Faster convergence rate for functional linear regression in reproducing kernel Hilbert spaces

被引:5
|
作者
Zhang, Fode [1 ]
Zhang, Weiping [2 ]
Li, Rui [3 ]
Lian, Heng [4 ]
机构
[1] Southwestern Univ Finance & Econ, Ctr Stat Res, Sch Stat, Chengdu, Sichuan, Peoples R China
[2] Univ Sci & Technol China, Dept Stat, Hefei, Anhui, Peoples R China
[3] Shanghai Univ Int Business & Econ, Sch Stat & Informat, Shanghai, Peoples R China
[4] City Univ Hong Kong, Dept Math, Kowloon, Hong Kong, Peoples R China
基金
中国国家自然科学基金;
关键词
Convergence rate; functional data; reproducing kernel Hilbert space; ESTIMATORS; PREDICTION; MODELS;
D O I
10.1080/02331888.2019.1694931
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
Functional linear regression is in the centre of research attention involving curves as units of observations. We focus on functional linear regression in the framework of reproducing kernel Hilbert spaces studied in Cai and Yuan [Minimax and adaptive prediction for functional linear regression. J Am Stat Assoc. 2012;107(499):1201-1216]. We extend their theoretical result establishing faster convergence rate under stronger conditions which is reduced to existing results when the stronger condition is removed. In particular, our result corroborates the expectation that with smoother functions the convergence rate of the estimator is faster.
引用
收藏
页码:167 / 181
页数:15
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