Linear prediction in functional data analysis
AbstractIn this paper we introduce a new perspective of linear prediction in the functional data context that predicts a scalar response by observing a functional predictor. This perspective broadens the scope of functional linear prediction currently in the literature, which is exclusively focused on the functional linear regression model. It also provides a natural link to the classical linear prediction theory. Based on this formulation, we derive the convergence rate of the optimal mean squared predictor.
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Bibliographic InfoArticle provided by Elsevier in its journal Stochastic Processes and their Applications.
Volume (Year): 122 (2012)
Issue (Month): 11 ()
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/505572/description#description
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- Cardot, Hervé & Johannes, Jan, 2010. "Thresholding projection estimators in functional linear models," Journal of Multivariate Analysis, Elsevier, vol. 101(2), pages 395-408, February.
- Cardot, Hervé & Ferraty, Frédéric & Sarda, Pascal, 1999. "Functional linear model," Statistics & Probability Letters, Elsevier, vol. 45(1), pages 11-22, October.
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