation in Hilbertian linear models
• High-Dimensional Spatial Quantile Function-on-Scalar Regression
• Convergence of nonparametric functional regression estimates with functional responses
• Analysis of regularized least squares for functional linear regression model
• On asymptotic distribution of prediction in functional linear regression
• Variable Selection for Multiple Function-on-Function Linear Regression
• Structured penalties for functional linear models -- partially empirical eigenvectors for regression
• Dynamic single-index model for functional data
• Functional singular component analysis based functional additive models
• Convergence rates of support vector machines regression for functional data
• Functional Finite Mixture Regression Models
• Partially Functional Linear Quantile Regression With Measurement Errors
• Faster convergence rate for functional linear regression in reproducing kernel Hilbert spaces
• Functional linear models for interval-valued data
• Recursive non-parametric kernel classification rule estimation for independent functional data
• Smooth LASSO estimator for the function-on-function linear regression model
• Estimation and testing for partially functional linear errors-in-variables models
• Two-time-scale nonparametric recursive regression estimator for independent functional data
• Relative perturbation bounds with applications to empirical covariance operators
• Model detection for functional polynomial regression
• Robust estimation with modified Huber's function for functional linear models
• On functional data analysis and related topics
• Adaptive global testing for functional linear models
• Statistical inference for the slope parameter in functional linear regression
• Functional feature construction for individualized treatment regimes
• Gaussian process models for non parametric functional regression with functional responses
• Ridge regression for the functional concurrent model
• Mixture inner product spaces and their application to functional data analysis
• Robust shrinkage estimation and selection for functional multiple linear model through LAD loss
• Function-on-function quadratic regression models
• Bayesian robust estimation of partially functional linear regression models using heavy-tailed distributions
• Testing for lack-of-fit in functional regression models against general alternatives
• Regression operator estimation by delta-sequences method for functional data and its applications
• Bayesian estimation of the functional spatial lag model
• Recursive nonparametric regression estimation for dependent strong mixing functional data
• FLCRM: functional linear Cox regression model
• Quantile estimation for a hybrid model of functional and varying coefficient regressions
• FPCA-based estimation for generalized functional partially linear models
• A robust spatial autoregressive scalar-on-function regression with \(t\)-distribution
• Additive functional regression in reproducing kernel Hilbert spaces under smoothness condition
• Lower bounds for invariant statistical models with applications to principal component analysis
• Network representation using graph root distributions
• Sensible functional linear discriminant analysis
• The hybrid method of FSIR and FSAVE for functional effective dimension reduction
• Minimax rate for optimal transport regression between distributions
• A comparison of testing methods in scalar-on-function regression
• Reduced rank modeling for functional regression with functional responses

Uses Software

• fda (R)

This page was built for publication: Methodology and convergence rates for functional linear regression

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q997371)