Nonparametric estimation in functional linear model

被引:0
|
作者
Johannes, Jan [1 ]
机构
[1] Univ Heidelberg, Inst Angew Math, D-69120 Heidelberg, Germany
关键词
D O I
10.1007/978-3-7908-2062-1_33
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We consider the problem of estimating the slope parameter in functional linear regression, where scalar responses Y-1, ..., Y-n are modeled in dependence of random functions X-1, ..., X-n. In the case of second order stationary random functions and as well in the non stationary case estimators of the functional slope parameter and its derivatives are constructed based on a regularized inversion of the estimated covariance operator. In this paper the rate of convergence of the estimator is derived assuming that the slope parameter belongs to the well-known Sobolev space of periodic functions and that the covariance operator is finitely, infinitely or in some general form smoothing.
引用
收藏
页码:215 / 221
页数:7
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