On properties of percentile bootstrap confidence intervals for prediction in functional linear regression

被引:4
|
作者
Khademnoe, Omid [1 ]
Hosseini-Nasab, S. Mohammad E. [1 ]
机构
[1] Shahid Beheshti Univ, Dept Stat, Tehran, Iran
关键词
Edgeworth expansion; Functional linear regression model; Functional principal component analysis; Percentile bootstrap confidence interval; Prediction; EDGEWORTH EXPANSIONS; COMPONENTS; PRINCIPAL; CONVERGENCE; ESTIMATORS; RATES;
D O I
10.1016/j.jspi.2015.10.001
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 a functional linear regression model with scalar response and functional covariate. For this model bootstrap confidence intervals for prediction using the residual resampling method have been already studied. In this paper, we use the paired resampling method to construct bootstrap confidence intervals for prediction in the functional linear regression model. We develop Edgeworth expansions for distribution of the prediction and apply the results to obtain coverage errors of percentile equal-tailed bootstrap confidence intervals for prediction. We carry out a simulation study to illustrate the numerical performance of the paired bootstrap confidence intervals and compare the results with those obtained by the residual resampling method. (C) 2015 Elsevier B.V. All rights reserved.
引用
收藏
页码:129 / 143
页数:15
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