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
• Series expansion for functional sufficient dimension reduction
• Estimation of the Sobol indices in a linear functional multidimensional model
• Wasserstein Regression
• A note on functional linear regression
• On rate optimal local estimation in functional linear regression
• Measures of influence for the functional linear model with scalar response
• A survey of functional principal component analysis
• A note on the prediction error of principal component regression in high dimensions
• Recent advances in functional data analysis and high-dimensional statistics
• The spatial sign covariance operator: asymptotic results and applications
• Interpretable dimension reduction for classifying functional data
• Estimation, imputation and prediction for the functional linear model with scalar response with responses missing at random
• Asymptotic equivalence of functional linear regression and a white noise inverse problem
• Varying-coefficient functional linear regression
• Multivariate functional principal component analysis for data observed on different (dimensional) domains
• \(L_1\)-penalization in functional linear regression with subgaussian design
• Robust functional regression based on principal components
• Functional linear regression with truncated signatures
• Optimal classification and nonparametric regression for functional data
• A reproducing kernel Hilbert space approach to functional linear regression
• Adaptive estimation in circular functional linear models
• Nonlinear manifold representations for functional data
• Forecasting functional time series
• Nonparametric inference in generalized functional linear models
• On consistency and sparsity for high-dimensional functional time series with application to autoregressions
• Non-asymptotic adaptive prediction in functional linear models
• On the optimal reconstruction of partially observed functional data
• Local linear regression for functional predictor and scalar response
• Honest confidence sets in nonparametric IV regression and other ill-posed models
• M-estimation for functional linear regression
• Optimal estimation for the functional Cox model
• Functional gradient ascent for probit regression
• Linear prediction in functional data analysis
• Polynomial spline estimation for partial functional linear regression models
• Varying coefficient partially functional linear regression models
• Efficient Estimation of the Nonparametric Mean and Covariance Functions for Longitudinal and Sparse Functional Data
• Robust penalized estimators for functional linear regression
• Spline estimators for semi-functional linear model

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)