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Local linear regression for functional predictor and scalar response

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  • Amparo Baillo

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  • Aurea Grane

    ()

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    Abstract

    The aim of this work is to introduce a new nonparametric regression technique in the context of functional covariate and scalar response. We propose a local linear regression estimator and study its asymptotic behaviour. Its finite-sample performance is compared with a Nadayara-Watson type kernel regression estimator via a Monte Carlo study and the analysis of two real data sets. In all the scenarios considered, the local linear regression estimator performs better than the kernel one, in the sense that the mean squared prediction error and its standard deviation are lower.

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    File URL: http://e-archivo.uc3m.es/bitstream/10016/938/1/ws076115.pdf
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    Bibliographic Info

    Paper provided by Universidad Carlos III, Departamento de Estadística y Econometría in its series Statistics and Econometrics Working Papers with number ws076115.

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    Date of creation: Aug 2007
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    Handle: RePEc:cte:wsrepe:ws076115

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